Preferences over location-scale family

By Wing-Keung Wong, Chenghu Ma. 2008

119 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/a561eb09656d946d6ccc424df582fb18f8138658

Citations in the corpus

• Market efficiency of oil spot and futures: A mean-variance and stochastic dominance approach (2010, unknown): “…investment Y in first-order, if and only if there is an arbitrage opportunity between X and Y , such that investors will increase their expected wealth, as well as their expected utility, if their investments are shifted from Y to X (Bawa, 1978; Jarrow, 1986; Wong et al., 2008).”
• Prospect Theory, Indifference Curves, and Hedging Risks (2010, unknown): “Wong and Ma [32] further extend this work to location-scale families with general multiple random seed sources and develop geometrical and topological properties of expected utilities.”