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.
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Keywords
Second order stochastic dominance; cumulative prospect theory; value function; probability weighting function.;All these keywords.
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