Egozcue, MartinFuentes García, Luis2024-12-022024-12-022023Egozcue, M., & Fuentes García, L. (2021). A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables. Communications in Statistics - Theory and Methods, 52(10), 3354–3360. https://doi.org/10.1080/03610926.2021.1971248http://hdl.handle.net/2183/40456Versión aceptada de: https://doi.org/10.1080/03610926.2021.1971248[Abstract:] In this note, we establish necessary and sufficient conditions for second-order stochastic dominance of linear combinations of two Bernoulli random variables. We relax the assumptions of exchangeability or independence between these variables. We apply our results to assess the liquidity risk in the financial sector.engAtribución-NoComercialhttp://creativecommons.org/licenses/by-nc/3.0/es/Stochastic dominanceDependenceLiquidity riskjournal articleopen access10.1080/03610926.2021.1971248