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https://doi.org/10.1007/s10436-007-0072-4
| 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. https://doi.org/10.1007/s10436-007-0072-4 | Source Title: | Annals of Finance | URI: | http://scholarbank.nus.edu.sg/handle/10635/22364 | ISSN: | 16142446 16142454 |
DOI: | 10.1007/s10436-007-0072-4 |
| Appears in Collections: | Staff Publications |
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