Increases in skewness and three-moment preferences

Author:

Eichner Thomas,Wagener Andreas

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,General Psychology,General Social Sciences,Sociology and Political Science

Reference31 articles.

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3. Skewness preference, risk taking and expected utility maximization;Chiu;The Geneva Risk and Insurance Review,2010

4. Portfolio selection and skewness: Evidence from international stock markets;Chunhachinda;Journal of Banking and Finance,1997

5. The values of relative risk aversion and prudence: A context-free interpretation;Eeckhoudt;Mathematical Social Sciences,2009

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