Increases in skewness and three-moment preferences

DOI10.1016/j.mathsocsci.2010.11.004zbMath1208.91037OpenAlexW2035937141MaRDI QIDQ633345

Thomas Eichner, Andreas Wagener

Publication date: 31 March 2011

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mathsocsci.2010.11.004

zbMATH Keywords

meanvarianceskewnessskewness affinity

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Individual preferences (91B08)

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Cites Work

• Multiplicative risk apportionment
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• Gamblers favor skewness, not risk: Further evidence from United States' lottery games
• A mean-absolute deviation-skewness portfolio optimization model
• Partial derivatives, comparative risk behavior and concavity of utility functions.
• THE DEMAND FOR A RISKY ASSET: SIGNING, JOINTLY AND SEPARATELY, THE EFFECTS OF THREE DISTRIBUTIONAL SHIFTS
• Decreasing Risk Aversion and Mean-Variance Analysis
• Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
• Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models
• A MEAN-VARIANCE-SKEWNESS PORTFOLIO OPTIMIZATION MODEL

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