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Preferences over location-scale family

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  • Wing-Keung Wong

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  • Chenghu Ma

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  • Wing-Keung Wong & Chenghu Ma, 2008. "Preferences over location-scale family," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 37(1), pages 119-146, October.
  • Handle: RePEc:spr:joecth:v:37:y:2008:i:1:p:119-146
    DOI: 10.1007/s00199-007-0254-3
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    More about this item

    Keywords

    Location-scale family; Inverse problem; Non-expected utility function; Stochastic dominance; Location-scale dominance; Mean-variance rule; G11; C60; G10;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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