Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
From MaRDI portal
Publication:4093205
DOI10.1287/mnsc.20.7.1047zbMath0327.90006OpenAlexW2072389738MaRDI QIDQ4093205
Publication date: 1974
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.20.7.1047
Related Items (17)
Expected utility and the Siegel paradox: A generalization ⋮ On the relative efficiency of nth order and DARA stochastic dominance rules ⋮ Stochastic dominance and mean-variance measures of profit and loss for business planning and investment ⋮ Utility theory ⋮ Random utility models with ordered types and domains ⋮ Prospect and Markowitz stochastic dominance ⋮ Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach ⋮ Third party funding: the minimum claim value ⋮ Stochastic dominance theory for location-scale family ⋮ DISTORTION RISK MEASURES, AMBIGUITY AVERSION AND OPTIMAL EFFORT ⋮ Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China ⋮ Multivariate stochastic dominance for risk averters and risk seekers ⋮ Would a risk-averse newsvendor order less at a higher selling price? ⋮ Implications of constant risk aversion ⋮ A model of comparative statics for changes in stochastic returns with dependent risky assets ⋮ How noise affects effort in tournaments ⋮ Central moments, stochastic dominance, moment rule, and diversification with an application
This page was built for publication: Simplifying the Choice between Uncertain Prospects Where Preference is Nonlinear
