Moment characterization of higher-order risk preferences
It is often said that prudence and temperance play key roles in aversion to negative skewness and kurtosis, respectively. This paper puts a new perspective on these relationships and presents a characterization of higher-order risk preferences in terms of statistical moments. An implication is, for...
Gespeichert in:
| 1. Verfasser: | |
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| Dokumenttyp: | Book/Monograph Arbeitspapier |
| Sprache: | Englisch |
| Veröffentlicht: |
Bonn
Graduate School of Economics
2010
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| Schriftenreihe: | Bonn econ discussion papers
17/2010 |
| In: |
Bonn Econ Discussion Papers (2010,17)
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| Schlagworte: | |
| Online-Zugang: | Verlag, Volltext: http://www.bgse.uni-bonn.de/bonn-econ-papers-1/archive/2010/sebastian-ebert-moment-characterization-of-higher-order-risk-preferences-no.-17-2010-1 Download aus dem Internet, Stand: 27.05.2011, Volltext: http://hdl.handle.net/10419/71896 
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| Verfasserangaben: | by Sebastian Ebert |
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