Skewness preference, risk aversion, and the precedence relations on stochastic changes

Management Science

Volumn 51, Issue 12, 2005, Pages 1816-1828

  Chiu, W Henry ^a  

^a UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Arrow Pratt measure; Downside risk; Prudence measure; Risk aversion; Skewness preference

Indexed keywords

RISK ASSESSMENT; STOCHASTIC CONTROL SYSTEMS;

ARROW-PRATT MEASURE; PRUDENCE MEASURE; RISK AVERSION; SKEWNESS PREFERENCE;

MANAGEMENT SCIENCE;

EID: 29144433277     PISSN: 00251909     EISSN: 15265501     Source Type: Journal    
DOI: 10.1287/mnsc.1050.0431     Document Type: Article

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