The Generating Process and an Extension of Jewitt's Location Independent Risk Concept
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Publication:4302665
DOI10.1287/mnsc.40.5.662zbMath0807.90044OpenAlexW2077007674MaRDI QIDQ4302665
Michael Landsberger, Isaac Meilijson
Publication date: 21 August 1994
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.40.5.662
dispersionstochastic orderrisk aversionArrow-Pratt measurelocation independent riskBickel-Lehmann dispersionnondecreasing utilities
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