Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
Tiantian Mao, Ruodu Wang
| Year of publication: |
2022
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|---|---|
| Authors: | Mao, Tiantian ; Wang, Ruodu |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 103.2022, p. 1-16
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| Subject: | Cumulative prospect theory | Rank-dependent utility | Risk aversion | Risk measures | Stochastic dominance | Prospect Theory | Prospect theory | Nutzen | Utility | Risikoaversion | Erwartungsnutzen | Expected utility | Risiko | Risk | Stochastischer Prozess | Stochastic process | Entscheidung | Decision | Entscheidung unter Risiko | Decision under risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2022.102766 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014230385