Weight functions and sign regularity
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- Discussion papers (FOR) 
We examine the question of how the ranking between different distributions with respect to a one-parameter family of weight functions depend on the parameter. We argue that in this context sign regularity of the family of weight functions is a natural condition to consider. Several classical economical examples are shown to satisfy this condition. We use sign regularity to obtain results on the possible rankings similar to well-known bounds on the number of internal rates of return on an investment project, either in continuous or discrete time.
PublisherNorwegian School of Economics and Business Administration. Department of Finance and Management Science