Stochastic Dominance Tests for Decreasing Absolute Risk-Aversion II: General Random Variables
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Publication:4177257
DOI10.1287/mnsc.23.5.478zbMath0394.90004OpenAlexW3124300301WikidataQ61773082 ScholiaQ61773082MaRDI QIDQ4177257
Publication date: 1977
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.23.5.478
Decreasing Absolute Risk-Averse Utility FunctionsDynamic Programming AlgorithmStochastic Dominance Tests
Applications of statistics to economics (62P20) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Dynamic programming in optimal control and differential games (49L20) Utility theory (91B16) Dynamic programming (90C39)
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