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Third-degree stochastic dominance and axioms for a convex marginal utility function

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  • Thorlund-Petersen, Lars

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  • Thorlund-Petersen, Lars, 2001. "Third-degree stochastic dominance and axioms for a convex marginal utility function," Mathematical Social Sciences, Elsevier, vol. 41(2), pages 167-199, March.
    • Handle: RePEc:eee:matsoc:v:41:y:2001:i:2:p:167-199
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    9. Thon, Dominique & Thorlund-Petersen, Lars, 1988. "Stochastic dominance and Friedman-Savage utility functions," Mathematical Social Sciences, Elsevier, vol. 16(3), pages 305-317, December.
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    13. Thon, Dominique & Thorlund-Petersen, Lars, 1993. "The value of perfect information in a simple investment problem," Information Economics and Policy, Elsevier, vol. 5(1), pages 51-71, January.
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    Cited by:

    1. Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020. "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, vol. 22(2), pages 108-132, June.
    2. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.
    3. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2016. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Analysis of their Traditional and Internet Stocks," MPRA Paper 75002, University Library of Munich, Germany.

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