The case of ``Less is more'': modelling risk-preference with expected downside risk (Q2098897): Difference between revisions
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| Property / cites work: Coherent Measures of Risk / rank | |||
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| Property / cites work: Skewness seeking: risk loving, optimism or overweighting of small probabilities? / rank | |||
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| Property / cites work: Risk behavior for gain, loss, and mixed prospects / rank | |||
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| Property / cites work: Prospect Theory: An Analysis of Decision under Risk / rank | |||
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| Property / cites work: A Model of Reference-Dependent Preferences* / rank | |||
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| Property / cites work: The case of ``Less is more'': modelling risk-preference with expected downside risk / rank | |||
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| Property / cites work: Q2752044 / rank | |||
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| Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank | |||
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Latest revision as of 21:44, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The case of ``Less is more'': modelling risk-preference with expected downside risk |
scientific article |
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The case of ``Less is more'': modelling risk-preference with expected downside risk (English)
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22 November 2022
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asset pricing
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variance
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conditional value at risk
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expected downside risk
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utility theory
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behavioral finance
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