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Diversifying Environmental, Social and Governance Portfolios: Evidence From China
International Journal of Finance &Economics, EarlyView.ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li +3 more
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Journal of Economic Theory, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Caballé, Jordi, Pomansky, Alexey
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Econometrica, 1993 Summary: This paper introduces the concept of standard risk aversion. A von Neumann-Morgenstern utility function has standard risk aversion if every risk that has a negative interaction with a small reduction in wealth also has a negative interaction with any undesirable, independent risk.
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Econometrica, 1987
This paper introduces the concept of proper risk aversion to expected utility theory. A decision-maker displays proper risk aversion if, given two independent undesirable monetary lotteries and being required to take one of them he continues to find the other undesirable. This condition implies decreasing risk-aversion.
Pratt, John W, Zeckhauser, Richard J
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This paper introduces the concept of proper risk aversion to expected utility theory. A decision-maker displays proper risk aversion if, given two independent undesirable monetary lotteries and being required to take one of them he continues to find the other undesirable. This condition implies decreasing risk-aversion.
Pratt, John W, Zeckhauser, Richard J
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Economic Theory, 2003 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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The Journal of Finance, 1983
ABSTRACTIn order to supply additional empirical evidence of the effect of wealth on relative risk aversion, this study investigates households' demand for risky assets, using analysis of covariance techniques applied to the asset holdings of Canadian individual households. The extent and pattern of life‐cycle effects are also examined.
Morin, Roger A +1 more
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ABSTRACTIn order to supply additional empirical evidence of the effect of wealth on relative risk aversion, this study investigates households' demand for risky assets, using analysis of covariance techniques applied to the asset holdings of Canadian individual households. The extent and pattern of life‐cycle effects are also examined.
Morin, Roger A +1 more
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Management Science, 1982
An individual's preference for risky alternatives is influenced by the strength of preference he feels for the consequences and his attitude toward risk taking. Conventional measures of risk attitude confound these two factors. In this paper we formally separate these factors and explore how this separation might significantly enhance our ...
James S. Dyer, Rakesh K. Sarin
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An individual's preference for risky alternatives is influenced by the strength of preference he feels for the consequences and his attitude toward risk taking. Conventional measures of risk attitude confound these two factors. In this paper we formally separate these factors and explore how this separation might significantly enhance our ...
James S. Dyer, Rakesh K. Sarin
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Journal of Economic Theory, 1998
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Safra, Zvi, Segal, Uzi
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zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Safra, Zvi, Segal, Uzi
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Inequality Aversion versus Risk Aversion
Economica, 2003Inequality aversion and risk‐aversion are widely assumed in economic models; however existing economic literature fails to distinguish between the two. This paper presents methodology and a laboratory experiment, which separates inequality aversion from risk aversion.
Yoram Kroll, Liema Davidovitz
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