Prospect and Markowitz stochastic dominance

10.1007/s10436-007-0072-4

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Main Authors: Wong, W.-K., Chan, R.H.
Other Authors: ECONOMICS
Format: Article
Published: 2011
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/22364
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-223642023-10-26T21:15:42Z Prospect and Markowitz stochastic dominance Wong, W.-K. Chan, R.H. ECONOMICS Markowitz stochastic dominance Prospect stochastic dominance Reverse S-shaped utility function Risk averse Risk seeking S-shaped utility function 10.1007/s10436-007-0072-4 Annals of Finance 4 1 105-129 2011-05-03T08:09:06Z 2011-05-03T08:09:06Z 2008 Article Wong, W.-K., Chan, R.H. (2008). Prospect and Markowitz stochastic dominance. Annals of Finance 4 (1) : 105-129. ScholarBank@NUS Repository. https://doi.org/10.1007/s10436-007-0072-4 16142446 16142454 http://scholarbank.nus.edu.sg/handle/10635/22364 000212327000005 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Markowitz stochastic dominance
Prospect stochastic dominance
Reverse S-shaped utility function
Risk averse
Risk seeking
S-shaped utility function
spellingShingle Markowitz stochastic dominance
Prospect stochastic dominance
Reverse S-shaped utility function
Risk averse
Risk seeking
S-shaped utility function
Wong, W.-K.
Chan, R.H.
Prospect and Markowitz stochastic dominance
description 10.1007/s10436-007-0072-4
author2 ECONOMICS
author_facet ECONOMICS
Wong, W.-K.
Chan, R.H.
format Article
author Wong, W.-K.
Chan, R.H.
author_sort Wong, W.-K.
title Prospect and Markowitz stochastic dominance
title_short Prospect and Markowitz stochastic dominance
title_full Prospect and Markowitz stochastic dominance
title_fullStr Prospect and Markowitz stochastic dominance
title_full_unstemmed Prospect and Markowitz stochastic dominance
title_sort prospect and markowitz stochastic dominance
publishDate 2011
url http://scholarbank.nus.edu.sg/handle/10635/22364
_version_ 1781410210649210880