The following pages link to Proper Risk Aversion (Q3753742):
Displayed 50 items.
- New results on high-order risk changes (Q319177) (← links)
- Decreasing downside risk aversion and background risk (Q406257) (← links)
- Ross risk vulnerability for introductions and changes in background risk (Q451055) (← links)
- Aggregation of preferences for skewed asset returns (Q472212) (← links)
- Higher-order risk vulnerability (Q513593) (← links)
- On cross-risk vulnerability (Q659125) (← links)
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Proper and standard risk aversion in two-moment decision models (Q813101) (← links)
- Repetitive risk aversion (Q852309) (← links)
- Stochastic dominance and absolute risk aversion (Q866928) (← links)
- On the relationship between absolute prudence and absolute risk aversion (Q882496) (← links)
- Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions (Q926217) (← links)
- Risk preferences and changes in background risk (Q928719) (← links)
- Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (Q953646) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- Slutzky equations and substitution effects of risks in terms of mean-variance preferences (Q989918) (← links)
- Some consequences of correlation aversion in decision science (Q993723) (← links)
- Apportioning of risks via stochastic dominance (Q1017779) (← links)
- Would a risk-averse newsvendor order less at a higher selling price? (Q1027539) (← links)
- Aspects of optimal insurance demand when there are uninsurable risks (Q1106604) (← links)
- Risk sharing with competition (Q1187864) (← links)
- Equilibrium asset prices with undiversifiable labor income risk (Q1200326) (← links)
- Who buys and who sells options: the role of options in an economy with background risk (Q1270754) (← links)
- Complete monotonicity, background risk, and risk aversion (Q1277481) (← links)
- On risk aversion with two risks (Q1300410) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- The economics of adding and subdividing independent risks: Some comparative statics results (Q1316419) (← links)
- Investment flexibility and the acceptance of risk (Q1371130) (← links)
- Precautionary portfolio behavior from a life-cycle perspective (Q1391451) (← links)
- Partial derivatives, comparative risk behavior and concavity of utility functions. (Q1402488) (← links)
- Standard risk aversion and efficient risk sharing (Q1626970) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- Health and portfolio choices: a diffidence approach (Q1751808) (← links)
- Necessary conditions for comparative statics under uncertainty (Q1802090) (← links)
- Time horizon and the discount rate. (Q1867560) (← links)
- Proper prudence, standard prudence and precautionary vulnerability (Q1927411) (← links)
- Changes in multiplicative background risk and risk-taking behavior (Q1936332) (← links)
- Risk aversion and risk vulnerability in the continuous and discrete case (Q1938895) (← links)
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
- Disentangling intertemporal substitution and risk aversion under the expected utility theorem (Q2098984) (← links)
- Financial risk taking in the presence of correlated non-financial background risk (Q2178597) (← links)
- Health care investment: the case of multiple sources of risk (Q2216396) (← links)
- New results on the relationship among risk aversion, prudence and temperance (Q2255984) (← links)
- Nonmyopic optimal portfolios in viable markets (Q2257043) (← links)
- Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales (Q2288915) (← links)
- Convex and decreasing absolute risk aversion is proper (Q2343326) (← links)
- Optimal risk sharing with background risk (Q2370496) (← links)
- Utility functions of equivalent form and the effect of parameter changes on optimum decision making (Q2467513) (← links)
- The effect of the background risk in a simple chance improving decision model (Q2481254) (← links)
- The Pearson system of utility functions (Q2490169) (← links)