Almost stochastic dominance for most risk-averse decision makers
Chunling Luo, Chin Hon Tan
| Year of publication: |
2020
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|---|---|
| Authors: | Luo, Chunling ; Tan, Chin Hon |
| Published in: |
Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS. - Catonsville, MD : Institute for Operations Research and the Management Sciences, ISSN 1545-8490, ZDB-ID 2141455-5. - Vol. 17.2020, 2, p. 169-184
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| Subject: | almost stochastic dominance | mean-variance | risk aversion | utility | probability distribution | preference | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Entscheidung | Decision | Entscheidung unter Risiko | Decision under risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidungstheorie | Decision theory | Erwartungsnutzen | Expected utility | Portfolio-Management | Portfolio selection | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/deca.2019.0402 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249957