Distorted stochastic dominance : a generalized family of stochastic orders
Year of publication: |
2020
|
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Authors: | Lando, Tommaso ; Bertoli-Barsotti, Lucio |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 90.2020, p. 132-139
|
Subject: | Distortion function | Distortion risk measure | Risk aversion | Stochastic dominance | Theorie | Theory | Stochastischer Prozess | Stochastic process | Risikoaversion | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory |
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