Stochastic dominance analysis without the independence axiom
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci
| Year of publication: |
April 2017
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| Authors: | Cerreia-Vioglio, Simone ; Maccheroni, Fabio ; Marinacci, Massimo |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 63.2017, 4, p. 1097-1109
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| Subject: | stochastic dominance | integral stochastic orders | nonexpected utility | risk aversion | multiutility representation | prospect theory | choice-acclimating personal equilibria | Nutzen | Utility | Stochastischer Prozess | Stochastic process | Prospect Theory | Prospect theory | Entscheidung | Decision | Risikoaversion | Risk aversion | Wahrscheinlichkeitsrechnung | Probability theory | Erwartungsnutzen | Expected utility | Präferenztheorie | Theory of preferences | Nutzenfunktion | Utility function | Risiko | Risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2015.2388 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011672840