Proper prudence, standard prudence and precautionary vulnerability
From MaRDI portal
Publication:1927411
DOI10.1016/j.econlet.2003.08.010zbMath1254.91271OpenAlexW2051960978MaRDI QIDQ1927411
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2003.08.010
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (18)
Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing ⋮ Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes ⋮ A \textit{meta}-measure of performance related to both investors and investments characteristics ⋮ Mixed risk aversion and preference for risk disaggregation: a story of moments ⋮ Moment characterization of higher-order risk preferences ⋮ New results for additive and multiplicative risk apportionment ⋮ Optimal prevention and other risks in a two-period model ⋮ Ross risk vulnerability for introductions and changes in background risk ⋮ Health care investment: the case of multiple sources of risk ⋮ Aggregation of preferences for skewed asset returns ⋮ Comparative higher-degree Ross risk aversion ⋮ Decision Making When Things Are Only a Matter of Time ⋮ Risk apportionment and multiply monotone targets ⋮ Higher-order risk vulnerability ⋮ ON NON-MONETARY MEASURES IN THE FACE OF RISKS AND THE SIGNS OF THE DERIVATIVES ⋮ Apportioning of risks via stochastic dominance ⋮ Convex and decreasing absolute risk aversion is proper ⋮ Proper and standard risk aversion in two-moment decision models
Cites Work
This page was built for publication: Proper prudence, standard prudence and precautionary vulnerability