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L.10 · INTERMEDIATE · 3 MIN

Stochastic Dominance and Ranking Risky Payoffs

When choosing between two risky investments, the standard advice is to maximize expected utility -- but that requires knowing your exact utility function, which most investors cannot articulate precisely. Stochastic dominance offers a way out: it ranks distributions in ways that hold for entire classes of investors, no specific utility function required. For a lifelong investor, the framework is powerful because it tells you when one investment is genuinely better than another versus when the comparison depends on preferences you may not have fully introspected.

Quiz · 5 questions ↓
§ 01
OrderConditionApplies To
First-Order (FOSD)A's CDF lies everywhere below B's: every percentile of A is at least as high as the corresponding percentile of BEvery investor who prefers more wealth to less, regardless of risk attitude
Second-Order (SOSD)A dominates B for all risk-averse investors: integrals of CDFs satisfy a specific inequality, often arising when B is a mean-preserving spread of AEvery risk-averse (concave-utility) investor
Third-Order (TOSD)A dominates B for all risk-averse, prudent investors (positive third derivative of utility)Investors who additionally exhibit precautionary saving behavior
§ 02

Worked example with round fictional numbers. Fund A returns 8 percent in good years and 4 percent in bad years, with equal probability. Fund B returns 12 percent in good years and 0 percent in bad years, with equal probability. Both have an expected return of 6 percent. B is a mean-preserving spread of A -- same mean, wider dispersion. Any risk-averse investor will prefer A under SOSD because the utility loss from B's 0 percent outcomes exceeds the utility gain from B's 12 percent outcomes (Jensen's inequality at work). The choice does not depend on whether you use square-root utility, log utility, or any other concave form -- it holds for all of them.

§ 03
Look at two index funds you might own (for example, a total-market fund versus a small-cap fund). Plot their historical 10-year monthly return distributions. Does either first-order dominate the other? Do they overlap, meaning the choice between them depends on your specific utility function? The visual answer often shows that famous fund pairs do not dominate each other -- the choice really is preference-driven.
§ 04

Stochastic dominance is the rigorous version of the intuition: do not pay extra for variance you do not want. If one investment is FOSD-preferred to another, the choice is unambiguous and no further analysis is needed. If neither dominates, the choice genuinely depends on your preferences -- and that is when you need to think hard about utility, time horizon, and capacity for loss.

§ 05

Common mistake: comparing two funds only by expected return and overlooking the shape of the distribution. A fund with higher expected return but a wider, more skewed return profile may be second-order dominated by a lower-expected-return fund with a tighter, more symmetric profile. The lower-expected-return fund is unambiguously preferred by every risk-averse investor -- a result the headline expected-return comparison hides entirely.

Five questions · AI feedback

Sit with the ideas.

Investment A has returns drawn from a distribution that is identical to Investment B's distribution, but every outcome is shifted upward by 2 percentage points. A second pair: Investment C and Investment D have the same expected return, but D's return distribution is a mean-preserving spread of C's (same mean, wider variance). Which ranking holds without needing to assume a specific utility function?

Why:
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