Risk Aversion in the Small and in the Large

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A Mean Variance—Stochastic Goal Programming Approach, Subjective expected utility with signed threshold, The dependence of chance-corrected weighted agreement coefficients on the power parameter of the weighting scheme: analysis and measurement, Downside risk aversion vs decreasing absolute risk aversion: an intuitive exposition, Likelihood Ratio Tests for Lorenz Dominance, Variance insurance contracts, Nonlinearly transformed risk measures: properties and application to optimal reinsurance, On the Road to Making Science of “Art”: Risk Bias in Market Scoring Rules, The Hurwicz Decision Rule’s Relationship to Decision Making with the Triangle and Beta Distributions and Exponential Utility, Archimedean Utility Copulas with Polynomial Generating Functions, A new weighted rank coefficient of concordance, Unnamed Item, General Stochastic Dominance Rules, Comparative Risk Aversion for State-Dependent Preferences, Risk Averse Shortest Paths: A Computational Study, Decision Making When Things Are Only a Matter of Time, UNCERTAINTY AVERSION AND PORTFOLIO INERTIA, Fair Value of Liabilities: The Financial Economics Perspective, Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility, Optimal Design of a Perpetual Equity-Indexed Annuity, Optimal portfolio and consumption subject to multidimensional economic factors, Relative Importance of Risk Sources in Insurance Systems, Portfolio size as function of the premium: modelling and optimization, THE RE-OPENING OF DUBINS AND SAVAGE CASINO IN THE ERA OF DIVERSIFICATION, Partnership’s Profit Sharing: Linear and Nonlinear Contracts, Third-degree stochastic dominance and axioms for a convex marginal utility function, Extensions of Stein's Lemma for the Skew-Normal Distribution, Stochastic goal programming: A mean-variance approach, On the conditions for precautionary saving, AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT, Testing for risk aversion: A stochastic dominance approach, Monotone transformation of utility: Some particular cases, Basic risk aversion, Do the Wealthy Risk More Money? An Experimental Comparison, Unnamed Item, Fuzziness in valuing financial instruments by certainty equivalents., On the statistical foundations of nonlinear utility theory: the case of status quo-dependent preferences., A data envelopment analysis approach to measure the mutual fund performance, Co-op advertising models in manufacturer-retailer supply chains: A game theory approach, Production under uncertainty and choice under uncertainty in the emergence of generalized expected utility theory, ``Third down with a yard to go: Recursive expected utility and the Dixit--Skeath conundrum, Interactions Between Ageing and Risk Properties in the Analysis of Burn-in Problems, Nash bargaining and risk aversion, Index tracking with utility enhanced weighting, Evolution of global contribution in multi-level threshold public goods games with insurance compensation, Possibilistic Risk Aversion and Coinsurance Problem, A Risk Approach by Credibility Theory, Unnamed Item, Risk behaviour and optimum advertising with a stochastic dynamic sales response, Premium Calculation for Fat-tailed Risk, Investment decisions when utility depends on wealth and other attributes, Basic Geometric Dispersion Theory of Decision Making Under Risk: Asymmetric Risk Relativity, New Predictions of Empirical Behaviors, and Risk Triad, Hicksian Surplus Measures of Individual Welfare Change When There is Price and Income Uncertainty, BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION, Unnamed Item, INFLATION EXPECTATIONS AND BEHAVIOR: DO SURVEY RESPONDENTS ACT ON THEIR BELIEFS?, Portfolio choices: comparative statics under both expected return and volatility uncertainty, Relative deprivation as a cause of risky behaviors, Cutoff Threshold Decisions for Classification Algorithms with Risk Aversion, Adversarial Risk Analysis for Auctions Using Mirror Equilibrium and Bayes Nash Equilibrium, Rank-Dependent Utility and Risk Taking in Complete Markets, Time-Varying Risk Aversion and Dynamic Portfolio Allocation