Dominanza stocastica con avversione al rischio

DOI10.1007/BF02090473zbMATH Open0683.90008OpenAlexW2080513728MaRDI QIDQ4733643FDOQ4733643

Authors: Marta Cardin 

Publication date: 1987

Published in: Rivista di Matematica per le Scienze Economiche e Sociali (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02090473

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zbMATH Keywords

stochastic dominancerisk aversionreal-valued utility functions

Mathematics Subject Classification ID

Individual preferences (91B08) Utility theory (91B16)

Cited In (16)

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• Generalized stochastic dominance and bad outcome aversion
• Apportioning of risks via stochastic dominance
• Stochastic dominance and Friedman-Savage utility functions
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• Stochastic dominance with pair-wise risk aversion
• A stochastic dominance approach to financial risk management strategies
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• An example of a dominance approach to rational expectations
• Dual Stochastic Dominance and Related Mean-Risk Models
• Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
• Stochastic Dominance
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• A note on stochastic dominance, uniform integrability and lattice properties

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