Higher-order risk vulnerability
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Publication:513593
DOI10.1007/s00199-015-0935-2zbMath1404.91139OpenAlexW2309041732MaRDI QIDQ513593
James Huang, Richard C. Stapleton
Publication date: 7 March 2017
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/79100/1/DRA_BGR_R.pdf
Related Items (2)
Who should exert more effort? Risk aversion, downside risk aversion and optimal prevention ⋮ Portfolio choice with skewness preference and wealth-dependent risk aversion
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