Comparing risks with reference points : a stochastic dominance approach
Dongmei Guo, Yi Hu, Shouyang Wang, Lin Zhao
| Year of publication: |
September 2016
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|---|---|
| Authors: | Guo, Dongmei ; Hu, Yi ; Wang, Shouyang ; Zhao, Lin |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 70.2016, p. 105-116
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| Subject: | Stochastic dominance | Reference point | Loss aversion | Downside risk | Allais-type anomalies | Endowment effect for risk | Risiko | Risk | Stochastischer Prozess | Stochastic process | Risikoaversion | Risk aversion | Prospect Theory | Prospect theory | Entscheidung unter Risiko | Decision under risk | Risikopräferenz | Risk attitude | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.05.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011597197