Pages that link to "Item:Q813101"
From MaRDI portal
The following pages link to Proper and standard risk aversion in two-moment decision models (Q813101):
Displaying 8 items.
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Comparative statics of properness in two-moment decision models (Q813242) (← links)
- Beneficial changes in dependence structures and two-moment decision models (Q974999) (← links)
- Slutzky equations and substitution effects of risks in terms of mean-variance preferences (Q989918) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited (Q1751823) (← links)
- Proper prudence, standard prudence and precautionary vulnerability (Q1927411) (← links)
- Parametric characterizations of risk aversion and prudence (Q1974606) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)