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Market behavior when preferences are generated by second-order stochastic dominance

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  • Dana, R. A.
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Mathematical Economics.

    Volume (Year): 40 (2004)
    Issue (Month): 6 (September)
    Pages: 619-639

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    Handle: RePEc:eee:mateco:v:40:y:2004:i:6:p:619-639

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    Web page: http://www.elsevier.com/locate/jmateco

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Atkinson, Anthony B., 1970. "On the measurement of inequality," Journal of Economic Theory, Elsevier, Elsevier, vol. 2(3), pages 244-263, September.
    2. Gollier, Christian & Schlesinger, Harris, 1996. "Arrow's Theorem on the Optimality of Deductibles: A Stochastic Dominance Approach," Economic Theory, Springer, Springer, vol. 7(2), pages 359-63, February.
    3. Philip H. Dybvig, 1987. "Distributional Analysis of Portfolio Choice," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 827R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1988.
    4. Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, Wiley Blackwell, vol. 9(3), pages 203-228.
    5. Kim, Chongmin, 1998. "Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing," Review of Economic Studies, Wiley Blackwell, Wiley Blackwell, vol. 65(2), pages 341-56, April.
    6. Zilcha, Itzhak & Chew, Soo Hong, 1990. "Invariance of the efficient sets when the expected utility hypothesis is relaxed," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 13(1), pages 125-131, January.
    7. Dybvig, Philip H & Ross, Stephen A, 1982. "Portfolio Efficient Sets," Econometrica, Econometric Society, Econometric Society, vol. 50(6), pages 1525-46, November.
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    Cited by:
    1. Guillaume Carlier & Rose-Anna Dana & Alfred Galichon, 2012. "Pareto efficiency for the concave order and multivariate comonotonicity," Sciences Po publications, Sciences Po info:hdl:2441/5rkqqmvrn4t, Sciences Po.
    2. repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc0p00hch is not listed on IDEAS
    3. Mandler, Michael, 2014. "Indecisiveness in behavioral welfare economics," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 97(C), pages 219-235.
    4. Carlier, G. & Dana, R.-A., 2013. "Pareto optima and equilibria when preferences are incompletely known," Journal of Economic Theory, Elsevier, Elsevier, vol. 148(4), pages 1606-1623.
    5. Borglin, Anders & Flåm, Sjur, 2007. "Rationalizing Constrained Contingent Claims," Working Papers, Lund University, Department of Economics 2007:12, Lund University, Department of Economics.
    6. G. Carlier & R.-A. Dana, 2014. "Pareto optima and equilibria when preferences are incompletely known," Working Papers, Department of Research, Ipag Business School 2014-060, Department of Research, Ipag Business School.
    7. Guillaume Carlier & Rose-Anne Dana, 2013. "Pareto optima and equilibria when preferences are incompletely known," Post-Print, HAL hal-00661903, HAL.
    8. repec:hal:wpaper:hal-00661903 is not listed on IDEAS
    9. repec:ipg:wpaper:59 is not listed on IDEAS
    10. Ghossoub, Mario, 2011. "Monotone equimeasurable rearrangements with non-additive probabilities," MPRA Paper 37629, University Library of Munich, Germany, revised 23 Mar 2012.

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