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Distorted stochastic dominance : a generalized family of stochastic orders
Lando, Tommaso; Bertoli-Barsotti, Lucio - In: Journal of mathematical economics 90 (2020), pp. 132-139
Persistent link: https://www.econbiz.de/10012800803
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Intensity of preferences for bivariate risk apportionment
Crainich, David; Eeckhoudt, Louis R.; Le Courtois, Olivier - In: Journal of mathematical economics 88 (2020), pp. 153-160
Persistent link: https://www.econbiz.de/10012589941
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The consumption-investment decision of a prospect theory household : a two-period model with an endogenous second period reference level
Hlouskova, Jaroslava; Fortin, Ines; Tsigaris, … - In: Journal of mathematical economics 85 (2019), pp. 93-108
Persistent link: https://www.econbiz.de/10012311077
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Greater Arrow-Pratt (absolute) risk aversion of higher orders
Liu, Liqun; Kit, Pong Wong - In: Journal of mathematical economics 82 (2019), pp. 112-124
Persistent link: https://www.econbiz.de/10012105816
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The consumption-investment decision of a prospect theory household : a two-period model
Hlouskova, Jaroslava; Fortin, Ines; Tsigaris, … - In: Journal of mathematical economics 70 (2017), pp. 74-89
Persistent link: https://www.econbiz.de/10011826076
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Prediction market prices under risk aversion and heterogeneous beliefs
He, Xue-zhong; Treich, Nicolas - In: Journal of mathematical economics 70 (2017), pp. 105-114
Persistent link: https://www.econbiz.de/10011828937
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Greater parametric downside risk aversion
Keenan, Donald C.; Snow, Arthur - In: Journal of mathematical economics 71 (2017), pp. 119-128
Persistent link: https://www.econbiz.de/10011833205