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Beneficial changes in dependence structures and two-moment decision models · Study

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ArticleBeneficial changes in dependence structures and two-moment decision models

Thomas Eichner2010

Article2010

Beneficial changes in dependence structures and two-moment decision models

Thomas Eichner · Andreas Wagener

0 citations·0/0 files stored·Operations Research Letters

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Decision-Making and Behavioral Economics Risk and Portfolio Optimization Probability and Risk Models

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References

1958Liquidity Preference as Behavior Towards Risk 2002Correlation and Dependence in Risk Management: Properties and Pitfalls 1971On the theory of the competitive firm under price uncertainty 1983A characterization of the distributions that imply mean—Variance utility functions 1980Increasing Generalized Correlation: A Definition and Some Economic Consequences 1996Dependency of Risks and Stop-Loss Order 1976Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk 2000Parametric characterizations of risk aversion and prudence

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Year2010

Typearticle

Published2010-02-09

VenueOperations Research Letters

ISSN-L0167-6377

Languageen

Citations0

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ShelfDecision-Making and Behavioral Economics

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doi10.1016/j.orl.2010.02.002

openalex_workW2084801787

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