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Critical Values for Almost Stochastic Dominance Based on Relative Risk Aversion · Study

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PreprintCritical Values for Almost Stochastic Dominance Based on Relative Risk Aversion

Thierry Post2015

OA

Preprintgreen2015

Critical Values for Almost Stochastic Dominance Based on Relative Risk Aversion

2 citations·0/0 files stored·SSRN Electronic Journal

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Decision-Making and Behavioral Economics Experimental Behavioral Economics Studies Risk and Portfolio Optimization

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References

2000Risk Aversion and Expected-utility Theory: A Calibration Theorem 1975Optimal rules for ordering uncertain prospects 1991Standard Risk Aversion 2013Risk aversion and expected-utility theory: A calibration theorem 2002Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance 2005Relative Risk Aversion: What Do We Know?1977Choice among distributions 1996Mixed Risk Aversion

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2013General linear formulations of stochastic dominance criteriaarticle · 8 shared references 2021The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Valuearticle · 8 shared references 2017Higher-degree stochastic dominance optimality and efficiencyarticle · 7 shared references 2020Review on behavioral economics and behavioral financearticle · 7 shared references 2020Almost Stochastic Dominance for Most Risk-Averse Decision Makersarticle · 7 shared references 2014Moment conditions for Almost Stochastic Dominancearticle · 6 shared references

Details

Year2015

Typepreprint

Published2015-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations2

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.2666209

openalex_workW2290144340

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