Market behavior when preferences are generated by second-order stochastic dominance-Reference-Cited by-同舟云学术

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Market behavior when preferences are generated by second-order stochastic dominance

Published:2004-09 Issue:6 Volume:40 Page:619-639
ISSN:0304-4068
Container-title:Journal of Mathematical Economics
language:en
Short-container-title:Journal of Mathematical Economics

Author:

Dana R.A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference20 articles.

1. On the measurement of Inequality;Atkinson;Journal of Economic Theory,1970

2. Coherent Measures of Risk;Atzner;Mathematical Finance,1999

3. Descriptive statistics for non-parametric models, III;Bickel;Dispersion Annals of Statistics,1976

4. Bickel, P.J., Lehmann, E.L., 1979. Descriptive statistics for non-parametric models. IV. Spread. In: Jureckova (Ed.), Contributions to Statistics. Reidel, Dordrecht.

5. Chateauneuf, A., Cohen, M., Kast, R., 1997a. Comonotone random variables in economics: a review of some results. Working Paper, Cermcem.

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3. Equimeasurable Rearrangements with Capacities;Mathematics of Operations Research;2015-05

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5. Stochastic orderings with respect to a capacity and an application to a financial optimization problem;Statistics & Risk Modeling;2014-05-28

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