Pages that link to "Item:Q3911626"
From MaRDI portal
The following pages link to Risk Aversion with Random Initial Wealth (Q3911626):
Displaying 44 items.
- Risk aversion with two risks: a theoretical extension (Q268631) (← links)
- A comment on two concepts of risk premia and certainty equivalents (Q374944) (← links)
- Self-insurance, self-protection and increased risk aversion (Q375023) (← links)
- The firm under uncertainty: real and financial decisions (Q377793) (← links)
- Increases in risk aversion and the distribution of portfolio payoffs (Q417629) (← links)
- Background risk and self-protection (Q429154) (← links)
- Effects of background risks on cautiousness with an application to a portfolio choice problem (Q629337) (← links)
- Excluded losses and the demand for insurance (Q629566) (← links)
- Risk taking with additive and multiplicative background risks (Q634525) (← links)
- On cross-risk vulnerability (Q659125) (← links)
- Temporal risk and the nature of induced preferences (Q792197) (← links)
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches (Q816442) (← links)
- On the willingness to pay to reduce risks of small losses (Q1018019) (← links)
- The newsvendor problem under multiplicative background risk (Q1044126) (← links)
- Multivariate risk premiums (Q1082999) (← links)
- A note on comparative statics and stochastic dominance (Q1090213) (← links)
- Aspects of optimal insurance demand when there are uninsurable risks (Q1106604) (← links)
- Preservation of ''More risk averse'' under expectations (Q1171492) (← 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)
- Two-parameter decision models and rank-dependent expected utility (Q1316415) (← links)
- The economics of adding and subdividing independent risks: Some comparative statics results (Q1316419) (← links)
- The short-run shutdown decision when output price and initial wealth are random (Q1328587) (← links)
- Co-monotone allocations, Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion (Q1339167) (← links)
- Optimal per claim deductibility in insurance with the possibility of risky investments (Q1904994) (← links)
- Preserving preference rankings under background risk (Q1927355) (← links)
- Price index dispersion and utilitarian social evaluation (Q1928676) (← 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)
- Utility maximization, risk aversion, and stochastic dominance (Q1938972) (← links)
- Concavity, stochastic utility, and risk aversion (Q2022764) (← links)
- Prevention as a Giffen good (Q2236245) (← links)
- Convex and decreasing absolute risk aversion is proper (Q2343326) (← links)
- Optimal risk sharing with background risk (Q2370496) (← links)
- Precautionary saving in the presence of other risks (Q2373377) (← links)
- Substituting one risk increase for another: a method for measuring risk aversion (Q2434243) (← links)
- Duality and consumption decisions under income and price risk (Q2486415) (← links)
- When Many Wrongs Make a Right (Q3415874) (← links)
- Additive and multiplicative risk premiums with multiple sources of risk (Q3771468) (← links)
- Relative Importance of Risk Sources in Insurance Systems (Q5718287) (← links)
- On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences. (Q5953335) (← links)
