Financial risk taking in the presence of correlated non-financial background risk (Q2178597): Difference between revisions

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+W3014112396
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+When can expected utility handle first-order risk aversion?
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+Changes in Background Risk and Risk Taking Behavior
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+On risk aversion with two risks
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+Risk Vulnerability and the Tempering Effect of Background Risk
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+Ethically robust comparisons of bidimensional distributions with an ordinal attribute
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+Standard Risk Aversion
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+The demand for a risky asset in the presence of a background risk
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+The Ross Characterization of Risk Aversion: Strengthening and Extension
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+Increasing risk: Some direct constructions
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+Q4091866
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+Fear of loss, inframodularity, and transfers
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+Proper Risk Aversion
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+The Comparative Statics of Constrained Optimization Problems
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+Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
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+Ordering Uncertain Prospects: The Multivariate Utility Functions Case
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+First order versus second order risk aversion
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+Expectation dependence of random variables, with an application in portfolio theory
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