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Skewness Preference, Risk Taking and Expected Utility Maximisation

Citations

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Cited by:

  1. Nolan Miller & Alexander Wagner & Richard Zeckhauser, 2013. "Solomonic separation: Risk decisions as productivity indicators," Journal of Risk and Uncertainty, Springer, vol. 46(3), pages 265-297, June.
  2. Arnaud Lefranc & Alain Trannoy, 2017. "Equality of opportunity, moral hazard and the timing of luck," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 49(3), pages 469-497, December.
  3. Glenn W. Harrison & Jia Min Ng, 2016. "Evaluating The Expected Welfare Gain From Insurance," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(1), pages 91-120, January.
  4. Jingwei Sun & Jian Li & Hang Zhang, 2019. "Human representation of multimodal distributions as clusters of samples," PLOS Computational Biology, Public Library of Science, vol. 15(5), pages 1-29, May.
  5. Stefan Rass & Sandra König & Stefan Schauer, 2016. "Decisions with Uncertain Consequences—A Total Ordering on Loss-Distributions," PLOS ONE, Public Library of Science, vol. 11(12), pages 1-23, December.
  6. Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
  7. Johannes G. Jaspersen & Marc A. Ragin & Justin R. Sydnor, 2019. "Predicting Insurance Demand from Risk Attitudes," NBER Working Papers 26508, National Bureau of Economic Research, Inc.
  8. Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
  9. Riekhof, Marie-Catherine, 2019. "The insurance premium in the interest rates of interlinked loans in a small-scale fishery," Environment and Development Economics, Cambridge University Press, vol. 24(1), pages 87-112, February.
  10. Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
  11. Pierre Chaigneau, 2012. "The Effect of Risk Preferences on the Valuation and Incentives of Compensation Contracts," Cahiers de recherche 1209, CIRPEE.
  12. Chaigneau, Pierre, 2012. "The effect of risk preferences on the valuation and incentives of compensation contracts," LSE Research Online Documents on Economics 119055, London School of Economics and Political Science, LSE Library.
  13. Thomas Eichner, 2013. "Increases in skewness and insurance," Economics Bulletin, AccessEcon, vol. 33(4), pages 2672-2681.
  14. Dertwinkel-Kalt, Markus & Ebert, Sebastian & Köster, Mats, 2023. "On correlated lotteries in economic applications," Journal of Economic Behavior & Organization, Elsevier, vol. 215(C), pages 292-306.
  15. Johannes G. Jaspersen & Marc A. Ragin & Justin R. Sydnor, 2022. "Predicting insurance demand from risk attitudes," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(1), pages 63-96, March.
  16. Gonzato, Luca & Sgarra, Carlo, 2021. "Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging," Energy Economics, Elsevier, vol. 99(C).
  17. Richard Peter, 2024. "The economics of self-protection," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(1), pages 6-35, March.
  18. Foster, Jarred & Krawczyk, Jacek B, 2013. "Sensitivity of cautious-relaxed investment policies to target variation," Working Paper Series 2972, Victoria University of Wellington, School of Economics and Finance.
  19. Foster, Jarred & Krawczyk, Jacek B, 2013. "Sensitivity of cautious-relaxed investment policies to target variation," Working Paper Series 18792, Victoria University of Wellington, School of Economics and Finance.
  20. Jean-Baptiste Desquilbet & Etienne Farvaque, 2022. "'As one dies, so dies the other' ? On local complementary currencies as two-sided platforms," Working Papers halshs-03518592, HAL.
  21. Matteo Benuzzi & Matteo Ploner, 2024. "Skewness-seeking behavior and financial investments," Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
  22. Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018. "The two-moment decision model with additive risks," Risk Management, Palgrave Macmillan, vol. 20(1), pages 77-94, February.
  23. Peter, Richard, 2021. "Prevention as a Giffen good," Economics Letters, Elsevier, vol. 208(C).
  24. James Huang & Richard Stapleton, 2017. "Higher-order risk vulnerability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 387-406, February.
  25. Arnaud Lefranc & Alain Trannoy, 2016. "Equality of Opportunity: How to encompass Fifty Shades of Luck," Working Papers 394, ECINEQ, Society for the Study of Economic Inequality.
  26. Chan, Raymond H. & Chow, Sheung-Chi & Guo, Xu & Wong, Wing-Keung, 2022. "Central moments, stochastic dominance, moment rule, and diversification with an application," Chaos, Solitons & Fractals, Elsevier, vol. 161(C).
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