This document has not been cited yet.

1. Adam, L. ; Branda, M. Risk-aversion in Data Envelopment Analysis models with diversification. 2020 Omega. 102 -
   Paper not yet in RePEc: Add citation now
   

2. Åstebro, T. ; Mata, J. ; Santos-Pinto, L. Skewness seeking: Risk loving, optimism or overweighting of small probabilities?. 2015 Theory and Decision. 78 189-208

3. Bleichrodt, H. ; van Bruggen, P. The reflection effect for higher-order risk preferences. 2022 The Review of Economics and Statistics. 104 705-717

4. Bogle, J.C. The mutual fund industry 60 years later: For better or worse?. 2005 Financial Analysts Journal. 61 15-24

5. Boudt, K. ; Cornilly, D. ; Verdonck, T. A coskewness shrinkage approach for estimating the skewness of linear combinations of random variables. 2020 Journal of Financial Econometrics. 18 1-23

6. Branda, M. Diversification-consistent Data Envelopment Analysis based on directional-distance measures. 2015 Omega. 52 65-76

7. Branda, M. Diversification-consistent Data Envelopment Analysis with general deviation measures. 2013 European Journal of Operational Research. 226 626-635

8. Brandouy, O. ; Briec, W. ; Kerstens, K. ; Van de Woestyne, I. Portfolio performance gauging in discrete time using a Luenberger productivity indicator. 2010 Journal of Banking & Finance. 34 1899-1910

9. Brandouy, O. ; Kerstens, K. ; Van de Woestyne, I. Frontier-based vs. Traditional mutual fund ratings: A first backtesting analysis. 2015 European Journal of Operational Research. 242 332-342

10. Briec, W. ; Dumas, A. ; Kerstens, K. ; Stenger, A. Generalised commensurability properties of eficiency measures: Implications for productivity indicators. 2022 European Journal of Operational Research. 303 1481-1492

11. Briec, W. ; Kerstens, K. Portfolio selection in multidimensional general and partial moment space. 2010 Journal of Economic Dynamics & Control. 34 636-656

12. Briec, W. ; Kerstens, K. ; Jokung, O. Mean-variance-skewness portfolio performance gauging: A general shortage function and dual approach. 2007 Management Science. 53 135-149

13. Briec, W. ; Kerstens, K. ; Lesourd, J. Single period Markowitz portfolio selection, performance gauging and duality: A variation on the Luenberger shortage function. 2004 Journal of Optimization Theory and Applications. 120 1-27

14. Crainich, D. ; Eeckhoudt, L. ; Trannoy, A. Even (mixed) risk Lovers are prudent. 2013 American Economic Review. 103 1529-1535

15. Deck, C. ; Schlesinger, H. Consistency of higher order risk preferences. 2014 Econometrica. 82 1913-1943

16. DeMiguel, V. ; Garlappi, L. ; Uppal, R. Optimal versus naive diversification: How inefficient is the 1/N portfolio strategy?. 2009 The Review of Financial Studies. 22 1915-1953

17. Eeckhoudt, L. ; Schlesinger, H. Putting risk in its proper place. 2006 American Economic Review. 96 280-289

18. Eling, M. ; Schuhmacher, F. Does the choice of performance measure influence the evaluation of hedge funds?. 2007 Journal of Banking & Finance. 31 2632-2647

19. Feibel, B. Investment performance measurement. 2003 Wiley: New York
    Paper not yet in RePEc: Add citation now
    

20. Friedman, M. ; Savage, L. The utility analysis of choices involving risk. 1948 Journal of Political Economy. 56 279-304

21. Haering, A. ; Heinrich, T. ; Mayrhofer, T. Exploring the consistency of higher order risk preferences. 2020 International Economic Review. 61 283-320

22. Hongwei, B. ; Wei, Z. The non-integer higher-order stochastic dominance. 2019 Operations Research Letters. 47 77-82
    Paper not yet in RePEc: Add citation now
    

23. Jin, Q. ; Basso, A. ; Funari, S. ; Kerstens, K. ; Van de Woestyne, I. Evaluating different groups of mutual funds using a metafrontier approach: Ethical vs. Non-ethical funds. 2024 European Journal of Operational Research. 312 1134-1145

24. Jokung, O. ; Mitra, S. Risk Lovers, mixed risk loving and the preference to combine good with good. 2019 International Journal of Applied Management Science. 11 295-313

25. Jurczenko, E. ; Maillet, B. ; Merlin, P. Hedge funds portfolio selection with higher-order moments: A nonparametric mean-variance-skewness-kurtosis efficient frontier. 2006 En : Jurczenko, E. ; Maillet, B. Multi-moment asset allocation and pricing models. Wiley: New York

