A tale of two tails: an alternative characterization of comparative risk
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Publication:1176026
DOI10.1007/BF00213261zbMath0738.90014MaRDI QIDQ1176026
Michael Landsberger, Isaac Meilijson
Publication date: 25 June 1992
Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)
Related Items (8)
Star-Shaped Risk Measures ⋮ Lotteries, insurance, and star-shaped utility functions ⋮ Portfolio choice under noisy asset returns ⋮ Testing for central dominance: method and application ⋮ Asymmetries in information processing in a decision theory framework ⋮ A model of comparative statics for changes in stochastic returns with dependent risky assets ⋮ Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs ⋮ Comparing risks with unbounded distributions
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