Economically relevant preferences for all observed epsilon

DOI10.1007/S10479-008-0470-7zbMATH Open1233.91076OpenAlexW2003037793MaRDI QIDQ993717FDOQ993717

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

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Mathematics Subject Classification ID

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

Cites Work

• Stochastic Dominance
• Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
• The Efficiency Analysis of Choices Involving Risk
• Advances in prospect theory: cumulative representation of uncertainty
• Prospect Theory: An Analysis of Decision under Risk
• Consistent Tests for Stochastic Dominance
• Prospect theory: much ado about nothing?
• Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
• Title not available (Why is that?)
• Necessary conditions for the CAPM
• Two-parameter decision models and rank-dependent expected utility
• Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
• Almost stochastic dominance and stocks for the long run
• Invariant risk attitudes
• Are rich people smarter?

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
• Clear preferences under partial distribution information
• On exact and approximate stochastic dominance strategies for portfolio selection
• 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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