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

DOI10.1016/j.jmateco.2022.102766zbMath1502.91027OpenAlexW4297284538MaRDI QIDQ2101434

Tiantian Mao, Ruodu Wang

Publication date: 6 December 2022

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2022.102766

zbMATH Keywords

risk aversionrisk measuresstochastic dominancecumulative prospect theoryrank-dependent utility

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16)

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