Comparing risks with reference points: a stochastic dominance approach

DOI10.1016/j.insmatheco.2016.05.003zbMath1371.91059OpenAlexW2437198370MaRDI QIDQ2520437

Yi Hu, Lin Zhao, Dongmei Guo, Shou-Yang Wang

Publication date: 13 December 2016

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2016.05.003

zbMATH Keywords

loss aversionreference pointstochastic dominancedownside riskAllais-type anomaliesendowment effect for risk

Mathematics Subject Classification ID

Related Items (2)

Fraction-degree reference dependent stochastic dominance ⋮ The participation puzzle with reference-dependent expected utility preferences

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