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Prospect and Markowitz stochastic dominance

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  • W. Wong

  • R. Chan

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  • W. Wong & R. Chan, 2008. "Prospect and Markowitz stochastic dominance," Annals of Finance, Springer, vol. 4(1), pages 105-129, January.
    • Handle: RePEc:kap:annfin:v:4:y:2008:i:1:p:105-129
    DOI: 10.1007/s10436-007-0072-4
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    References listed on IDEAS

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    JEL classification:

    • D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
    • C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior

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