Prospect and Markowitz stochastic dominance (Q665805)
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scientific article; zbMATH DE number 6012443
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| English | Prospect and Markowitz stochastic dominance |
scientific article; zbMATH DE number 6012443 |
Statements
Prospect and Markowitz stochastic dominance (English)
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6 March 2012
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prospect stochastic dominance
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markowitz stochastic dominance
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risk seeking
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risk averse
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S-shaped utility function
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reverse S-shaped utility function
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0.8707685470581055
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0.8337120413780212
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0.8167452812194824
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0.8128281831741333
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0.8068606853485107
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