The following pages link to Multiplicative Background Risk (Q3115960):
Displayed 17 items.
- Risk aversion with two risks: a theoretical extension (Q268631) (← links)
- Background risk models and stepwise portfolio construction (Q340127) (← links)
- The firm under uncertainty: real and financial decisions (Q377793) (← links)
- Higher-order risk vulnerability (Q513593) (← links)
- Risk taking with additive and multiplicative background risks (Q634525) (← links)
- On cross-risk vulnerability (Q659125) (← links)
- Risk vulnerability: a graphical interpretation (Q719051) (← links)
- Production decisions under joint price and production uncertainty (Q1011266) (← links)
- The values of relative risk aversion and prudence: a context-free interpretation (Q1042326) (← links)
- The newsvendor problem under multiplicative background risk (Q1044126) (← links)
- Changes in multiplicative background risk and risk-taking behavior (Q1936332) (← links)
- Convex and decreasing absolute risk aversion is proper (Q2343326) (← links)
- Risk apportionment via bivariate stochastic dominance (Q2427844) (← links)
- Benchmark values for higher order coefficients of relative risk aversion (Q2443952) (← links)
- Comparative ross risk aversion in the presence of mean dependent risks (Q2444695) (← links)
- Optimal insurance contract with stochastic background wealth (Q2868602) (← links)
- Impact of Counterparty Risk on the Reinsurance Market (Q5168690) (← links)