Market behavior when preferences are generated by second-order stochastic dominance

DOI10.1016/j.jmateco.2003.05.001zbMath1113.91012OpenAlexW1976162807MaRDI QIDQ707380

Rose-Anne Dana

Publication date: 9 February 2005

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://basepub.dauphine.fr/handle/123456789/6697

zbMATH Keywords

equilibrium

Mathematics Subject Classification ID

Decision theory (91B06) General equilibrium theory (91B50)

Related Items (6)

A Neyman-Pearson problem with ambiguity and nonlinear pricing ⋮ Pareto optima and equilibria when preferences are incompletely known ⋮ A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS ⋮ Pareto efficiency for the concave order and multivariate comonotonicity ⋮ Equimeasurable Rearrangements with Capacities ⋮ Vigilant measures of risk and the demand for contingent claims

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