Risk Vulnerability and the Tempering Effect of Background Risk
From MaRDI portal
(Redirected from Publication:4895058)
Recommendations
Cited in
(only showing first 100 items - show all)- Apportioning of risks via stochastic dominance
- On the willingness to pay to reduce risks of small losses
- Optimal saving in the presence of two risks
- The newsvendor problem under multiplicative background risk
- Who buys and who sells options: the role of options in an economy with background risk
- Complete monotonicity, background risk, and risk aversion
- Comparative convexity
- On risk aversion with two risks
- Comparative statics under uncertainty: The case of mean-variance preferences.
- Optimal insurance design with random initial wealth
- Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing
- Standard risk aversion and efficient risk sharing
- Mean-risk model for uncertain portfolio selection with background risk
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity
- Optimal two-stage pricing strategies from the seller's perspective under the uncertainty of buyer's decisions
- Variance stochastic orders
- Weighted risk capital allocations in the presence of systematic risk
- Risk apportionment and multiply monotone targets
- Health and portfolio choices: a diffidence approach
- Time horizon and the discount rate.
- From poverty measurement to the measurement of downside risk
- Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level
- Preserving preference rankings under background risk
- Proper prudence, standard prudence and precautionary vulnerability
- Effects of mortality risk on risk-taking behavior
- Changes in multiplicative background risk and risk-taking behavior
- Risk aversion and risk vulnerability in the continuous and discrete case
- Uncertain portfolio selection with background risk and liquidity constraint
- Does risk sharing increase with risk aversion and risk when commitment is limited?
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
- Financial risk taking in the presence of correlated non-financial background risk
- Beyond expected utility: subjective risk aversion and optimal portfolio choice under convex shortfall risk measures
- On temperance and risk spreading
- Some conditions for the equivalence between risk aversion, prudence and temperance
- Risk aversion and the value of diagnostic tests
- Health care investment: the case of multiple sources of risk
- New results on the relationship among risk aversion, prudence and temperance
- Nonmyopic optimal portfolios in viable markets
- Intertemporal optimal portfolio choice based on labor income within shadow costs of incomplete information and short sales
- A test of risk vulnerability in the wider population
- Optimal saving and health prevention
- Saving motives and multivariate precautionary premia
- Convex and decreasing absolute risk aversion is proper
- Optimal risk sharing with background risk
- Precautionary saving in the presence of other risks
- Risk taking with background risk under recursive rank-dependent utility
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- An axiomatic account of status quo-dependent non-expected utility: pragmatic constraints on rational choice under risk
- Benchmark values for higher order coefficients of relative risk aversion
- Risk aversion and expected-utility theory: a calibration exercise
- The effect of the background risk in a simple chance improving decision model
- A note on comparative downside risk aversion
- Duality and consumption decisions under income and price risk
- How many balance functions does it take to determine a utility function?
- Increasing outer risk
- Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
- Risk aversion with two risks: a theoretical extension
- Mean-risk model for uncertain portfolio selection with background risk and realistic constraints
- Assortative matching and risk sharing
- Optimal insurance contract with stochastic background wealth
- A note on the theory of the firm under multiple uncertainties
- Decreasing Relative Risk Premium
- On non-monetary measures in the face of risks and the signs of the derivatives
- The firm under uncertainty: real and financial decisions
- Decreasing downside risk aversion and background risk
- Optimal prevention and other risks in a two-period model
- Ross risk vulnerability for introductions and changes in background risk
- A form of multivariate Pareto distribution with applications to financial risk measurement
- CDF formulation for solving an optimal reinsurance problem
- Decreasing ross risk aversion: higher-order generalizations and implications
- Changes in Background Risk and Risk Taking Behavior
- Preserving preference rankings under non-financial background risk
- Investment decisions when utility depends on wealth and other attributes
- Distributionally robust goal-reaching optimization in the presence of background risk
- Nonlinearly transformed risk measures: properties and application to optimal reinsurance
- Higher-order risk vulnerability
- On measures, pricing and sharing of risk
- The power of money: wealth effects in contests
- Inflation expectations and behavior: do survey respondents act on their beliefs?
- Standard Risk Aversion
- Basic risk aversion
- Prudence and risk vulnerability in two-moment decision models
- Equilibrium open interest
- Comparing utility derivative premia under additive and multiplicative risks
- Effects of background risks on cautiousness with an application to a portfolio choice problem
- The demand for a risky asset in the presence of a background risk
- Risk taking with additive and multiplicative background risks
- On cross-risk vulnerability
- Uncertain portfolio selection with background risk
- Portfolio choice under noisy asset returns
- No effect of endowment risk on dictator giving in the lab
- The optimal demand for insurance against asset risk
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- On conditional distortion risk measures under uncertainty
- Optimal investment with insurable background risk and nonlinear portfolio allocation frictions
- Pricing insurance contracts with an existing portfolio as background risk
- Risk vulnerability: a graphical interpretation
- Price uncertainty and the heightening effect of background risk
- On the nature of certainty equivalent functionals
- Stochastic dominance and absolute risk aversion
This page was built for publication: Risk Vulnerability and the Tempering Effect of Background Risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4895058)
