Aversion to risk and downside risk in the large and in the small under non-expected utility : a quantile approach
Jean-Paul Chavas, Kwansoo Kim
| Year of publication: |
December 2015
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|---|---|
| Authors: | Chavas, Jean-Paul ; Kim, Kwan-soo |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 5.2015, 6, p. 784-804
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| Subject: | Risk | Quantile | Variance | Skewness | Downside Risk | Risiko | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2015.56090 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011439614