DENUIT, Michel M.; EECKHOUDT, Louis; MENEGATTI, Mario - Center for Operations Research and Econometrics (CORE), … - 2009
marginally improve in univariate stochastic dominance. In the second case, a similar conclusion on optimal investment is reached … in univariate stochastic dominance.
In the second case, a similar conclusion on optimal investment is reached under … stochastic dominance, precautionary
savings, background risk, dependence …