Testing for Prudence and Skewness Seeking

DOI10.1287/mnsc.1110.1354zbMath1228.91021OpenAlexW2002687039MaRDI QIDQ3107187

Daniel Wiesen, Sebastian Ebert

Publication date: 21 December 2011

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.1110.1354

zbMATH Keywords

prudencedownside risklaboratory experimentprecautionary savingsdecision making under riskskewness seeking

Mathematics Subject Classification ID

Decision theory (91B06) Statistical methods; economic indices and measures (91B82)

Related Items (13)

Framing effects on the strength of higher-order risk preferences ⋮ 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 ⋮ Decision Making When Things Are Only a Matter of Time ⋮ Optimal trade execution under price-sensitive risk preferences ⋮ A second-generation disappointment aversion theory of decision making under risk ⋮ A note on the comparative statics approach to \(n\)th-degree risk aversion ⋮ Risk apportionment: the dual story ⋮ Skewness seeking: risk loving, optimism or overweighting of small probabilities?

Uses Software

• Z-Tree

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