Nonmonotonic risk preferences over lottery comparison

DOI10.1016/j.ejor.2022.03.035OpenAlexW4288901760WikidataQ114184306 ScholiaQ114184306MaRDI QIDQ2160537

Wei Zhu, Hong Wei Bi

Publication date: 3 August 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.03.035

zbMATH Keywords

stochastic dominancerisk preferencelottery

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites Work

• Prospect and Markowitz stochastic dominance
• Almost stochastic dominance and stocks for the long run
• Economically relevant preferences for all observed epsilon
• Advances in prospect theory: cumulative representation of uncertainty
• Mixed risk aversion
• The non-integer higher-order stochastic dominance
• Test statistics for prospect and Markowitz stochastic dominances with applications
• Exploring Higher Order Risk Effects
• Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
• Prospect Theory: Much Ado About Nothing?
• A Model of Reference-Dependent Preferences*
• Prospect Theory: An Analysis of Decision under Risk
• Higher Order Risk Attitudes, Demographics, and Financial Decisions
• Consistency of Higher Order Risk Preferences
• Consistent Testing for Stochastic Dominance under General Sampling Schemes

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