| Publication | Date of Publication | Type |
|---|
A general theory of risk apportionment
Journal of Economic Theory | 2021-02-23 | Paper |
Aversion to risk of regret and preference for positively skewed risks
Economic Theory | 2021-01-15 | Paper |
Variance stochastic orders
Journal of Mathematical Economics | 2019-03-26 | Paper |
Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing
Journal of Economic Dynamics and Control | 2018-11-15 | Paper |
Decreasing aversion under ambiguity
Journal of Economic Theory | 2015-11-23 | Paper |
Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study
Theory and Decision | 2015-01-21 | Paper |
Optimal insurance design of ambiguous risks
Economic Theory | 2014-11-28 | Paper |
Portfolio choices and asset prices: the comparative statics of ambiguity aversion
The Review of Economic Studies | 2013-11-05 | Paper |
Preserving preference rankings under background risk
Economics Letters | 2013-01-01 | Paper |
Ecological discounting
Journal of Economic Theory | 2010-05-11 | Paper |
Discounting with fat-tailed economic growth
Journal of Risk and Uncertainty | 2009-07-10 | Paper |
Understanding saving and portfolio choices with predictable changes in assets returns
Journal of Mathematical Economics | 2008-10-21 | Paper |
Resource allocation when projects have ranges of increasing returns
Journal of Risk and Uncertainty | 2008-09-24 | Paper |
The consumption-based determinants of the term structure of discount rates
Mathematics and Financial Economics | 2008-05-27 | Paper |
Whom should we believe? aggregation of heterogeneous beliefs
Journal of Risk and Uncertainty | 2008-03-11 | Paper |
The impact of prudence on optimal prevention
Economic Theory | 2005-11-10 | Paper |
Decision-making under scientific uncertainty: The economics of the precautionary principle
Journal of Risk and Uncertainty | 2003-10-14 | Paper |
Time horizon and the discount rate.
Journal of Economic Theory | 2003-04-02 | Paper |
Horizon length and portfolio risk
Journal of Risk and Uncertainty | 2002-08-20 | Paper |
Multiple risks and the value of information
Economics Letters | 2002-03-03 | Paper |
Wealth inequality and asset pricing
The Review of Economic Studies | 2001-09-23 | Paper |
| The economics of risk and time | 2001-09-11 | Paper |
Deductible insurance and production: A comment
Insurance Mathematics & Economics | 1998-09-10 | Paper |
Willingness to pay, the risk premium and risk aversion
Economics Letters | 1998-07-22 | Paper |
A Note on Portfolio Dominance
Review of Economic Studies | 1997-12-04 | Paper |
On the inefficiency of bang-bang and stop-loss portfolio strategies
Journal of Risk and Uncertainty | 1997-12-04 | Paper |
Repeated Optional Gambles and Risk Aversion
Management Science | 1997-11-12 | Paper |
Investment flexibility and the acceptance of risk
Journal of Economic Theory | 1997-10-28 | Paper |
Economics of radiation protection: Equity considerations
Theory and Decision | 1997-10-28 | Paper |
Risk-aversion, prudence and temperance
Economics Letters | 1997-02-28 | Paper |
Portfolio choice under noisy asset returns
Economics Letters | 1997-02-28 | Paper |
Demand for risky assets and the monotone probability ratio order
Journal of Risk and Uncertainty | 1997-01-22 | Paper |
A model of comparative statics for changes in stochastic returns with dependent risky assets
Journal of Risk and Uncertainty | 1997-01-15 | Paper |
Risk Vulnerability and the Tempering Effect of Background Risk
Econometrica | 1996-10-13 | Paper |
The Risk-Averse (and Prudent) Newsboy
Management Science | 1996-08-19 | Paper |
The comparative statics of changes in risk revisited
Journal of Economic Theory | 1996-08-19 | Paper |
Arrow's theorem on the optimality of deductibles: A stochastic dominance approach
Economic Theory | 1996-08-06 | Paper |
Changes in Background Risk and Risk Taking Behavior
Econometrica | 1996-07-01 | Paper |
Second-Best Insurance Contract Design in an Incomplete Market
Scandinavian Journal of Economics | 1995-01-01 | Paper |
The economics of adding and subdividing independent risks: Some comparative statics results
Journal of Risk and Uncertainty | 1994-06-12 | Paper |
Relatively weak increases in risk and their comparative statics
Economics Letters | 1994-01-13 | Paper |
Increases in Risk and Linear Payoffs
International Economic Review | 1993-08-23 | Paper |
Portfolio selection by mutual insurance companies and optimal participating insurance policies
Insurance Mathematics & Economics | 1993-05-16 | Paper |
Increases in risk and deductible insurance
Journal of Economic Theory | 1992-06-27 | Paper |
Pareto-optimal risk sharing with fixed costs per claim
Scandinavian Actuarial Journal | 1987-01-01 | Paper |
