G-89-43
Stochastic Dominances in P-LDEU model: Power and Exponential Cases
référence BibTeX
In this paper a study of Second and Third Degree Stochastic Dominances for the family of concave and convex utility functions is proposed. This is a modification of the LDEU model which will be designated as the P-LDEU model. We prove that Second and Third Stochastic Dominances can be applied respecting this modified concept.
Paru en décembre 1989 , 18 pages