26. Jurczenko, E. ; Yanou, G. Fund of hedge funds portfolio selection: A robust non-parametric multi-moment approach. 2010 En : Watanabe, Y. The recent trend of hedge fund strategies. Nova Science: New York
    Paper not yet in RePEc: Add citation now
    

27. Kahneman, D. ; Tversky, A. Prospect theory: An analysis of decision under risk. 1979 Econometrica. 47 264-291

28. Kerstens, K. ; Mazza, P. ; Ren, T. ; Van de Woestyne, I. Multi-time and multi-moment nonparametric frontier-based fund rating: Proposal and buy-and-hold backtesting strategy. 2022 Omega. 113 -

29. Kerstens, K. ; Mounir, A. ; Van de Woestyne, I. Non-parametric frontier estimates of mutual fund performance using C- and L-moments: Some specification tests. 2011 Journal of Banking & Finance. 35 1190-1201

30. Kerstens, K. ; Van de Woestyne, I. Negative data in DEA: A simple proportional distance function approach. 2011 Journal of the Operational Research Society. 62 1413-1419

31. Khemchandani, R. ; Chandra, S. Efficient trading frontier: A shortage function approach. 2014 Optimization. 63 1533-1548
    Paper not yet in RePEc: Add citation now
    

32. Kim, T.-H. ; White, H. On more robust estimation of skewness and kurtosis. 2004 Finance Research Letters. 1 56-73

33. Krüger, J. Nonparametric portfolio efficiency measurement with higher moments. 2021 Empirical Economics. 61 1435-1459
    Paper not yet in RePEc: Add citation now
    

34. Li, Q. ; Maasoumi, E. ; Racine, J. A nonparametric test for equality of distributions with mixed categorical and continuous data. 2009 Journal of Econometrics. 148 186-200

35. Lin, R. ; Li, Z. Directional distance based diversification super-efficiency DEA models for mutual funds. 2020 Omega. 97 -

36. Liu, W. ; Zhou, Z. ; Liu, D. ; Xiao, H. Estimation of portfolio efficiency via DEA. 2015 Omega. 52 107-118

37. Lovell, C.A.K. ; Pastor, J.T. Radial DEA models without inputs or without outputs. 1999 European Journal of Operational Research. 118 46-51

38. Luenberger, D.G. Microeconomic theory. 1995 Mcgraw-Hill College:
    Paper not yet in RePEc: Add citation now
    

39. Markowitz, H. Portfolio selection. 1952 The Journal of Finance. 7 77-91.

40. Massol, O. ; Banal-Estañol, A. Export diversification through resource-based industrialization: The case of natural gas. 2014 European Journal of Operational Research. 237 1067-1082

41. Matallín-Sáez, J. ; Soler-Domínguez, A. ; Tortosa-Ausina, E. On the informativeness of persistence for evaluating mutual fund performance using partial frontiers. 2014 Omega. 42 47-64
    Paper not yet in RePEc: Add citation now
    

42. Nalpas, N. ; Simar, L. ; Vanhems, A. Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm. 2017 European Journal of Operational Research. 263 308-320

43. Nocetti, D.C. Robust comparative statics of risk changes. 2016 Management Science. 62 1381-1392

44. Shefrin, H. ; Statman, M. Behavioral portfolio theory. 2000 Journal of Financial and Quantitative Analysis. 35 127-151

45. Statman, M. The diversification puzzle. 2004 Financial Analysts Journal. 60 44-53

46. Tu, J. ; Zhou, G. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies. 2011 Journal of Financial Economics. 99 204-215

47. Xiao, H. ; Zhou, Z. ; Ren, T. ; Liu, W. Estimation of portfolio efficiency in nonconvex settings: A free disposal hull estimator with non-increasing returns to scale. 2022 Omega. 111 -

48. Yanou, G. Extension of the random matrix theory to the L-moments for robust portfolio selection. 2013 Quantitative Finance. 13 1653-1673

49. Zhou, Z. ; Gao, M. ; Xiao, H. ; Wang, R. ; Liu, W. Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. 2021 Omega. 104 -

50. Zhou, Z. ; Xiao, H. ; Jin, Q. ; Liu, W. DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure. 2018 European Journal of Operational Research. 269 111-131

1. Skewness-seeking behavior and financial investments. (2024). Ploner, Matteo ; Benuzzi, Matteo.
   In: Annals of Finance.
   RePEc:kap:annfin:v:20:y:2024:i:1:d:10.1007_s10436-023-00437-y.

   Full description at Econpapers || Download paper

2. Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. (2024). Kerstens, Kristiaan ; Ren, Tiantian ; Kumar, Saurav.
   In: Post-Print.
   RePEc:hal:journl:hal-04750680.

