The Geometric Mean and Stochastic Dominance
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 35 (1980)
Issue (Month): 1 (March)
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- Louis Eeckhoudt & Harris Schlesinger & Ilia Tsetlin, 2008.
"Apportioning of Risks via Stochastic Dominance,"
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- Antonella Basso & Paolo Pianca, 1997. "On the relative efficiency of nth order and DARA stochastic dominance rules," Applied Mathematical Finance, Taylor & Francis Journals, vol. 4(4), pages 207-222.
- Moore, Robert E., 1996. "Ranking income distributions using the Geometric Mean and a related general measure," MPRA Paper 10171, University Library of Munich, Germany.
- Denuit, Michel M. & Eeckhoudt, Louis & Schlesinger, Harris, 2013. "When Ross meets Bell: The linex utility function," Journal of Mathematical Economics, Elsevier, vol. 49(2), pages 177-182.
- Huang, Rachel J., 2012. "Ambiguity aversion, higher-order risk attitude and optimal effort," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 338-345.
- repec:ebl:ecbull:v:7:y:2007:i:2:p:1-9 is not listed on IDEAS
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