Skewness Preference, Risk Aversion, and the Precedence Relations on Stochastic Changes
Year of publication: |
2005
|
---|---|
Authors: | Chiu, W. Henry |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 51.2005, 12, p. 1816-1828
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | skewness preference | risk aversion | downside risk | Arrow-Pratt measure | prudence measure |
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