Stochastic dominance for law invariant preferences: The happy story of elliptical distributions
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References listed on IDEAS
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More about this item
KeywordsStochastic dominance; Cumulative Prospect Theory; Elliptical distributions; Mean-Variance analysis.;
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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