Safety First--An Expected Utility Principle
Author:
Publisher
JSTOR
Subject
Economics and Econometrics,Finance,Accounting
Cited by 63 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Do Mutual Funds Reward Downside Risk? Evidence from an Emerging Economy;Review of Pacific Basin Financial Markets and Policies;2022-12-02
2. Portfolio choice in the model of expected utility with a safety-first component;Decisions in Economics and Finance;2021-09-04
3. Downside risk and defaultable bond returns;Journal of Management Science and Engineering;2021-03
4. Value at risk, cross-sectional returns and the role of investor sentiment;Journal of Empirical Finance;2020-03
5. How's the performance of the optimized portfolios by safety-first rules: Theory with empirical comparisons;Journal of Industrial & Management Optimization;2020
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