Stochastic dominance and cumulative prospect theory

Management Science

Volumn 52, Issue 9, 2006, Pages 1409-1423

  Baucells, Manel ^a   Heukamp, Franz H ^a  

^a IESE BUSINESS SCHOOL   (Spain)

Author keywords

Cumulative prospect theory; Probability weighting function; Second order stochastic dominance; Value function

Indexed keywords

CUMULATIVE PROSPECT THEORY; EXPECTED UTILITY; LOSS AVERSION; PROBABILITY WEIGHTING; PROBABILITY WEIGHTING FUNCTION; S-SHAPED; SECOND ORDERS; SECOND-ORDER STOCHASTIC DOMINANCE; STOCHASTIC DOMINANCE; VALUE FUNCTION; VALUE FUNCTIONS; WEIGHTING FUNCTIONS;

PROBABILITY;

DECISION THEORY;

EID: 43349103788     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1060.0537     Document Type: Article

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