Mixed risk aversion and preference for risk disaggregation: a story of moments

DOI10.1007/S11238-009-9176-9zbMath1203.91064OpenAlexW3123814200MaRDI QIDQ618899

Patrick Roger

Publication date: 17 January 2011

Published in: Theory and Decision (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11238-009-9176-9

zbMATH Keywords

momentsprudencemixed risk aversionrisk apportionmenttemperance

Mathematics Subject Classification ID

Utility theory (91B16) Individual preferences (91B08)

Related Items (6)

New results on high-order risk changes ⋮ Another look at risk apportionment ⋮ Moment characterization of higher-order risk preferences ⋮ Moment Risks: Investment for Self and for a Firm ⋮ New results on the relationship among risk aversion, prudence and temperance ⋮ Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance

Cites Work

• Risk-aversion, prudence and temperance
• Mixed risk aversion
• Proper prudence, standard prudence and precautionary vulnerability
• Exploring Higher Order Risk Effects
• Risk, Return, Skewness and Preference
• Standard Risk Aversion

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