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.
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Keywordssecond-order stochastic dominance; cumulative prospect theory; value function; probability weighting function;
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