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The non-integer higher-order Stochastic dominance

  • Published:2019-03 Issue:2 Volume:47 Page:77-82
  • ISSN:0167-6377
  • Container-title:Operations Research Letters
  • language:en
  • Short-container-title:Operations Research Letters

Author:

Bi Hongwei,Zhu Wei

Funder

National Natural Science Foundation of China

Humanity and Social Science Foundation of the Ministry of Education in China

Beijing Municipal Social Science Foundation

UIBE

Program for Young Excellent Talents, UIBE

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference12 articles.

1. Mixed risk aversion;Caballé;J. Econom. Theory,1996

2. Even (mixed) risk lovers are prudent;Crainich;Amer. Econ. Rev.,2013

3. Exploring higher order risk effects;Deck;Rev. Econom. Stud.,2010

4. Smooth generators of integral stochastic orders;Denuit;Ann. Appl. Probab.,2002

5. Beyond risk aversion: why, how and what’s next?;Eeckhoudt;Geneva Risk Insurance Rev.,2012

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