Mixed risk aversion and preference for risk disaggregation: a story of moments
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Menegatti, Mario, 2015. "New results on high-order risk changes," European Journal of Operational Research, Elsevier, vol. 243(2), pages 678-681.
- Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
- Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Michel Denuit & Liqun Liu, 2014. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," Theory and Decision, Springer, vol. 76(2), pages 287-295, February.
- Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
- Menegatti, Mario, 2014. "New results on the relationship among risk aversion, prudence and temperance," European Journal of Operational Research, Elsevier, vol. 232(3), pages 613-617.
More about this item
KeywordsRisk apportionment; Mixed risk aversion; Prudence; Temperance; Moments;
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