Stochastic Dominance and Cumulative Prospect Theory
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- Baucells Alibés Manel & Heukamp Franz H., 2007. "Stochastic Dominance and Cumulative Prospect Theory," Working Papers 201061, Fundacion BBVA / BBVA Foundation.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
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More about this item
Keywordssecond-order stochastic dominance; cumulative prospect theory; value function; probability weighting function;
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