A Ratio Criterion for Signing the Effects of an Increase in Uncertainty
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Cited by:
- Louis Eeckhoudt & Liqun Liu & Jack Meyer, 2017.
"Restricted increases in risk aversion and their application,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(1), pages 161-181, June.
- Louis Eeckhoudt & Liqun Liu & Jack Meyer, 2016. "Restricted increases in risk aversion and their application," Post-Print hal-01533535, HAL.
- Hau, Arthur, 2006. "Production under uncertainty with insurance or hedging," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 347-359, April.
- Gollier, Christian & Schlesinger, Harris, 2002.
"Changes in risk and asset prices,"
Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
- Harris Schlesinger & Christian Gollier, 2001. "Changes in Risk and Asset Prices," CESifo Working Paper Series 443, CESifo.
- Dionne, Georges & Harrington, Scott, 2017. "Insurance and Insurance Markets," Working Papers 17-2, HEC Montreal, Canada Research Chair in Risk Management.
- Hennessy, David A., 1993.
"Applications of contingent claims theory to microeconomic problems,"
ISU General Staff Papers
1993010108000011822, Iowa State University, Department of Economics.
- Hennessy, David A., 1995. "Applications of Contingent Claims Theory to Microeconomic Problems," Staff General Research Papers Archive 870, Iowa State University, Department of Economics.
- David A. Hennessy, 1995. "Applications of Contingent Claims Theory to Microeconomic Problems," Center for Agricultural and Rural Development (CARD) Publications 95-m7, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Burton Hollifield & Alan Kraus, 2009.
"Defining Bad News: Changes in Return Distributions That Decrease Risky Asset Demand,"
Management Science, INFORMS, vol. 55(7), pages 1227-1236, July.
- Burton Hollifield & Alan Kraus, "undated". "Defining bad news: Changes in return distribution that decrease risky asset demand," GSIA Working Papers 2007-E32, Carnegie Mellon University, Tepper School of Business.
- Choi, Gyemyung & Kim, Iltae & Snow, Arthur, 2000. "Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs," Economics Letters, Elsevier, vol. 66(1), pages 41-48, January.
- Christian Gollier & Miles S. Kimball, 2018.
"New methods in the classical economics of uncertainty: comparing risks,"
The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 5-23, May.
- Christian Gollier & Miles S. Kimball, 2018. "New methods in the classical economics of uncertainty: comparing risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 5-23, May.
- Gollier, C. & Kimball, M.S., 1996. "New Methods in the Classical Economics of Uncertainty: Comparing Risks," Papers 96.412, Toulouse - GREMAQ.
- Tzeng, Larry Y. & Wang, Jen-Hung, 2004. "Increase in risk and saving behavior," Journal of Economics and Business, Elsevier, vol. 56(5), pages 405-414.
- Chuang, O-Chia & Kuan, Chung-Ming & Tzeng, Larry Y., 2017. "Testing for central dominance: Method and application," Journal of Econometrics, Elsevier, vol. 196(2), pages 368-378.
- Gollier, Christian & Schlesinger, Harris, 1996. "Portfolio choice under noisy asset returns," Economics Letters, Elsevier, vol. 53(1), pages 47-51, October.
- Iltae Kim & Suyeol Ryu, 2006. "The Comparative Statics for Linear Payoffs and Increases in Risk," Korean Economic Review, Korean Economic Association, vol. 22, pages 437-459.
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