Collective risk aversion
From MaRDI portal
Publication:2452259
DOI10.1007/S00355-011-0611-9zbMATH Open1287.91092OpenAlexW2240127307MaRDI QIDQ2452259FDOQ2452259
Diego C. Nocetti, Elyès Jouini, Clotilde Napp
Publication date: 2 June 2014
Published in: Social Choice and Welfare (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00355-011-0611-9
Cites Work
- Risk Aversion in the Small and in the Large
- Representative consumer's risk aversion and efficient risk-sharing rules
- Demand for risky financial assets: A portfolio analysis
- Are groups more (or less) consistent than individuals?
- Individual and group decision making under risk: An experimental study of Bayesian updating and violations of first-order stochastic dominance
- On Abel's concept of doubt and pessimism
- A Note on Portfolio Dominance
- Wealth inequality and asset pricing
- Whom should we believe? aggregation of heterogeneous beliefs
Cited In (7)
- Socially interdependent risk taking
- Collective Approaches to Risk in Business: An Introduction to Plural Rationality Theory
- Risk aversion and self-insurance
- Risk perception with imperfect information and social interactions: Understanding group polarization
- Risk averse decision making under catastrophic risk
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method
- Optimal collective investment: an analysis of individual welfare
This page was built for publication: Collective risk aversion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2452259)
