Moment characterization of higher-order risk preferences
From MaRDI portal
Publication:1936330
DOI10.1007/S11238-012-9307-6zbMATH Open1282.91082OpenAlexW2254029753MaRDI QIDQ1936330FDOQ1936330
Authors: Sebastian Ebert 
Publication date: 4 February 2013
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/71896
Recommendations
momentsprudencedecision making under riskskewness preferencemixed risk aversionhigher-order risk preferenceskurtosis aversion
Cites Work
- Title not available (Why is that?)
- Exploring higher order risk effects
- Mixed risk aversion
- A Class of Utility Functions Containing all the Common Utility Functions
- Mixed risk aversion and preference for risk disaggregation: a story of moments
- Proper prudence, standard prudence and precautionary vulnerability
- Testing for prudence and skewness seeking
Cited In (10)
- Clear Preferences Under Partial Distribution Information
- Practical implications of higher moments in risk management
- Moment Risks: Investment for Self and for a Firm
- Demand for risky assets and the monotone probability ratio order
- Mixed risk aversion and preference for risk disaggregation: a story of moments
- Increases in skewness and three-moment preferences
- Estimating moments in ANOVA-type mixed models
- Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
- Another look at risk apportionment
- Skewness seeking: risk loving, optimism or overweighting of small probabilities?
This page was built for publication: Moment characterization of higher-order risk preferences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1936330)
