Skewness Preference, Risk Aversion, and the Precedence Relations on Stochastic C

马甲甲

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收藏 2016-06-21

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【全文链接或数据库名称(选填)】Skewness Preference, Risk Aversion, and the Precedence Relations on Stochastic ChangesWH Chiu - Management Science, 2005 - JSTOR
This paper provides a general choice-theoretic characterization of the trade-off between risk
and skewness, whose importance in understanding risk-taking behavior is well documented
in empirical studies. The condition under which the prudence measure (Kimball 1990) ...
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