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Aversion to risk and downside risk in the large and in the small under non-expected utility : a quantile approach

Chavas, Jean-Paul; Kim, Kwan-soo - In: Theoretical economics letters 5 (2015) 6, pp. 784-804

Persistent link: https://www.econbiz.de/10011439614

A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness

Chew, Soo-Hong; Sagi, Jacob Shimon - In: Economic theory 74 (2022) 2, pp. 397-422

Persistent link: https://www.econbiz.de/10013442043

Theory matters for financial advice!

Hens, Thorsten; Mayer, János - 2014

consider is standard asset allocation data. The client data is determined by a standard risk profiling question and the …

Persistent link: https://www.econbiz.de/10010338686

Decision theory matters for financial advice

Hens, Thorsten; Mayer, János - In: Computational economics 52 (2018) 1, pp. 195-226

Persistent link: https://www.econbiz.de/10012052929

Mean-risk analysis with enhanced behavioral content

Cillo, Alessandra; Delquié, Philippe - In: European journal of operational research : EJOR 239 (2014) 3, pp. 764-775

Persistent link: https://www.econbiz.de/10010411507

Adjusted Rényi entropic value-at-risk

Zou, Zhenfeng; Wu, Qinyu; Xia, Zichao; Hu, Taizhong - In: European journal of operational research : EJOR 306 (2023) 1, pp. 255-268

Persistent link: https://www.econbiz.de/10014276754

Minimizing risk exposure when the choice of a risk measure is ambiguous

Delage, Erick; Li, Jonathan Yu-Meng - In: Management science : journal of the Institute for … 64 (2018) 1, pp. 327-344

Persistent link: https://www.econbiz.de/10011819577

Risikowahrnehmung, Risikomaße und Risikoentscheidungen : theoretische Grundlagen

Gleißner, Werner - In: Risikoprofiling von Anlegern : Kundenprofile treffend …, (pp. 305-343). 2009

Persistent link: https://www.econbiz.de/10003895706

Inverse portfolio problem with coherent risk measures

Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 249 (2016) 2, pp. 740-750

Persistent link: https://www.econbiz.de/10011436861

Optimal Expected Utility Risk Measures

Geissel, Sebastian - 2017

This paper introduces optimal expected utility (OEU) risk measures, investigates their main properties and puts them in … perspective to alternative risk measures and notions of certainty equivalents. Taking the investor's point of view, OEU maximizes …, OEU is the only existing utility-based risk measure that is (non-trivial and) coherent if the utility function u has …

Persistent link: https://www.econbiz.de/10012971142