Sufficient conditions for dominance of simply related prospects are developed for newly defined classes of limited-variation-in-risk-parameter utility functions. Necessary and sufficient conditions are given for classes of contant-risk-parameter utility functions. The latter include classes of quadratic, power and exponential utility functions. The conditions can be incorporated into easily implemented procedures for locating efficient prospects
textabstractPreference foundations give necessary and sufficient conditions for a decision model, st...
This paper discusses some of the failings of expected utility including the Allais paradox and expec...
This thesis presents a mathematical procedure, called the R^-method, for selecting among alternativ...
Sufficient conditions for dominance of simply related prospects are developed for newly defined clas...
International audienceStochastic dominance conditions are given for n-variate utility functions, whe...
The aim of the thesis is to describe first order stochastic dominance, second order stochastic domin...
A difficulty occurs in stochastic dominance applications when alternatives are not mutually exclusiv...
This paper provides a general framework for a unifying treatment of stochastic dominance of any degr...
Most empirical studies of rank-dependent utility and cumulative prospect theory have assumed power u...
The mathematical concept of stochastic dominance was introduced to describe preference of one random...
In searching for an appropriate utility function in the expected utility framework, we formulate fou...
Prospect stochastic dominance, Markowitz stochastic dominance, Risk seeking, Risk averse, S-shaped u...
In this paper we propose the infimum of the Arrow-Pratt index of absolute risk aversion as a measure...
The author develops the properties and implications of a proposal, concerning a summary statistic of...
We generalize and extend the second order stochastic dominance condition available for Expected Util...
textabstractPreference foundations give necessary and sufficient conditions for a decision model, st...
This paper discusses some of the failings of expected utility including the Allais paradox and expec...
This thesis presents a mathematical procedure, called the R^-method, for selecting among alternativ...
Sufficient conditions for dominance of simply related prospects are developed for newly defined clas...
International audienceStochastic dominance conditions are given for n-variate utility functions, whe...
The aim of the thesis is to describe first order stochastic dominance, second order stochastic domin...
A difficulty occurs in stochastic dominance applications when alternatives are not mutually exclusiv...
This paper provides a general framework for a unifying treatment of stochastic dominance of any degr...
Most empirical studies of rank-dependent utility and cumulative prospect theory have assumed power u...
The mathematical concept of stochastic dominance was introduced to describe preference of one random...
In searching for an appropriate utility function in the expected utility framework, we formulate fou...
Prospect stochastic dominance, Markowitz stochastic dominance, Risk seeking, Risk averse, S-shaped u...
In this paper we propose the infimum of the Arrow-Pratt index of absolute risk aversion as a measure...
The author develops the properties and implications of a proposal, concerning a summary statistic of...
We generalize and extend the second order stochastic dominance condition available for Expected Util...
textabstractPreference foundations give necessary and sufficient conditions for a decision model, st...
This paper discusses some of the failings of expected utility including the Allais paradox and expec...
This thesis presents a mathematical procedure, called the R^-method, for selecting among alternativ...
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