   Full description at Econpapers || Download paper

3. Risk-aversion versus risk-loving preferences in nonparametric frontier-based fund ratings: A buy-and-hold backtesting strategy. (2024). Kerstens, Kristiaan ; Ren, Tiantian ; Kumar, Saurav.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:319:y:2024:i:1:p:332-344.

   Full description at Econpapers || Download paper

4. Skewness-seeking behavior and financial investments. (2023). Ploner, Matteo ; Benuzzi, Matteo.
   In: CEEL Working Papers.
   RePEc:trn:utwpce:2301.

   Full description at Econpapers || Download paper

5. Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population. (2022). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia.
   In: TSE Working Papers.
   RePEc:tse:wpaper:126183.

   Full description at Econpapers || Download paper

6. Explaining excess entry in winner-take-all markets. (2022). Thöni, Christian ; Staubli, David ; Laferriere, Vincent ; Thoeni, Christian.
   In: Cahiers de Recherches Economiques du Département d'économie.
   RePEc:lau:crdeep:22.02.

   Full description at Econpapers || Download paper

7. Risk-taking and skewness-seeking behavior in a demographically diverse population. (2022). Friesen, Lana ; Bougherara, Douadia ; Nauges, Celine.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:201:y:2022:i:c:p:83-104.

   Full description at Econpapers || Download paper

8. Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Chow, Nikolai Sheung-Chi ; Guo, XU ; Chan, Raymond H.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611.

   Full description at Econpapers || Download paper

9. Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population*. (2021). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia.
   In: Discussion Papers Series.
   RePEc:qld:uq2004:650.

   Full description at Econpapers || Download paper

10. Intensification of Management of Economic Security of the Enterprise in the Post-Pandemic Space. (2021). Homolska, Viktoriia ; Andrushkiv, Roman ; Sylkin, Oleksandr ; Bosak, Iryna ; Okhrimenko, Ihor.
    In: Postmodern Openings.
    RePEc:lum:rev3rl:v:12:y:2021:i:1sup1:p:302-312.

    Full description at Econpapers || Download paper

11. Risk Taking with Left- and Right-Skewed Lotteries*. (2021). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:62:y:2021:i:1:d:10.1007_s11166-021-09345-w.

    Full description at Econpapers || Download paper

12. Risk Taking with Left- and Right-Skewed Lotteries. (2021). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia.
    In: Post-Print.
    RePEc:hal:journl:hal-03219533.

    Full description at Econpapers || Download paper

13. Risk Taking with Left- and Right-Skewed Lotteries. (2020). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia.
    In: TSE Working Papers.
    RePEc:tse:wpaper:124180.

    Full description at Econpapers || Download paper

14. Risk Taking with Left- and Right-Skewed Lotteries. (2020). Nauges, Celine ; Friesen, Lana ; Bougherara, Douadia.
    In: Discussion Papers Series.
    RePEc:qld:uq2004:619.

    Full description at Econpapers || Download paper

15. The Impact of Overconfidence and Ambiguity Attitude on Market Entry. (2020). Astebro, Thomas ; Obloj, Tomasz ; Gutierrez, Cedric.
    In: Organization Science.
    RePEc:inm:ororsc:v:31:y:2020:i:2:p:308-329.

    Full description at Econpapers || Download paper

16. Probability distortion, asset prices, and economic growth. (2020). Sejdiu, Vulnet ; Germer, Stephan ; Dierkes, Maik.
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:84:y:2020:i:c:s2214804318304774.

    Full description at Econpapers || Download paper

17. Do early birds behave differently from night owls in the stock market?. (2020). Yang, Zhini ; Lepone, Grace.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19305141.

    Full description at Econpapers || Download paper

18. Risk aversion, prudence and temperance: It is a matter of gap between moments. (2020). Riccetti, Luca ; Colasante, Annarita.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019301522.

    Full description at Econpapers || Download paper

19. The St. Petersburg paradox despite risk-seeking preferences: an experimental study. (2019). Sadiraj, Vjollca ; Cox, James ; Lichters, Marcel ; Kroll, Eike B ; Vogt, Bodo.
    In: Business Research.
    RePEc:spr:busres:v:12:y:2019:i:1:d:10.1007_s40685-018-0078-y.

    Full description at Econpapers || Download paper

20. Human representation of multimodal distributions as clusters of samples. (2019). Sun, Jingwei ; Li, Jian ; Zhang, Hang.
    In: PLOS Computational Biology.
    RePEc:plo:pcbi00:1007047.

