Risk Aversion in the Small and in the Large

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Risk aversion in the large and in the small
Risk aversion in the small and Jensen inequalities
Risk aversion in the small and in the large: Calibration results for betweenness functionals
Small- and large-stakes risk aversion: Implications of concavity calibration for decision theory
Risk attitudes over small and large stakes recalibrated
On the magnitude of relative risk aversion
Risk aversion when gains are likely and unlikely: Evidence from a natural experiment with large stakes
Risk aversion: a qualitative approach and quantitative estimates

Cited in

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Relative risk aversion once more: An analysis of Japanese households' financial asset holding pattern
Optimal surrender strategies for equity-indexed annuity investors
Greater downside risk aversion in the large
On the willingness to pay to reduce risks of small losses
Use of stochastic and mathematical programming in portfolio theory and practice
Portfolio selection in stochastic markets with exponential utility functions
Would a risk-averse newsvendor order less at a higher selling price?
Optimal saving in the presence of two risks
Fair welfare maximization
Risk aversion in expected intertemporal discounted utilities bandit problems
A theory of medical decision making under uncertainty
Portfolio selection in stochastic markets with HARA utility functions
Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
Objective comparisons of the optimal portfolios corresponding to different utility functions
Possibilistic risk aversion
The newsvendor problem under multiplicative background risk
On the utility premium of Friedman and Savage
Stability in a simple pure consumption loan model
A note on the generalised measures of risk aversion
Decreasing absolute risk aversion and utility indices derived from cake- eating problems
The comparative statics of cumulative distribution function changes for the class of risk averse agents
Research in decision theory: A personal perspective
Risk aversion in n-person bargaining
Product safety for a monopolist under strict liability
Kompensation bei Entscheidungskriterien
On the Arrow-Lind theorem
Existence and stability of rational expectation-equilibria in a simple overlapping generation model
Stochastic dominance with pair-wise risk aversion
On the risk-aversion comparability of state-dependent utility functions
Multivariate risk premiums
Approximation aggregation under uncertainty
Risk aversion in the theory of expected utility with rank dependent probabilities
The risk aversion measure without the independence axiom
Distributive justice in taxation
Premium rating under non-exponential utility
Symmetric QP and linear programming under primal-dual uncertainty
Can good news lead to a more pessimistic choice of action?
The Nash bargaining solution is optimal
Aspects of optimal insurance demand when there are uninsurable risks
Sensitivity analysis of optimal growth plans with exogenous capital stocks
The algebraic versus the topological approach to additive representations
Rudiments of insurance purchasing: A graphical state-claims analysis
Risk attitude under random utility
Determining the optimal warranty price based on the producer's and customers' risk preferences
On the theory of risk aversion and the theory of risk
On the aggregation of information in competitive markets
On optimal distribution of output from a jointly owned resource
Remarks on the game-theoretic analysis of a simple distribution of surplus problem
Risk and the gain from information
A characterization of the distributions that imply mean-variance utility functions
Preservation of More risk averse under expectations
The impact of risk aversion on information transmission between firms
Portfolio theory for the recourse certainty equivalent maximizing investor
A recourse certainty equivalent for decisions under uncertainty
Measures of risk aversion with expected and nonexpected utility
Risk sharing with competition
Obtaining contingent bounds for non-contingent equivalent variations
Distributive justice of bargaining and risk sensitivity
Risk and risk aversion for state-dependent utility
Utility theory with probability-dependent outcome valuation
Expected utility versus anticipated utility: Where do we stand!
Equilibrium asset prices with undiversifiable labor income risk
Information processing in a three-actions dynamic decision model
Decision policies minimizing risk in a multistage betting game
Separation theorems and expected utilities
Risk aversion, impatience, and optimal timing decisions
Multivariate constant risk posture
Increasing risk
Portfolio selection with transactions costs
Least concave utility functions
Choice among distributions
Wealth and the value of generalized lotteries
On arbitration schemes for a wealth distribution problem
Expected utility with ambiguous probabilities and 'irrational' parameters
The choice between family and individual deductibles in health insurance policies
A simple general equilibrium model of production: Comparative statics with price uncertainty
Some results on An income fluctuation problem
Analisi di superfici di utilita mediante funzioni di tipo spline bilineare
Time preferences, conditional risk preference, and two-period cardinal utility
Generic utility theory: Measurement foundations and applications in multiattribute utility theory
Ordering risks: expected utility theory versus Yaari's dual theory of risk
Who buys and who sells options: the role of options in an economy with background risk
Quality of group decisions
A measurement of the certainty effect
Uncertainty aversion in nonprobabilistic decision models
Complete monotonicity, background risk, and risk aversion
Selecting the CP metric: A risk aversion approach
Relative risk-value models
Comparative convexity
Progressive income taxation and the underground economy
Stopping rules for utility functions and the St. Petersburg gamble
Variance vs downside risk: Is there really that much difference?
On risk aversion with two risks
Quality-adjusted life years (QALY) utility models under expected utility and rank dependent utility assumptions
Probability weighting and utility curvature in QALY-based decision making
Robust optimal decisions with stochastic nonlinear economic systems
Risk-value models
Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
Asymmetric risk measures and tracking models for portfolio optimization under uncertainty
Univariate and multivariate measures of risk aversion and risk premiums

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