scientific article; zbMATH DE number 3823438
From MaRDI portal
Publication:3669129
Cited in
(24)- New results on precautionary saving and nonlinear risks
- Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions
- Efficient gradualism in intertemporal portfolios.
- Invariant risk attitudes
- Stochastic dominance theory for location-scale family
- The relevance of MCDM for financial decisions
- Sufficient conditions under which SSD- and MR-efficient sets are identical
- Welfare stigma and risk taking in the welfare state
- Persuasion as a contest
- Economic policy rules for risk-sensitive decision making
- Basic concepts for a theory of evaluation: Hierarchical aggregation via autodistributive connectives in fuzzy set theory
- Preferences over location-scale family
- Two-parameter decision models and rank-dependent expected utility
- Two-moment decision models and rank-dependent utility
- A bi‐level programming framework for identifying optimal parameters in portfolio selection
- A note on empirical Sharpe ratio dynamics
- On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences.
- Consistency of mean-variance analysis and expected utility analysis. A complete characterization
- Comparative statics under uncertainty: The case of mean-variance preferences.
- Input Demand Under Joint Energy and Output Prices Uncertainties
- Risk taking by banks and capital accumulation: A portfolio approach
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
- Comparing the small-sample estimation error of conceptually different risk measures
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3669129)
