Multiple Risks and Mean-Variance Preferences
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Publication:3100414
DOI10.1287/OPRE.1090.0692zbMATH Open1233.91096OpenAlexW2151763619MaRDI QIDQ3100414FDOQ3100414
Thomas Eichner, Andreas Wagener
Publication date: 24 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/755029ceac6bb7b02cff15abbb41b9e5d8bab5c5
Cited In (17)
- Dual Moments and Risk Attitudes
- Beneficial changes in dependence structures and two-moment decision models
- Correlated risks, bivariate utility and optimal choices
- Slutzky equations and substitution effects of risks in terms of mean-variance preferences
- Decreasing Risk Aversion and Mean-Variance Analysis
- Risk aversion for variational and multiple-prior preferences
- Portfolio selection and duality under mean variance preferences
- Portfolio management with background risk under uncertain mean-variance utility
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- Many good risks: An interpretation of multivariate risk and risk aversion without the independence axiom
- Estimating the index of increase via balancing deterministic and random data
- Sourcing decision under interconnected risks: an application of mean-variance preferences approach
- Impact of risk aversion and countervailing tax in oligopoly
- Input Demand Under Joint Energy and Output Prices Uncertainties
- A mean–variance acreage model
- Portfolio allocation and asset demand with mean-variance preferences
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
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