    Full description at Econpapers || Download paper

21. Time Preferences between Individuals and Groups in the Transition from Hunter-Gatherer to Industrial Societies. (2019). Kotani, Koji ; Kamijo, Yoshio ; Hernuryadin, Yayan.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:2:p:395-:d:197555.

    Full description at Econpapers || Download paper

22. Curb your enthusiasm: Optimistic entrepreneurs earn less. (2019). Henley, Andrew ; de Meza, David ; Arabsheibani, Reza (Gholamreza) ; Dawson, Christopher.
    In: European Economic Review.
    RePEc:eee:eecrev:v:111:y:2019:i:c:p:53-69.

    Full description at Econpapers || Download paper

23. Loss Attitudes in the U.S. Population: Evidence from Dynamically Optimized Sequential Experimentation (DOSE). (2018). Wang, Stephanie ; Snowberg, Erik ; Chapman, Jonathan ; Camerer, Colin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25072.

    Full description at Econpapers || Download paper

24. A second-generation disappointment aversion theory of decision making under risk. (2018). Blavatskyy, Pavlo.
    In: Theory and Decision.
    RePEc:kap:theord:v:84:y:2018:i:1:d:10.1007_s11238-017-9629-5.

    Full description at Econpapers || Download paper

25. Moment Risks: Investment for Self and for a Firm. (2018). Meunier, Luc ; Desmoulins-Lebeault, Franois.
    In: Decision Analysis.
    RePEc:inm:ordeca:v:15:y:2018:i:4:p:242-266.

    Full description at Econpapers || Download paper

26. The St. Petersburg Paradox Despite Risk-seeking Preferences: An Experimental Study. (2018). Sadiraj, Vjollca ; Cox, James ; Lichters, Marcel ; Kroll, Eike B ; Vogt, Bodo.
    In: Experimental Economics Center Working Paper Series.
    RePEc:exc:wpaper:2018-02.

    Full description at Econpapers || Download paper

27. Local Thinking and Skewness Preferences. (2017). Dertwinkel-Kalt, Markus ; Koster, Mats.
    In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168303.

    Full description at Econpapers || Download paper

28. Local thinking and skewness preferences. (2017). Dertwinkel-Kalt, Markus ; Koster, Mats.
    In: DICE Discussion Papers.
    RePEc:zbw:dicedp:248.

    Full description at Econpapers || Download paper

29. Local Thinking and Skewness Preferences. (2017). Dertwinkel-Kalt, Markus ; Koster, Mats.
    In: Working Paper Series in Economics.
    RePEc:kls:series:0097.

    Full description at Econpapers || Download paper

30. Experiential Learning, Competitive Selection, and Downside Risk: A New Perspective on Managerial Risk Taking. (2017). Peter, Richard ; Jaspersen, Johannes G.
    In: Organization Science.
    RePEc:inm:ororsc:v:28:y:2017:i:5:p:915-930.

    Full description at Econpapers || Download paper

31. Risk premia and ambiguity in an experimental market featuring a long-lived asset. (2017). Griffin, John.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:15:y:2017:i:c:p:21-27.

    Full description at Econpapers || Download paper

32. The case of Less is more: Modelling risk-preference with Expected Downside Risk. (2017). Ormos, Mihály ; Timotity, Dusan.
    In: Papers.
    RePEc:arx:papers:1704.05332.

    Full description at Econpapers || Download paper

33. Entrepreneurship and Financial Incentives of Return, Risk, and Skew. (2016). Praag, Mirjam ; Berkhout, Peter ; van Praag, Mirjam ; Hartog, Joop.
    In: Entrepreneurship Theory and Practice.
    RePEc:sae:entthe:v:40:y:2016:i:2:p:249-268.

    Full description at Econpapers || Download paper

34. Probability weighting and L-moments. (2016). Blavatskyy, Pavlo.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:255:y:2016:i:1:p:103-109.

    Full description at Econpapers || Download paper

35. Skewness Seeking in a Dynamic Portfolio Choice Experiment. (2016). Carrillo, Juan D. ; Brocas, Isabelle ; Zapatero, Fernando ; Giga, Aleksandar.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11056.

    Full description at Econpapers || Download paper

36. Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset. (2015). Griffin, John.
    In: Fordham Economics Discussion Paper Series.
    RePEc:frd:wpaper:dp2015-01er:dp2015-01.

    Full description at Econpapers || Download paper

37. Risk Premia and Knightian Uncertainty in an Experimental Market Featuring a Long-Lived Asset. (2015). .
    In: Fordham Economics Discussion Paper Series.
    RePEc:frd:wpaper:dp2015-01.

    Full description at Econpapers || Download paper

Report date: 2025-09-30 17:38:09 || Missing content? Let us know