Generalised mean-risk preferences

DOI10.1016/j.jet.2016.11.004zbMath1400.91149OpenAlexW2555919024MaRDI QIDQ508379

Daniel Schoch

Publication date: 10 February 2017

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2016.11.004

zbMATH Keywords

coherent risk measuresCAPMdeviation measuresmean-risk preferences

Mathematics Subject Classification ID

Individual preferences (91B08) Portfolio theory (91G10)

Cites Work

• Variance aversion implies \(\mu-\sigma^ 2\)-criterion
• Generalized deviations in risk analysis
• Coherent Measures of Risk
• Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance
• Prospect Theory
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Generalised mean-risk preferences