Stochastic dominance for decreasing absolute risk aversion
Year of publication: |
1975
|
---|---|
Authors: | Vickson, R. G. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 10.1975, 5, p. 799-811
|
Subject: | Investitionsrisiko |
-
Carroll, Christopher D., (2000)
-
An integrated CVaR and real options approach to investments in the energy sector
Fortin, Ines, (2007)
-
Financial liberalization and institutional development
Alzer, Markus, (2012)
- More ...
-
Stochastic optimization models in finance
Ziemba, William T., (1975)
-
Generalized value bounds and column reduction in finite Markov decision problems
Vickson, R. G., (1980)
-
Stochastic dominance tests for decreasing absolute risk aversion : discrete random variables
Vickson, R. G., (1975)
- More ...