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Keyword: prospect theory;
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Oliver Linton, Esfandiar Maasoumi and Yoon-Jae Whang
We study a very general setting, and propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of First and Second Order Stochastic Dominance due to McFadden (1989) in the general k-...Read more...