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Optimal life-cycle consumption and investment decisions under age-dependent risk preferences
Lichtenstern, Andreas; Shevchenko, Pavel V.; Zagst, Rudi - In: Mathematics and financial economics 15 (2021) 2, pp. 275-313
Persistent link: https://www.econbiz.de/10012500025
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Why stocks may disappoint
Ang, Andrew; Bekaert, Geert; Liu, Jun - 2000
Persistent link: https://www.econbiz.de/10001493702
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Mixed risk aversion and preference for risk disaggregation : a story of moments
Roger, Patrick - In: Theory and decision : an international journal for … 70 (2011) 1, pp. 27-44
Persistent link: https://www.econbiz.de/10008903797
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Background risk, bivariate risk attitudes, and optimal prevention
Xue, Minggao; Cheng, Wen - In: Mathematical social sciences 66 (2013) 3, pp. 390-395
Persistent link: https://www.econbiz.de/10010237449
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Mixed Risk Aversion and Preference for Risk Disaggregation : A Story of Moments
Roger, Patrick - 2011
linking the sign of the n-th derivative of an agent's utility function to her preferences among pairs of simple lotteries. We …. When the n-th derivative of the utility function is positive (negative) and n is odd (even), the agent prefers a lottery …
Persistent link: https://www.econbiz.de/10013118463
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Sustainable risk preferences on asset allocation : a higher order optimal portfolio study
Díaz Pérez, Antonio; Escribano, Ana; Esparcia, Carlos - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014526480
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Belief-dependent utilities, aversion to state-uncertainty and asset prices
Veronesi, Pietro (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001631818
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Ambiguity aversion, robustness, and the variational representation of preferences
Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 6, pp. 1447-1498
Persistent link: https://www.econbiz.de/10003392300
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The Source of Uncertainty in Probabilistic Preferences Over Gambles
Charles-Cadogan, G. - 2012
probability distributions predicts that subjects have Von Neuman Morgenstern utility (EUT). Therefore, probability weighting is … complementary subspace supports nonexpected utility theories …
Persistent link: https://www.econbiz.de/10013113294
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Belief-dependent utilities, aversion to state-uncertainty and asset prices
Veronesi, Pietro - 2001
Persistent link: https://www.econbiz.de/10013423546