Stochastic dominance analysis without the independence axiom
Year of publication: |
April 2017
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Authors: | Cerreia-Vioglio, Simone ; Maccheroni, Fabio ; Marinacci, Massimo |
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. 63.2017, 4, p. 1097-1109
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Subject: | stochastic dominance | integral stochastic orders | nonexpected utility | risk aversion | multiutility representation | prospect theory | choice-acclimating personal equilibria | Erwartungsbildung | Expectation formation | Nutzen | Utility | Stochastischer Prozess | Stochastic process | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion | Entscheidung | Decision | Risiko | Risk |
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