Exploring Higher Order Risk Effects
From MaRDI portal
Publication:3065359
DOI10.1111/j.1467-937X.2010.605.xzbMath1202.91047OpenAlexW2083241432MaRDI QIDQ3065359
Harris Schlesinger, Cary A. Deck
Publication date: 5 January 2011
Full work available at URL: https://doi.org/10.1111/j.1467-937x.2010.605.x
Related Items (23)
Risk aversion with two risks: a theoretical extension ⋮ Framing effects on the strength of higher-order risk preferences ⋮ Nonmonotonic risk preferences over lottery comparison ⋮ Mixed risk aversion and preference for risk disaggregation: a story of moments ⋮ Precautionary saving in the presence of labor income and interest rate risks ⋮ Moment characterization of higher-order risk preferences ⋮ Greater Arrow-Pratt (absolute) risk aversion of higher orders ⋮ On the predictions of cumulative prospect theory for third and fourth order risk preferences ⋮ Detecting heterogeneous risk attitudes with mixed gambles ⋮ New results for additive and multiplicative risk apportionment ⋮ Moment Risks: Investment for Self and for a Firm ⋮ Uncertain indemnity and the demand for insurance ⋮ Policyholder Exercise Behavior in Life Insurance: The State of Affairs ⋮ On multivariate prudence ⋮ Decision Making When Things Are Only a Matter of Time ⋮ Risk behavior for gain, loss, and mixed prospects ⋮ Prudence and the convexity of compensation contracts ⋮ A note on the comparative statics approach to \(n\)th-degree risk aversion ⋮ Multiplicative risk apportionment ⋮ Self-protection with random costs ⋮ Risk apportionment: the dual story ⋮ The non-integer higher-order stochastic dominance ⋮ Skewness seeking: risk loving, optimism or overweighting of small probabilities?
This page was built for publication: Exploring Higher Order Risk Effects
