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

Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory (Q2101434)

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scientific article; zbMATH DE number 7626970
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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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