The case of ``Less is more: modelling risk-preference with expected downside risk

DOI10.1515/bejte-2016-0100OpenAlexW2606882695MaRDI QIDQ2098897

Mihály Ormos, Dusán Timotity

Publication date: 22 November 2022

Published in: The B. E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.05332

zbMATH Keywords

asset pricingvarianceutility theoryconditional value at riskbehavioral financeexpected downside risk

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Related Items (1)

The case of ``Less is more: modelling risk-preference with expected downside risk

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