Prospect and Markowitz stochastic dominance

10.1007/s10436-007-0072-4

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Bibliographic Details
Main Authors:	Wong, W.-K., Chan, R.H.
Other Authors:	ECONOMICS
Format:	Article
Published:	2011
Subjects:	Markowitz stochastic dominance Prospect stochastic dominance Reverse S-shaped utility function Risk averse Risk seeking S-shaped utility function
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/22364
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Institution:	National University of Singapore

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