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A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors
16 references·16 citing·32 second hopsampled
A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors (1998)A Reexamination of the Relationship Betwe…Theory of games and economic behavior (2019)Theory of games and economic …Two-Moment Decision Models and Expected Utility Maximization (2016)Two-Moment Decision Models an…Third-Degree Stochastic Dominance (2016)Third-Degree Stochastic Domin…Increasing Downside Risk (2016)Increasing Downside RiskA risk/return paradox for strategic management (2011)A risk/return paradox for str…On the Cross-Sectional Relation between Expected Returns and Betas (1994)On the Cross-Sectional Relati…Risk, Return, Skewness and Preference (1992)Risk, Return, Skewness and Pr…The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)The Rationale of the Mean-Sta…A Class of Utility Functions Containing all the Common Utility Functions (1987)A Class of Utility Functions …On The Direction of Preference for Moments of Higher Order Than The Variance (1980)On The Direction of Preferenc…The Erroneous Approximation of Expected Utility by Means of a Taylor's Series Expansion: Analytic and Computational Results (1976)The Erroneous Approximation o…SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* (1976)SKEWNESS PREFERENCE AND THE V…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. 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References

  • 2019Theory of games and economic behavior16,630 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
  • 1980On The Direction of Preference for Moments of Higher Order Than The Variance737 cited
  • 1967RISK AND THE REQUIRED RETURN ON EQUITY666 cited
  • 2011A risk/return paradox for strategic management593 cited
  • 2016Two-Moment Decision Models and Expected Utility Maximization590 cited
  • 2016Third-Degree Stochastic Dominance483 cited
  • 2016Increasing Downside Risk480 cited
  • 1994On the Cross-Sectional Relation between Expected Returns and Betas408 cited
  • 1989The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money349 cited
  • 1969A Note on Uncertainty and Indifference Curves297 cited
  • 1987A Class of Utility Functions Containing all the Common Utility Functions136 cited
  • 1992Risk, Return, Skewness and Preference109 cited
  • 1976The Erroneous Approximation of Expected Utility by Means of a Taylor's Series Expansion: Analytic and Computational Results

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Cited by

  • 2000Upper and lower bounds or sum of random variables190 cited
  • 2005Comonotonic Approximations for Optimal Portfolio Selection Problems70 cited
  • 2000Stochastic Upper Bounds for Present Value Functions60 cited
  • 2010Preferences for skewness: evidence from a binary choice experiment25 cited
  • 2008A More General Non‐expected Utility Model as an Explanation of Gambling Outcomes for Individuals and Markets16 cited
  • 2004Utility and the Skewness of Return in Gambling15 cited
  • 2009An experimental methodology testing for prudence and third-order preferences13 cited
  • 2007Do investors dislike kurtosis8 cited
  • 2008Skewness as an explanation of gambling in cumulative prospect theory7 cited
  • 2017Clear Preferences Under Partial Distribution Information5 cited
  • 2007A Note on Skewness Seeking: An Experimental Analysis5 cited
  • 2011Further examples of the impact of skewness on the expected utility of a risk-averse agent4 cited
  • 2006The relationship between expected utility and higher moments for distributions captured by the Gram–Charlier class4 cited
  • 2015Nonlinear Decision Weights or Skewness Preference? A Model Competition3 cited
  • 2024Skewness-seeking behavior and financial investments2 cited
  • 2013Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory1 cited