The following pages link to Proper Risk Aversion (Q3753742):
Displayed 34 items.
- Proper and standard risk aversion in two-moment decision models (Q813101) (← links)
- Repetitive risk aversion (Q852309) (← links)
- Stochastic dominance and absolute risk aversion (Q866928) (← links)
- On the relationship between absolute prudence and absolute risk aversion (Q882496) (← links)
- Compatibility of expected utility and \(\mu /\sigma\) approaches to risk for a class of non location-scale distributions (Q926217) (← links)
- Risk preferences and changes in background risk (Q928719) (← links)
- Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice (Q953646) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- Slutzky equations and substitution effects of risks in terms of mean-variance preferences (Q989918) (← links)
- Some consequences of correlation aversion in decision science (Q993723) (← links)
- Apportioning of risks via stochastic dominance (Q1017779) (← links)
- Would a risk-averse newsvendor order less at a higher selling price? (Q1027539) (← links)
- Aspects of optimal insurance demand when there are uninsurable risks (Q1106604) (← links)
- Risk sharing with competition (Q1187864) (← links)
- Equilibrium asset prices with undiversifiable labor income risk (Q1200326) (← links)
- Who buys and who sells options: the role of options in an economy with background risk (Q1270754) (← links)
- Complete monotonicity, background risk, and risk aversion (Q1277481) (← links)
- On risk aversion with two risks (Q1300410) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- The economics of adding and subdividing independent risks: Some comparative statics results (Q1316419) (← links)
- Investment flexibility and the acceptance of risk (Q1371130) (← links)
- Precautionary portfolio behavior from a life-cycle perspective (Q1391451) (← links)
- Partial derivatives, comparative risk behavior and concavity of utility functions. (Q1402488) (← links)
- Necessary conditions for comparative statics under uncertainty (Q1802090) (← links)
- Time horizon and the discount rate. (Q1867560) (← links)
- Optimal risk sharing with background risk (Q2370496) (← links)
- Utility functions of equivalent form and the effect of parameter changes on optimum decision making (Q2467513) (← links)
- The effect of the background risk in a simple chance improving decision model (Q2481254) (← links)
- The Pearson system of utility functions (Q2490169) (← links)
- Increasing outer risk (Q2581792) (← links)
- When Many Wrongs Make a Right (Q3415874) (← links)
- ON NON-MONETARY MEASURES IN THE FACE OF RISKS AND THE SIGNS OF THE DERIVATIVES (Q3576895) (← links)
- On the conditions for precautionary saving (Q5938639) (← links)
- Basic risk aversion (Q5941384) (← links)