New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Raymond H. Chan, Ephraim Clark, Xu Guo, Wing-Keung Wong
| Year of publication: |
2020
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|---|---|
| Authors: | Chan, Raymond H. ; Clark, Ephraim ; Guo, Xu ; Wong, Wing Keung |
| Published in: |
Risk management : a journal of risk, crisis and disaster. - Basingstoke : Palgrave Macmillan, ISSN 1460-3799, ZDB-ID 2227982-9. - Vol. 22.2020, 2, p. 108-132
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| Subject: | Third-order stochastic dominance | Expected-utility maximization | Risk aversion | Risk-seeking | Investment behaviors | Theorie | Theory | Risikoaversion | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Erwartungsnutzen | Expected utility | Stochastischer Prozess | Stochastic process | Risiko | Risk | Anlageverhalten | Behavioural finance | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-019-00057-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012297611