Proper Risk Aversion
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Publication:3753742
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(70)- General properties of isoelastic utility economies
- Risk aversion with nothing to lose
- Convex and decreasing absolute risk aversion is proper
- Financial risk taking in the presence of correlated non-financial background risk
- Concavity, stochastic utility, and risk aversion
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
- Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
- When Many Wrongs Make a Right
- Changes in multiplicative background risk and risk-taking behavior
- Health care investment: the case of multiple sources of risk
- Risk attitudes for nonlinear measurable utility
- On risk aversion with two risks
- Time horizon and the discount rate.
- Proper prudence, standard prudence and precautionary vulnerability
- The effect of the background risk in a simple chance improving decision model
- Aggregation of preferences for skewed asset returns
- Disentangling intertemporal substitution and risk aversion under the expected utility theorem
- The Pearson system of utility functions
- Who buys and who sells options: the role of options in an economy with background risk
- Equilibrium asset prices with undiversifiable labor income risk
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
- Apportioning of risks via stochastic dominance
- New results on the relationship among risk aversion, prudence and temperance
- Basic risk aversion
- Constant risk aversion
- Optimal risk sharing with background risk
- Risk preferences and changes in background risk
- Standard risk aversion and efficient risk sharing
- Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice
- Risk aversion and risk vulnerability in the continuous and discrete case
- Decreasing downside risk aversion and background risk
- Utility functions of equivalent form and the effect of parameter changes on optimum decision making
- Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions
- On the conditions for precautionary saving
- Proper and standard risk aversion in two-moment decision models
- The economics of adding and subdividing independent risks: Some comparative statics results
- Comparative statics of properness in two-moment decision models
- scientific article; zbMATH DE number 952988 (Why is no real title available?)
- Some consequences of correlation aversion in decision science
- Risk aversion: a qualitative approach and quantitative estimates
- Repetitive risk aversion
- Partial derivatives, comparative risk behavior and concavity of utility functions.
- Supermodularity and risk aversion
- On non-monetary measures in the face of risks and the signs of the derivatives
- Characterizations of risk aversion in cumulative prospect theory
- Risk sharing with competition
- On cross-risk vulnerability
- Risk-aversion, prudence and temperance
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- Higher-order risk vulnerability
- New results on high-order risk changes
- What is risk aversion?
- Nonmyopic optimal portfolios in viable markets
- Necessary conditions for comparative statics under uncertainty
- An empirical study of the impact of skewness and kurtosis on hedging decisions
- Tournaments with gaps
- Aspects of optimal insurance demand when there are uninsurable risks
- Investment flexibility and the acceptance of risk
- Univariate and multivariate measures of risk aversion and risk premiums
- Optimal initial capital induced by the optimized certainty equivalent
- Increasing outer risk
- Ross risk vulnerability for introductions and changes in background risk
- Would a risk-averse newsvendor order less at a higher selling price?
- Stochastic dominance and absolute risk aversion
- Health and portfolio choices: a diffidence approach
- Precautionary portfolio behavior from a life-cycle perspective
- Slutzky equations and substitution effects of risks in terms of mean-variance preferences
- On the relationship between absolute prudence and absolute risk aversion
- Decomposing the cross derivatives of a multiattribute utility function into risk attitude and value
- Complete monotonicity, background risk, and risk aversion
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