On the relative efficiency of nth order and DARA stochastic dominance rules
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Publication:4541549
DOI10.1080/135048697334755zbMath1009.91003OpenAlexW2087973243MaRDI QIDQ4541549
Publication date: 4 September 2002
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/135048697334755
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Cites Work
- Stimulating Job Search Through the Unemployment Insurance System
- Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables
- Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
- Decreasing Absolute Risk Aversion and Option Pricing Bounds
- Risk Aversion in the Small and in the Large
- The Efficiency Analysis of Choices Involving Risk
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