Moment characterization of higher-order risk preferences
type: Item
instance of: scholarly article
title: Moment characterization of higher-order risk preferences
zbMATH Open document ID: 1282.91082
author: Sebastian Ebert
published in: Theory and Decision
publication date: 2013-02-04T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/71896
Mathematics Subject Classification ID: 91B06
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6134453
zbMATH Keywords: decision making under risk
zbMATH Keywords: higher-order risk preferences
zbMATH Keywords: kurtosis aversion
zbMATH Keywords: mixed risk aversion
zbMATH Keywords: moments
zbMATH Keywords: prudence
zbMATH Keywords: skewness preference
MaRDI profile type: Publication
OpenAlex ID: W2254029753
cites work: A Class of Utility Functions Containing all the Common Utility Functions
cites work: Mixed risk aversion
cites work: Exploring Higher Order Risk Effects
cites work: Testing for Prudence and Skewness Seeking
cites work: Proper prudence, standard prudence and precautionary vulnerability
cites work: Mixed risk aversion and preference for risk disaggregation: a story of moments
cites work: Q5845997
DOI: 10.1007/S11238-012-9307-6
description: scientific article; zbMATH DE number 6134453