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Non-differentiable transformations preserving stochastic dominance

Published:2013-09 Issue:9 Volume:64 Page:1441-1446
ISSN:0160-5682
Container-title:Journal of the Operational Research Society
language:en
Short-container-title:Journal of the Operational Research Society

Author:

Denuit M¹,Eeckhoudt L²³,Jokung O⁴

Affiliation:

1. Institut de Statistique, Biostatistique & Sciences Actuarielles, Université Catholique de Louvain Louvain-la-Neuve Belgium

2. IESEG School of Management, LEM Lille France

3. CORE, Université Catholique de Louvain Louvain-la-Neuve Belgium

4. EDHEC Business School Lille-Nice Lille France

Publisher

Informa UK Limited

Subject

Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems

Link

http://link.springer.com/content/pdf/10.1057/jors.2012.140.pdf

Reference13 articles.

1. On the Relative Performance of Linear vs. Piecewise-Linear-Threshold Intertemporal Incentives

2. The Risk-Averse (and Prudent) Newsboy

3. Increasing Nth degree risk

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications;Journal of the Operational Research Society;2022-07-28

2. A general theory of risk apportionment;Journal of Economic Theory;2021-03

3. Sufficient conditions of stochastic dominance for general transformations and its application in option strategy;Economics;2018-01-02

4. Another look at risk apportionment;Journal of Mathematical Economics;2013-08

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