Pages that link to "Item:Q1974606"
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The following pages link to Parametric characterizations of risk aversion and prudence (Q1974606):
Displaying 19 items.
- Is there a plausible theory for decision under risk? A dual calibration critique (Q382326) (← links)
- Portfolio allocation and asset demand with mean-variance preferences (Q622634) (← links)
- The two-fund separation theorem revisited (Q666442) (← links)
- Proper and standard risk aversion in two-moment decision models (Q813101) (← links)
- Measures of risk attitude: correspondences between mean-variance and expected-utility approaches (Q816442) (← links)
- Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions (Q926217) (← links)
- Preferences over location-scale family (Q943343) (← links)
- Beneficial changes in dependence structures and two-moment decision models (Q974999) (← links)
- Partial derivatives, comparative risk behavior and concavity of utility functions. (Q1402488) (← links)
- Comparative statics under uncertainty: The case of mean-variance preferences. (Q1406969) (← links)
- Two remarks on the uniqueness of equilibria in the CAPM (Q1850147) (← links)
- The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic (Q1925935) (← links)
- \(\mu\)-\(\sigma\) games (Q2052483) (← links)
- Discrete Arrow-Pratt indexes for risk and uncertainty (Q2074064) (← links)
- Portfolio selection and duality under mean variance preferences (Q2276213) (← links)
- Welfare stigma and risk taking in the welfare state (Q2353700) (← links)
- On the precautionary motive for savings and prudence in the rank-dependent utility framework (Q2634142) (← links)
- Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)
- Prudence and risk vulnerability in two-moment decision models (Q5958263) (← links)
