摘要： Univariate almost stochastic dominance has been widely studied and applied since its introduction by Leshno and Levy (Manag Sci 48: 1074-1085, 2002). This paper extends this construction to the bivariate case by means of suitable two-attribute utility functions. After having confined correlation aversion and correlation loving to some acceptable levels, bivariate almost stochastic dominance rules are introduced for the preferences exhibiting confined correlation aversion and confined correlation loving. The impact of a change in risk in terms of bivariate almost stochastic dominance on optimal saving is analyzed as an application, as well as the effect of envy and altruism on income distributions. Finally, alternative definitions of bivariate almost stochastic dominance are discussed, as well as testing procedures for such dominance rules in financial problems. 其他題名： Econ Theory 出版者： Berlin/Heidelberg: Springer 出版日期： 2014-10-01 出處： Economic theory, 2014-10, Vol.57 (2), p.377-405 資源來源： EBSCOhost Business Source Premier 版權： Springer-Verlag Berlin Heidelberg 2014 版權： COPYRIGHT 2014 Springer 識別號： ISSN: 0938-2259 識別號： EISSN: 1432-0479 識別號： DOI: 10.1007/s00199-014-0826-y
