Choices with Risk: Beyond the Mean and Variance
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DOI: 10.1086/295286
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Cited by:
- Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2016.
"Efficient skewness/semivariance portfolios,"
Journal of Asset Management, Palgrave Macmillan, vol. 17(5), pages 331-346, September.
- Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015. "Efficient Skewness/Semivariance Portfolios," GEMF Working Papers 2015-05, GEMF, Faculty of Economics, University of Coimbra.
- John Lintner, 1976. "Interest Rate Expectations and Optimal Forward Commitments for Institutional Investors," NBER Chapters, in: Explorations in Economic Research, Volume 3, number 4, pages 445-520, National Bureau of Economic Research, Inc.
- Bill Woodland & Linda Woodland, 1999. "Expected utility, skewness, and the baseball betting market," Applied Economics, Taylor & Francis Journals, vol. 31(3), pages 337-345.
- Carl Schweser & Thomas Schneeweis, 1980. "Risk Return And The Multi-Dimensional Security Pricing Market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(1), pages 23-30, March.
- Jytte Nielsen & Susan Chilton & Michael Jones-Lee & Hugh Metcalf, 2010. "How would you like your gain in life expectancy to be provided? An experimental approach," Journal of Risk and Uncertainty, Springer, vol. 41(3), pages 195-218, December.
- Wang, Mei & Fischbeck, Paul, 2004. "Evaluating lotteries, risks, and risk mitigation programs : a comparison of China and the United States," Papers 04-13, Sonderforschungsbreich 504.
- Rui Pedro Brito & Hélder Sebastião & Pedro Godinho, 2015. "Efficient Skewness/Semivariance Portfolios," GEMF Working Papers 2015-05, GEMF, Faculty of Economics, University of Coimbra.
- Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Alegerea soluţiilor pentru expunerile faţă de risc [Choosing solutions to risk exposures]," MPRA Paper 65074, University Library of Munich, Germany.
- Mkael Symmonds & Nicholas D Wright & Elizabeth Fagan & Raymond J Dolan, 2013. "Assaying the Effect of Levodopa on the Evaluation of Risk in Healthy Humans," PLOS ONE, Public Library of Science, vol. 8(7), pages 1-10, July.
- Charlene C Wu & Peter Bossaerts & Brian Knutson, 2011. "The Affective Impact of Financial Skewness on Neural Activity and Choice," PLOS ONE, Public Library of Science, vol. 6(2), pages 1-7, February.
- Daphne Lui & Stanimir Markov & Ane Tamayo, 2007. "What Makes a Stock Risky? Evidence from Sell‐Side Analysts' Risk Ratings," Journal of Accounting Research, Wiley Blackwell, vol. 45(3), pages 629-665, June.
- Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
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