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Stochastic dominance analysis without the independence axiom

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 1097-1109

Persistent link: https://www.econbiz.de/10011672840

Stochastic dominance analysis without the independence axiom

Cerreia-Vioglio, Simone; Maccheroni, Fabio; Marinacci, … - 2015 - This version: June 23, 2015

Persistent link: https://www.econbiz.de/10011806081

Stochastic dominance : investment decision making under uncertainty

Levy, Haim - 2016 - Third Edition

This updated 3rd edition is devoted to the analysis of various Stochastic Dominance (SD) decision rules. It discusses the pros and cons of each of the alternate SD rules, the application of these rules to various research areas like statistics, agriculture, medicine, measuring income inequality...

Persistent link: https://www.econbiz.de/10014013636

Stochastic dominance : investment decision making under uncertainty

Levy, Haim - 2006 - 2. ed.

Persistent link: https://www.econbiz.de/10003228279

Stochastic Dominance : Investment Decision Making under Uncertainty

Levy, Haim (contributor) - 2006 - Second Edition

This book is devoted to investment decision-making under uncertainty. The book covers three basic approaches to this process: the stochastic dominance approach; the mean-variance approach; and the non-expected utility approach, focusing on prospect theory and its modified version, cumulative...

Persistent link: https://www.econbiz.de/10013520424

Investors' behavior in alternative asset classes

Papavasiliou, Ellie; Topaloglou, Nikolas; Tsomidis, Georgios - In: Spoudai : journal of economics and business 72 (2022) 3/4, pp. 3-55

attractive attracted under risk conditions. …

Persistent link: https://www.econbiz.de/10014246136

Stochastic Dominance : Investment Decision Making under Uncertainty

Levy, Haim - 2016 - 3rd ed. 2016

Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Distributions -- Almost Stochastic Dominance (ASD) -- Stochastic Dominance and Risk Measures -- Stochastic Dominance and …

Persistent link: https://www.econbiz.de/10014017858

Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory

Mao, Tiantian; Wang, Ruodu - In: Journal of mathematical economics 103 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014230385

Risk Information and Retirement Investment Choices Under Prospect Theory

Bateman, Hazel - 2013

We assess alternative presentations of investment risk using a discrete choice experiment which asked subjects to rank … three investment portfolios for retirement savings across nine risk presentation formats and four underlying risk levels …. Using Prospective Theory utility specifications we estimate individual-specific parameters for risk preferences in gains and …

Persistent link: https://www.econbiz.de/10013085770

Measuring loss aversion under ambiguity : a method to make prospect theory completely observable

Abdellaoui, Mohammed; Bleichrodt, Han; L'Haridon, Olivier; … - In: Journal of risk and uncertainty : JRU 52 (2016) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011669498