Moment characterization of higher-order risk preferences
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Cites work
- scientific article; zbMATH DE number 3107192 (Why is no real title available?)
- A Class of Utility Functions Containing all the Common Utility Functions
- Exploring higher order risk effects
- Mixed risk aversion
- 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
(11)- 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
- Clear preferences under partial distribution information
- Increases in skewness and three-moment preferences
- Estimating moments in ANOVA-type mixed models
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- 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?
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