Increasing outer risk

By C. Menezes, X.Henry Wang. 2005

101 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/396e0150f2c825221947b29a075019866174cfaa

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Kristiaan Kerstens
2. Walter Briec

In Finance

1. Walter Briec
2. Kristiaan Kerstens

Citations in the corpus

• Joint measurement of risk aversion, prudence, and temperance (2014, unknown): “Under EU, this preference is equivalent to u(4) 0, and it is also equivalent to a preference for decreases in outer risk as defined by Menezes and Wang (2005).”
• Portfolio selection in multidimensional general and partial moment space (2010, background): “, Samuelson (1967)).”