Moment characterization of higher-order risk preferences
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Publication:1936330
DOI10.1007/s11238-012-9307-6zbMath1282.91082OpenAlexW2254029753MaRDI QIDQ1936330
Publication date: 4 February 2013
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/71896
momentsprudencemixed risk aversiondecision making under riskskewness preferencehigher-order risk preferenceskurtosis aversion
Related Items (6)
Another look at risk apportionment ⋮ Estimating moments in ANOVA-type mixed models ⋮ Moment Risks: Investment for Self and for a Firm ⋮ Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance ⋮ Clear Preferences Under Partial Distribution Information ⋮ Skewness seeking: risk loving, optimism or overweighting of small probabilities?
Cites Work
- Mixed risk aversion and preference for risk disaggregation: a story of moments
- Mixed risk aversion
- Proper prudence, standard prudence and precautionary vulnerability
- Exploring Higher Order Risk Effects
- Testing for Prudence and Skewness Seeking
- A Class of Utility Functions Containing all the Common Utility Functions
- Unnamed Item
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