An alternative representation of the C-CAPM with higher-order risks

IF 0.7 3区经济学 Q4 BUSINESS, FINANCE

Geneva Risk and Insurance Review Pub Date : 2023-06-05 DOI:10.1057/s10713-023-00085-2

Georges Dionne, Jingyuan Li, Cédric Okou

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具有高阶风险的C-CAPM的替代表示

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来源期刊

Geneva Risk and Insurance Review Multiple-

CiteScore

4.30

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0.00%

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期刊介绍： The Geneva Risk and Insurance Review (GRIR), the academic journal of The Geneva Association, is the flagship journal of the European Group of Risk and Insurance Economists (EGRIE). The GRIR publishes original research that advances our understanding of the economics of risk and uncertainty and the management thereof through insurance and other mechanisms. Specific focus areas include: the economics of insurance products and markets; decision theory under uncertainty; risk sharing or risk mitigation mechanisms for individuals, corporations, and society; market failures related to risk sharing and mitigation mechanisms, including those arising from information frictions and incentive problems; and the role of government in managing risk through regulation or social insurance provision. The GRIR emphasizes scientifically rigorous research that is well-grounded in economic theory, based on both neoclassical and behavioral approaches. This includes pure theoretical research, empirical or experimental research that aims to test, falsify, or otherwise elucidate existing theoretical work as well as applied theoretical research that is of direct applicability to practitioners and policymakers. The GRIR is well indexed, including EconLit, the Social Science Citation Index, and RePEC. Until June 2005, the Journal was published as "The Geneva Papers on Risk and Insurance Theory".