Stochastic dominance and prospect dominance with subjective weighting functions

被引：75

作者：

Levy, H ^{[1
]}

Wiener, Z ^{[1
]}

机构：

[1] Hebrew Univ Jerusalem, Sch Business, IL-91905 Jerusalem, Israel

来源：

JOURNAL OF RISK AND UNCERTAINTY | 1998年 / 16卷 / 02期

关键词：

D O I：

10.1023/A:1007730226688

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：147 / 163

页数：17

共 16 条

[1]

Arrow K.J., 1965, Aspects of the theory of risk-bearing

[2]

CHEW SH, 1987, J ECON THEORY, V42, P370

[3] THE UTILITY ANALYSIS OF CHOICES INVOLVING RISK [J].

Friedman, Milton ;

Savage, L. J. .

JOURNAL OF POLITICAL ECONOMY, 1948, 56 (04) :279-304

[4] PROSPECT THEORY - ANALYSIS OF DECISION UNDER RISK [J].

KAHNEMAN, D ;

TVERSKY, A .

ECONOMETRICA, 1979, 47 (02) :263-291

[5] ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING [J].

LEVY, H ;

KROLL, Y .

JOURNAL OF FINANCE, 1978, 33 (02) :553-574

[6] STOCHASTIC-DOMINANCE AND EXPECTED UTILITY - SURVEY AND ANALYSIS [J].

LEVY, H .

MANAGEMENT SCIENCE, 1992, 38 (04) :555-593

[7]

Levy H., 1973, International Economic Review, V14, P601, DOI [10.2307/2525973, DOI 10.2307/2525973]

[8]

MARKOWITZ H, 1957, J FINANC, V7, P77

[9]

Meyer J., 1989, J RISK UNCERTAINTY, V2, P179

[10] RISK-AVERSION IN THE SMALL AND IN THE LARGE [J].

PRATT, JW .

ECONOMETRICA, 1964, 32 (1-2) :122-136

← 1 2 →