Market behavior when preferences are generated by second-order stochastic dominance
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- Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228.
- Chongmin Kim, 1998. "Stochastic Dominance, Pareto Optimality, and Equilibrium Asset Pricing," Review of Economic Studies, Oxford University Press, vol. 65(2), pages 341-356.
- Philip H. Dybvig, 1987.
"Distributional Analysis of Portfolio Choice,"
Cowles Foundation Discussion Papers
827R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1988.
- Christian Gollier & Harris Schlesinger, 1996.
"Arrow's theorem on the optimality of deductibles: A stochastic dominance approach (*),"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(2), pages 359-363.
- Gollier, Christian & Schlesinger, Harris, 1996. "Arrow's Theorem on the Optimality of Deductibles: A Stochastic Dominance Approach," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(2), pages 359-363, February.
- Zilcha, Itzhak & Chew, Soo Hong, 1990. "Invariance of the efficient sets when the expected utility hypothesis is relaxed," Journal of Economic Behavior & Organization, Elsevier, vol. 13(1), pages 125-131, January.
- Atkinson, Anthony B., 1970. "On the measurement of inequality," Journal of Economic Theory, Elsevier, vol. 2(3), pages 244-263, September.
- Dybvig, Philip H & Ross, Stephen A, 1982. "Portfolio Efficient Sets," Econometrica, Econometric Society, vol. 50(6), pages 1525-1546, November.
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