A new family of stochastic orders, the alpha,[a,b]-concave orders, generalizes second-order stochastic dominance and ranks gambles with opposing expected-value and risk effects.
Tradeoffs for downside risk- averse decision-makers and the self-protection decision,
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The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value
A new family of stochastic orders, the alpha,[a,b]-concave orders, generalizes second-order stochastic dominance and ranks gambles with opposing expected-value and risk effects.