Orderings and Probability Functionals Consistent with Preferences

DOI10.1080/13504860802327180zbMath1169.91375OpenAlexW2051123914MaRDI QIDQ3395730

Sergio Ortobelli, Haim Shalit, Frank J. Fabozzi, Svetlozar T. Rachev

Publication date: 13 September 2009

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504860802327180

zbMATH Keywords

stochastic dominanceutility theoryintegral orderingscoherent and convex measuresefficient choicesprobability functionals

Mathematics Subject Classification ID

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