• search hit 8 of 1114
Back to Result List

Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences

Please always quote using this URN:urn:nbn:de:0296-matheon-10032
  • We prove a closedness result for sets of lotteries that are monotone with respect to first order stochastic dominance and show how it can be applied to obtain robust representations of risk preferences on lotteries with compact support.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Patrick Cheridito, Samuel Drapeau, Michael Kupper
URN:urn:nbn:de:0296-matheon-10032
Referee:Dirk Becherer
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2012/01/27
Release Date:2012/01/27
Institute:Humboldt-Universität zu Berlin
MSC-Classification:91-XX GAME THEORY, ECONOMICS, SOCIAL AND BEHAVIORAL SCIENCES / 91Bxx Mathematical economics (For econometrics, see 62P20)
Preprint Number:893
Verstanden ✔
Diese Webseite verwendet technisch erforderliche Session-Cookies. Durch die weitere Nutzung der Webseite stimmen Sie diesem zu. Unsere Datenschutzerklärung finden Sie hier.