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Prospect and Markowitz stochastic dominance
W. -K. Wong
*
, R. H. Chan
*
Corresponding author for this work
Research output
:
Contribution to journal
›
Journal article
›
peer-review
65
Citations (Scopus)
53
Downloads (Pure)
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Dive into the research topics of 'Prospect and Markowitz stochastic dominance'. Together they form a unique fingerprint.
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Keyphrases
Arbitrage Opportunity
5%
Dominance Theory
100%
First-order
10%
High-order
5%
Investment Decisions
5%
Levy
26%
Lower Order
5%
Markowitz Stochastic Dominance
100%
Property Hierarchy
5%
Prospect Stochastic Dominance
100%
S-shape
10%
S-shaped Utility Function
10%
Stud
5%
Third Order
15%
Three-link
5%
Three-order
15%
Wiener
10%
Economics, Econometrics and Finance
Arbitrage
50%
Investment Decision
50%
Investors
100%
Prospect Theory
50%
Utility Function
100%
Social Sciences
Investment Decision
5%
Investors
10%
Prospect Theory
5%
Stochastics
100%
Mathematics
Arbitrage Opportunity
5%
Stochastic Dominance
100%
Utility Function
10%
Psychology
Prospect Theory
100%