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My bibliography Save this articleCentral moments, stochastic dominance, moment rule, and diversification with an application
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DOI: 10.1016/j.chaos.2022.112251
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More about this item
Keywords
Stochastic dominance; Central moments; Expected-utility maximization; Risk aversion; Risk seeking; Investment behaviors; Moment rule;All these keywords.
JEL classification:
- C00 - Mathematical and Quantitative Methods - - General - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
Statistics
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