Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory (Q2101434)
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scientific article; zbMATH DE number 7626970
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory |
scientific article; zbMATH DE number 7626970 |
Statements
Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory (English)
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6 December 2022
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stochastic dominance
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risk aversion
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risk measures
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rank-dependent utility
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cumulative prospect theory
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