Fraction-degree reference dependent stochastic dominance

DOI10.1007/s11009-022-09939-0zbMath1489.91089OpenAlexW4214845604MaRDI QIDQ2152263

Diwei Zhou, Chaoqun Zhao, Weiru Chen, Shuguang Han, Jian-Ping Yang

Publication date: 7 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-022-09939-0

zbMATH Keywords

reference pointconsumption utilityreference dependent stochastic dominance

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Decision theory (91B06)

Related Items (1)

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

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