Brandtner, Mario; Kürsten, Wolfgang; Rischau, Robert Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity. (English) Zbl 1376.91143 Eur. J. Oper. Res. 264, No. 2, 707-716 (2018). MSC: 91G10 91G70 PDF BibTeX XML Cite \textit{M. Brandtner} et al., Eur. J. Oper. Res. 264, No. 2, 707--716 (2018; Zbl 1376.91143) Full Text: DOI OpenURL
Denuit, Michel M.; Eeckhoudt, Louis Risk attitudes and the value of risk transformations. (English) Zbl 1416.91078 Int. J. Econ. Theory 9, No. 3, 245-254 (2013). MSC: 91B06 PDF BibTeX XML Cite \textit{M. M. Denuit} and \textit{L. Eeckhoudt}, Int. J. Econ. Theory 9, No. 3, 245--254 (2013; Zbl 1416.91078) Full Text: DOI Link OpenURL
Jokung, Octave Changes in multiplicative background risk and risk-taking behavior. (English) Zbl 1282.91154 Theory Decis. 74, No. 1, 127-149 (2013). MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{O. Jokung}, Theory Decis. 74, No. 1, 127--149 (2013; Zbl 1282.91154) Full Text: DOI OpenURL
Wilcox, Nathaniel T. ‘Stochastically more risk averse’: a contextual theory of stochastic discrete choice under risk. (English) Zbl 1441.62903 J. Econom. 162, No. 1, 89-104 (2011). MSC: 62P20 91B06 91B16 PDF BibTeX XML Cite \textit{N. T. Wilcox}, J. Econom. 162, No. 1, 89--104 (2011; Zbl 1441.62903) Full Text: DOI Link OpenURL
Keenan, Donald C.; Snow, Arthur Greater downside risk aversion in the large. (English) Zbl 1159.91365 J. Econ. Theory 144, No. 3, 1092-1101 (2009). MSC: 91B16 91B06 PDF BibTeX XML Cite \textit{D. C. Keenan} and \textit{A. Snow}, J. Econ. Theory 144, No. 3, 1092--1101 (2009; Zbl 1159.91365) Full Text: DOI OpenURL
Davies, Greg B.; Satchell, Stephen E. The behavioural components of risk aversion. (English) Zbl 1141.91357 J. Math. Psychol. 51, No. 1, 1-13 (2007). MSC: 91B06 91B16 PDF BibTeX XML Cite \textit{G. B. Davies} and \textit{S. E. Satchell}, J. Math. Psychol. 51, No. 1, 1--13 (2007; Zbl 1141.91357) Full Text: DOI Link OpenURL
Ziemba, William T. (ed.); Vickson, Raymond G. (ed.) Stochastic optimization models in finance. New edition. (English) Zbl 1184.91017 World Scientific Handbook in Financial Economic Series 1. Hackensack, NJ: World Scientific (ISBN 981-256-800-X/hbk). xxxv, 719 p. (2006). MSC: 91-06 91Gxx 00B60 90C15 PDF BibTeX XML Cite \textit{W. T. Ziemba} (ed.) and \textit{R. G. Vickson} (ed.), Stochastic optimization models in finance. New edition. Hackensack, NJ: World Scientific (2006; Zbl 1184.91017) OpenURL
Eichner, Thomas; Wagener, Andreas Measures of risk attitude: correspondences between mean-variance and expected-utility approaches. (English) Zbl 1136.91384 Decis. Econ. Finance 28, No. 1, 53-65 (2005). MSC: 91B16 91B30 PDF BibTeX XML Cite \textit{T. Eichner} and \textit{A. Wagener}, Decis. Econ. Finance 28, No. 1, 53--65 (2005; Zbl 1136.91384) Full Text: DOI OpenURL
Pope, Rulon D. A new parametric test for the structure of risk preferences. (English) Zbl 1328.62576 Econ. Lett. 27, No. 2, 117-121 (1988). MSC: 62P05 62F03 91G10 91B30 PDF BibTeX XML Cite \textit{R. D. Pope}, Econ. Lett. 27, No. 2, 117--121 (1988; Zbl 1328.62576) Full Text: DOI OpenURL
Moore, R. L. On sufficient conditions that an integral equation of the second kind shall have a continuous solution. (English) JFM 43.0438.07 Bull. Am. Math. Soc. (2) 18, 217-218 (1912). MSC: 45-XX PDF BibTeX XML Cite \textit{R. L. Moore}, Bull. Am. Math. Soc. 18, 217--218 (1912; JFM 43.0438.07) OpenURL