Economically relevant preferences for all observed epsilon

DOI10.1007/S10479-008-0470-7MaRDI QIDQ993717zbMATH OpenOpenAlexFDO

Authors Haim Levy, Moshe Leshno, Boaz Leibovitch

Publication date 20 September 2010

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-008-0470-7

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10) Experimental studies (91A90)

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Cites work

• scientific article; zbMATH DE number 3240941 (Why is no real title available?)
• Advances in prospect theory: cumulative representation of uncertainty
• Almost stochastic dominance and stocks for the long run
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• Are rich people smarter?
• Consistent Tests for Stochastic Dominance
• Invariant risk attitudes
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• Necessary conditions for the CAPM
• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Prospect Theory: An Analysis of Decision under Risk
• Prospect theory: much ado about nothing?
• Stochastic Dominance
• The Efficiency Analysis of Choices Involving Risk
• Two-parameter decision models and rank-dependent expected utility

Cited in

(15)

• A note on almost stochastic dominance
• Almost stochastic dominance for most risk-averse decision makers
• Nonmonotonic risk preferences over lottery comparison
• Revisiting generalized almost stochastic dominance
• Min- and Max-induced rankings: an experimental study
• Tractable almost stochastic dominance
• Generalized almost stochastic dominance
• On exact and approximate stochastic dominance strategies for portfolio selection
• Clear preferences under partial distribution information
• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Moment conditions for almost stochastic dominance
• General linear formulations of stochastic dominance criteria
• Profitability and risk profile of reverse mortgages: a cross-system and cross-plan comparison
• Operational asymptotic stochastic dominance
• Weighted almost stochastic dominance: revealing the preferences of most decision makers in the St. Petersburg paradox

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