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Beyond Risk Aversion: Why, How and What's Next?
In: The Geneva risk and insurance review, Band 37, Heft 2, S. 141-155
ISSN: 1554-9658
Editor's Note
In: The Geneva papers on risk and insurance theory, Band 25, Heft 1, S. 5-5
ISSN: 1573-6954
Introduction the Ninth Annual Lecture
In: The Geneva papers on risk and insurance - issues and practice, Band 11, Heft 3, S. 195-196
ISSN: 1468-0440
L'Accroissement de Risque: Théorie et Application à la Production en Incertitude
In: The Geneva papers on risk and insurance - issues and practice, Band 5, Heft 3, S. 75-81
ISSN: 1468-0440
The "Dorfman-Steiner" rule: The intertemporal case: A reply
In: Zeitschrift für Nationalökonomie: Journal of economics, Band 33, Heft 3-4, S. 431-434
ISSN: 2304-8360
The "Dorfman Steiner" rule: The Intertemporal Case
In: Zeitschrift für Nationalökonomie: Journal of economics, Band 32, Heft 4, S. 487-491
ISSN: 2304-8360
Indemnisation du chômage: une comparaison internationale
In: Etudes et recherches / Commissariat Général du Plan, 6
World Affairs Online
Average willingness to pay for disease prevention with personalized health information
In: Journal of risk and uncertainty, Band 55, Heft 1, S. 29-39
ISSN: 1573-0476
Downside Risk Neutral Probabilities
In: Centre Interuniversitaire sur le Risque, les Politiques Economiques et l'Emploi, Working Paper Series, No. 21, 2015
SSRN
Working paper
Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities
In: Decision analysis: a journal of the Institute for Operations Research and the Management Sciences, INFORMS, Band 7, Heft 3, S. 302-312
ISSN: 1545-8504
In this paper, we show that, despite their rigid analytical form, substitute risk-independent utilities have a much wider applicability than expected. Our contribution extends that of Mosler (Mosler, K. C. 1984. Stochastic dominance decision rules when the attributes are utility independent. Management Sci. 30(11) 1311–1322) by considering utility functions that exhibit properties beyond nonsatiation and risk aversion (e.g., prudence and temperance). By using the widespread idea of correlation aversion, substitute risk-independent utilities are shown to generate bivariate stochastic dominance. As an application, portfolios are compared to assess the possible hedging effect between two outcomes.
Changes in risk and the demand for saving
In: Journal of Monetary Economics, Band 55, Heft 7, S. 1329-1336
On the intensity of downside risk aversion
In: Journal of risk and uncertainty, Band 36, Heft 3, S. 267-276
ISSN: 1573-0476
Changes in Risk and the Demand for Saving
In: CESifo Working Paper Series No. 2388
SSRN