Moment Risks: Investment for Self and for a Firm
From MaRDI portal
Publication:5118197
DOI10.1287/deca.2018.0372MaRDI QIDQ5118197
François Desmoulins-Lebeault, Luc Meunier
Publication date: 7 September 2020
Published in: Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/deca.2018.0372
risk; higher-order moments; principal agent; skewness seeking; kurtosis seeking; risk-as-feelings hypothesis; standard deviation aversion
91-XX: Game theory, economics, finance, and other social and behavioral sciences
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