Orderings and Probability Functionals Consistent with Preferences
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coherent and convex measuresefficient choicesintegral orderingsprobability functionalsstochastic dominanceutility theory
Recommendations
Cites work
- "Expected Utility" Analysis without the Independence Axiom
- A note on stochastic dominance and inequality measures
- Advances in prospect theory: cumulative representation of uncertainty
- Application of Coherent Risk Measures to Capital Requirements in Insurance
- Coherent measures of risk
- Comparison methods for stochastic models and risks
- Continua of stochastic dominance relations for bounded probability distributions
- Continua of stochastic dominance relations for unbounded probability distributions
- Convex measures of risk and trading constraints
- Decision analysis using targets instead of utility functions.
- DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY
- Generalized deviations in risk analysis
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- Inequalities for E k(X, Y) when the marginals are fixed
- Maxmin expected utility with non-unique prior
- Orderings and risk probability functionals in portfolio theory
- Prospect theory: much ado about nothing?
- State-Dependent Utilities
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Stochastic Orders Generated by Integrals: a Unified Study
- The Dual Theory of Choice under Risk
- The Innovest Austrian Pension Fund Financial Planning Model InnoALM
Cited in
(19)- Construction of probability metrics on classes of investors
- Order isomorphisms for preferences with intransitive indifference
- A stochastic order for the analysis of investments affected by the time value of money
- Preference modeling on totally ordered sets by the Sugeno integral
- On the impact of conditional expectation estimators in portfolio theory
- Second order of stochastic dominance efficiency vs mean variance efficiency
- The ordinal consistency of an incomplete reciprocal preference relation
- Asymptotic multivariate dominance: a financial application
- Ordinal Preference Models Based on S-Integrals and Their Verification
- Portfolio selection problems consistent with given preference orderings
- Metrization of stochastic dominance rules
- Orderings and risk probability functionals in portfolio theory
- Falmagne and the Rationalizability of Stochastic Choices in Terms of Random Orderings
- Revealed Preference Theory, Ordering and the Axiom of Sequential Path Independence
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria
- The number of preference orderings: a recursive approach
- A theory of misperception in a stochastic dominance framework and its application to structured financial products
- Representing subjective orderings of random variables: An extension
- On a preference relation between random variables related to an investment problem
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