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New Stochastic Dominance Theory for Investors With Risk-Averse and Risk-Seeking Utilities With Applications Including Solutions for the Friedman-Savage Paradox and the Diversificat...

Wong, Wing-Keung - 2020

Tan (2005) to use two-way stochastic dominance to define the $j$-order risk-averse and risk-seeking utility that consists … of both risk-averse and risk-seeking components and we call the utility AD utility and call investors with AD utility AD … develop some properties for the ADSD theory, including properties of expected-utility maximization, hierarchy, transitivity …

Persistent link: https://www.econbiz.de/10012832793

Diversification versus optimality : is there really a diversification puzzle?

Ortobelli Lozza, Sergio; Wong, Wing Keung; Fabozzi, Frank J. - In: Applied economics 50 (2018) 43, pp. 4671-4693

Persistent link: https://www.econbiz.de/10012061607

Eliciting prospect theory when consequences are measured in time units : "time is not money"

Abdellaoui, Mohammed; Kemel, Emmanuel - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1844-1859

Persistent link: https://www.econbiz.de/10010399420

Background risk and quantum calculus

Tapiero, Oren J. - In: Risk and decision analysis 4 (2013) 4, pp. 291-301

Persistent link: https://www.econbiz.de/10010475797

On the concavity and quasiconcavity properties of (σ,μ) utility functions

Lajeri-Chaherli, Fatma - In: Bulletin of economic research 68 (2016) 3, pp. 287-296

Persistent link: https://www.econbiz.de/10011502796

An economic assessment of criminal behaviour

Cain, Michael - In: Review of law and economics : publ. in cooperation with … 12 (2016) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10011507148

Risk attitude in case of losses or gains : an experimental study

Rólczyński, Tomasz; Forlicz, Maria; Kuźmiński, Łukasz - In: The European journal of finance 23 (2017) 4/6, pp. 474-486

Persistent link: https://www.econbiz.de/10011736285

Weighted almost stochastic dominance : revealing the preferences of most decision makers in the St. Petersburg paradox

Tan, Chin Hon - In: Decision analysis : a journal of the Institute for … 12 (2015) 2, pp. 74-80

Persistent link: https://www.econbiz.de/10011289911

Almost stochastic dominance for most risk-averse decision makers

Luo, Chunling; Tan, Chin Hon - In: Decision analysis : a journal of the Institute for … 17 (2020) 2, pp. 169-184

Persistent link: https://www.econbiz.de/10012249957

Risk attitudes and asset diversification : evidence from Ghana

Asuming, Patrick Opoku - In: Journal of international development : the journal of … 35 (2023) 5, pp. 915-960

Persistent link: https://www.econbiz.de/10014336712