scientific article; zbMATH DE number 3823438
zbMATH Open0519.90001MaRDI QIDQ3669129FDOQ3669129
Authors: Hans-Werner Sinn 
Publication date: 1983
Title of this publication is not available (Why is that?)
expected utilityportfolio optimizationrisk aversionmoral hazardinsurance demandcurrency speculationeconomic decision making under uncertainty
Decision theory (91B06) Individual preferences (91B08) Mathematical psychology (91E99) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) General considerations in statistical decision theory (62C05) Utility theory (91B16)
Cited In (24)
- 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
- The relevance of MCDM for financial decisions
- Stochastic dominance theory for location-scale family
- 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
- Comparing the small-sample estimation error of conceptually different risk measures
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches
- Some covariance inequalities for non-monotonic functions with applications to mean-variance indifference curves and bank hedging
- New results on precautionary saving and nonlinear risks
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