Fractional degree stochastic dominance
Rachel J. Huang, Larry Y. Tzeng, Lin Zhao
| Year of publication: |
2020
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|---|---|
| Authors: | Huang, Rachel J. ; Tzeng, Larry Y. ; Zhao, Lin |
| 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. 66.2020, 10, p. 4630-4647
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| Subject: | stochastic dominance | risk aversion | risk lovingness | higher-order risk preferences | risk taking | Risikoaversion | Risk aversion | Risikopräferenz | Risk attitude | Stochastischer Prozess | Stochastic process | Entscheidung unter Risiko | Decision under risk | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3406 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012305271