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Title: Prospect and Markowitz stochastic dominance
Authors: Wong, W.-K. 
Chan, R.H.
Keywords: Markowitz stochastic dominance
Prospect stochastic dominance
Reverse S-shaped utility function
Risk averse
Risk seeking
S-shaped utility function
Issue Date: 2008
Citation: Wong, W.-K., Chan, R.H. (2008). Prospect and Markowitz stochastic dominance. Annals of Finance 4 (1) : 105-129. ScholarBank@NUS Repository.
Source Title: Annals of Finance
ISSN: 16142446
DOI: 10.1007/s10436-007-0072-4
Appears in Collections:Staff Publications

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