Expected utility maximization with stochastically ordered returns
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DOI: 10.3390/risks12060095
Note: View the original document on HAL open archive server: https://hal.science/hal-03295594
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References listed on IDEAS
- Shaked, Moshe & Suarez-Llorens, Alfonso, 2003. "On the Comparison of Reliability Experiments Based on the Convolution Order," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 693-702, January.
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More about this item
Keywords
Convolution order; Expected utility; Fractional calculus; Prevention;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-UPT-2024-08-12 (Utility Models and Prospect Theory)
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