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Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand - MaRDI portal

Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand

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Publication:3117846

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DOI10.1287/MNSC.1090.1011zbMath1232.91623OpenAlexW2040707533MaRDI QIDQ3117846

Alan Kraus, Burton Hollifield

Publication date: 1 March 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c7b1c8f59cb69b475806869675b9f66cf1b248e8

zbMATH Keywords

random variables stochastic dominance portfolio theory decreasing demand

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Pessimistic portfolio choice with one safe and one risky asset and right monotone probability difference order ⋮ Testing for central dominance: method and application

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