Standard Risk Aversion
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(only showing first 100 items - show all)- Greater downside risk aversion in the large
- The newsvendor problem under multiplicative background risk
- Equilibrium asset prices with undiversifiable labor income risk
- Who buys and who sells options: the role of options in an economy with background risk
- Constant risk aversion
- Complete monotonicity, background risk, and risk aversion
- Increases in prudence and increases in risk aversion
- Mixed risk aversion
- Revenue risks, insurance, and the behavior of competitive firms
- Precautionary portfolio behavior from a life-cycle perspective
- Comparative statics under uncertainty: The case of mean-variance preferences.
- Insurance and the behavior of competitive firms under revenue risks: a note.
- Standard risk aversion and efficient risk sharing
- Optimal expected utility risk measures
- Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm
- Optimal initial capital induced by the optimized certainty equivalent
- Variance stochastic orders
- Information design and capital formation
- Prudence and the convexity of compensation contracts
- Comparative higher-order risk aversion and higher-order prudence
- Stochastically dominating shifts and the competitive firm
- Time horizon and the discount rate.
- Optimal per claim deductibility in insurance with the possibility of risky investments
- 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
- When Ross meets Bell: the linex utility function
- Parametric characterizations of risk aversion and prudence
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes
- Diversification and risk attitudes toward two risks
- Disentangling intertemporal substitution and risk aversion under the expected utility theorem
- Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory
- Production and hedging under correlated price and background risks
- A \textit{meta}-measure of performance related to both investors and investments characteristics
- Financial risk taking in the presence of correlated non-financial background risk
- Optimal retirement with borrowing constraints and forced unemployment risk
- Health care investment: the case of multiple sources of risk
- New results on the relationship among risk aversion, prudence and temperance
- Nonparametric assessment of hedge fund performance
- Dynamic currency futures and options hedging model
- Precautionary retirement and precautionary saving
- A Bowley solution with limited ceded risk for a monopolistic reinsurer
- An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk
- Hedging and the competitive firm under correlated price and background risk
- Convex and decreasing absolute risk aversion is proper
- A characterization of the coskewness-cokurtosis pricing model
- General linear formulations of stochastic dominance criteria
- Optimal risk sharing with background risk
- Greater Arrow-Pratt (absolute) risk aversion of higher orders
- On multivariate prudence
- Utility functions of equivalent form and the effect of parameter changes on optimum decision making
- The effect of the background risk in a simple chance improving decision model
- Degree of downside risk aversion and self-protection
- The Pearson system of utility functions
- Increasing outer risk
- Risk-sensitive control of Markov decision processes: a moment-based approach with target distributions
- Unemployment risks and optimal retirement in an incomplete market
- Portfolio selection under higher moments using fuzzy multi-objective linear programming
- New results on high-order risk changes
- Standard stochastic dominance
- Decreasing Relative Risk Premium
- When Many Wrongs Make a Right
- EXPORT AND HEDGING DECISIONS UNDER CORRELATED REVENUE AND EXCHANGE RATE RISK
- Admissible mean standard deviation indifference curves
- Proper Risk Aversion
- Decreasing downside risk aversion and background risk
- Background risk and self-protection
- Ross risk vulnerability for introductions and changes in background risk
- Distributionally robust goal-reaching optimization in the presence of background risk
- Higher-order risk vulnerability
- Decision making when things are only a matter of time
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets
- A risk approach by credibility theory
- Liquidity constrained exporters and trade
- An empirical study of the impact of skewness and kurtosis on hedging decisions
- On the conditions for precautionary saving
- Basic risk aversion
- Prudence and risk vulnerability in two-moment decision models
- Comparing utility derivative premia under additive and multiplicative risks
- Correlated risks, bivariate utility and optimal choices
- Mixed risk aversion and preference for risk disaggregation: a story of moments
- Risk taking with additive and multiplicative background risks
- On cross-risk vulnerability
- Precautionary risk-reduction and saving decisions: two sides of the same coin?
- Severance savings accounts and life-cycle savings
- Risk-aversion, prudence and temperance
- Portfolio choice under noisy asset returns
- Structural estimation of higher order risk preferences
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
- Substituting one risk increase for another: extension and application
- Price uncertainty and the heightening effect of background risk
- Agency theory and higher-order risk changes
- Robust Conditional Kurtosis and the Cross-Section of International Stock Returns
- Proper and standard risk aversion in two-moment decision models
- Repetitive risk aversion
- On the nature of certainty equivalent functionals
- Stochastic dominance and absolute risk aversion
- On the relationship between absolute prudence and absolute risk aversion
- Compatibility of expected utility and / approaches to risk for a class of non location-scale distributions
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