Aggregation of preferences for skewed asset returns (Q472212): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6370838
@@ Property / zbMATH DE Number: 6370838 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+skewness
@@ Property / zbMATH Keywords: skewness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+portfolio
@@ Property / zbMATH Keywords: portfolio / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+aggregation
@@ Property / zbMATH Keywords: aggregation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic discount factor
@@ Property / zbMATH Keywords: stochastic discount factor / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+polynomials of pricing factors
@@ Property / zbMATH Keywords: polynomials of pricing factors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+market return
@@ Property / zbMATH Keywords: market return / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jet.2014.09.020
+Normal rank
@@ Property / OpenAlex ID @@
+W2092428563
@@ Property / OpenAlex ID: W2092428563 / rank @@
+Normal rank
@@ Property / cites work @@
+Rare Disasters and Asset Markets in the Twentieth Century*
+Normal rank
@@ Property / cites work @@
+Post-'87 crash fears in the S\&P 500 futures option market
+Normal rank
@@ Property / cites work @@
+Mixed risk aversion
@@ Property / cites work: Mixed risk aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Aggregation of preferences for skewed asset returns
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Analysis in a Stable Paretian Market
@@ Property / cites work: Portfolio Analysis in a Stable Paretian Market / rank @@
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@@ Property / cites work @@
+The comparative statics of changes in risk revisited
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@@ Property / cites work @@
+Q2736598
@@ Property / cites work: Q2736598 / rank @@
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@@ Property / cites work @@
+Transformations of the commodity space, behavioral heterogeneity, and the aggregation problem
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@@ Property / cites work @@
+On the "Law of Demand"
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@@ Property / cites work @@
+Asymptotic methods for asset market equilibrium analysis
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+Equilibrium open interest
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+Proper prudence, standard prudence and precautionary vulnerability
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+Real effects of money in general equilibrium
@@ Property / cites work: Real effects of money in general equilibrium / rank @@
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@@ Property / cites work @@
+Higher Order Risk Attitudes, Demographics, and Financial Decisions
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@@ Property / cites work @@
+Proper Risk Aversion
@@ Property / cites work: Proper Risk Aversion / rank @@
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@@ Property / cites work @@
+The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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@@ Property / cites work @@
+First order versus second order risk aversion
@@ Property / cites work: First order versus second order risk aversion / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:472212