Variance stochastic orders
type: Item
instance of: scholarly article
title: Variance stochastic orders
zbMATH Open document ID: 1419.91366
author: Christian Gollier
published in: Journal of Mathematical Economics
publication date: 2019-03-26T00:00:00Z
full work available at URL: wp tse 828.pdf
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 7042561
zbMATH Keywords: long-run risk
zbMATH Keywords: stochastic dominance
zbMATH Keywords: prudence
zbMATH Keywords: temperance
zbMATH Keywords: stochastic volatility
zbMATH Keywords: risk apportionment
MaRDI profile type: Publication
OpenAlex ID: W2746906187
cites work: Consistency of Higher Order Risk Preferences
cites work: Risk-aversion, prudence and temperance
cites work: Apportioning of risks via stochastic dominance
cites work: Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing
cites work: Risk Vulnerability and the Tempering Effect of Background Risk
cites work: The Efficiency Analysis of Choices Involving Risk
cites work: Standard Risk Aversion
cites work: Inequalities for distributions with given marginals
Wikidata QID: Q128940844
DOI: 10.1016/J.JMATECO.2018.10.003
description: scientific article; zbMATH DE number 7042561