Stochastic Dominance and Cumulative Prospect Theory
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- Manel Baucells & Franz H. Heukamp, 2006. "Stochastic Dominance and Cumulative Prospect Theory," Management Science, INFORMS, vol. 52(9), pages 1409-1423, September.
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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