Prospect and Markowitz stochastic dominance

DOI10.1007/s10436-007-0072-4zbMath1233.91098OpenAlexW3123820027MaRDI QIDQ665805

Wing-Keung Wong, Raymond Honfu Chan

Publication date: 6 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-007-0072-4

zbMATH Keywords

risk averserisk seekingmarkowitz stochastic dominanceprospect stochastic dominancereverse S-shaped utility functionS-shaped utility function

Mathematics Subject Classification ID

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

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