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Proper prudence, standard prudence and precautionary vulnerability
Citations
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Cited by:
- Eeckhoudt, Louis & Schlesinger, Harris & Tsetlin, Ilia, 2009.
"Apportioning of risks via stochastic dominance,"
Journal of Economic Theory, Elsevier, vol. 144(3), pages 994-1003, May.
- Louis Eeckhoudt & Harris Schlesinger & Ilia Tsetlin, 2008. "Apportioning of Risks via Stochastic Dominance," CESifo Working Paper Series 2467, CESifo.
- H. Schlesinger & L. Eeckhoudt & I. Tsetlin, 2009. "Apportioning of risks via stochastic dominance," Post-Print hal-00567952, HAL.
- EECKHOUDT, Louis & SCHELSINGER, Harris & TSETLIN, Ilia, 2009. "Apportioning of risks via stochastic dominance," LIDAM Reprints CORE 2096, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Rafael Azevedo & Luis Bettoni & Marcelo Santos, 2024. "Severance savings accounts and life-cycle savings," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1275-1331, December.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2017.
"On the properties of non-monetary measures for risks,"
Working Papers
1710, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2017. "On the properties of non-monetary measures for risks," Working Papers halshs-01471888, HAL.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2022.
"A meta-measure of performance related to both investors and investments characteristics,"
Annals of Operations Research, Springer, vol. 313(2), pages 1405-1447, June.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-02933252, HAL.
- Monica Billio & Bertrand Maillet & Loriana Pelizzon, 2021. "A meta-measure of performance related to both investors and investments characteristics," Post-Print hal-03543398, HAL.
- Louis Eeckhoudt & Harris Schlesinger, 2006.
"Putting Risk in Its Proper Place,"
American Economic Review, American Economic Association, vol. 96(1), pages 280-289, March.
- Louis Eeckhoudt & Harris Schlesinger, 2005. "Putting Risk in its Proper Place," CESifo Working Paper Series 1462, CESifo.
- EECKHOUDT, Louis & SCHLESINGER, Harris, 2006. "Putting risk in its proper place," LIDAM Reprints CORE 1871, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- L. Eeckhoudt & H. Schlesinger, 2006. "Putting risk in its proper place," Post-Print hal-00283170, HAL.
- Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020.
"New Results for additive and multiplicative risk apportionment,"
Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers halshs-02100855, HAL.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
- Christian Gollier & James Hammitt & Nicolas Treich, 2013.
"Risk and choice: A research saga,"
Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 129-145, October.
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," TSE Working Papers 13-444, Toulouse School of Economics (TSE).
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers 804, Institut d'Économie Industrielle (IDEI), Toulouse.
- Eeckhoudt, Louis & Schlesinger, Harris, 2008.
"Changes in risk and the demand for saving,"
Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1329-1336, October.
- Louis Eeckhoudt & Harris Schlesinger, 2008. "Changes in Risk and the Demand for Saving," CESifo Working Paper Series 2388, CESifo.
- EECKHOUDT, Louis & SCHLESINGER, Harris, 2009. "Changes in risk and the demand for saving," LIDAM Reprints CORE 2100, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- L. Eeckhoudt & H. Schlesinger, 2008. "Changes in risk and the demand for saving," Post-Print hal-00326101, HAL.
- Stephen G. Pauker, 2014. "Moments When Utilities Are Functional," Medical Decision Making, , vol. 34(1), pages 4-7, January.
- Christophe Courbage & Béatrice Rey, 2010. "On Non‐Monetary Measures In The Face Of Risks And The Signs Of The Derivatives," Bulletin of Economic Research, Wiley Blackwell, vol. 62(3), pages 295-304, July.
- Sebastian Ebert, 2013.
"Moment characterization of higher-order risk preferences,"
Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Ebert, Sebastian, 2010. "Moment characterization of higher-order risk preferences," Bonn Econ Discussion Papers 17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Donatella Baiardi & Marco Magnani & Mario Menegatti, 2020. "The theory of precautionary saving: an overview of recent developments," Review of Economics of the Household, Springer, vol. 18(2), pages 513-542, June.
- Fatma Lajeri-Chaherli, 2004. "Proper and Standard Risk Aversion in Two-Moment Decision Models," Theory and Decision, Springer, vol. 57(3), pages 213-225, November.
- Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018.
"The two-moment decision model with additive risks,"
Risk Management, Palgrave Macmillan, vol. 20(1), pages 77-94, February.
- Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing, 2017. "The Two-Moment Decision Model with Additive Risks," MPRA Paper 77625, University Library of Munich, Germany.
- Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2020. "Fractional Degree Stochastic Dominance," Management Science, INFORMS, vol. 66(10), pages 4630-4647, October.
- Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
- Christoph Heinzel, 2016. "Precautionary Saving in the Large under Higher-Order Risk and Recursive Utility," FOODSECURE Working papers 43, LEI Wageningen UR.
- James Huang & Richard Stapleton, 2017. "Higher-order risk vulnerability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 387-406, February.
- Huang, James, 2014. "Convex and decreasing absolute risk aversion is proper," Economics Letters, Elsevier, vol. 125(1), pages 123-125.
- Courbage, Christophe & Rey, Béatrice, 2012. "Priority setting in health care and higher order degree change in risk," Journal of Health Economics, Elsevier, vol. 31(3), pages 484-489.
- Denuit, Michel M., 2018. "Risk apportionment and multiply monotone targets," Mathematical Social Sciences, Elsevier, vol. 92(C), pages 74-77.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2017.
"Stochastic Dominance Analysis Without the Independence Axiom,"
Management Science, INFORMS, vol. 63(4), pages 1097-1109, April.
- Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Stochastic Dominance Analysis without the Independence Axiom," Working Papers 549, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Courbage, Christophe & Rey, Béatrice, 2012. "Optimal prevention and other risks in a two-period model," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 213-217.
- Siwar Khelifa, 2020.
"Risks and optimal migration duration: The role of higher order risk attitudes,"
Working Papers
2029, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Siwar Khelifa, 2020. "Risks and optimal migration duration: The role of higher order risk attitudes," Working Papers halshs-02940346, HAL.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018.
"On the properties of high-order non-monetary measures for 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 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," Post-Print halshs-01951128, HAL.
- Denuit, Michel & Rey, Béatrice, 2010. "Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes," Mathematical Social Sciences, Elsevier, vol. 60(2), pages 137-143, September.
- Chabi-Yo, Fousseni & Leisen, Dietmar P.J. & Renault, Eric, 2014. "Aggregation of preferences for skewed asset returns," Journal of Economic Theory, Elsevier, vol. 154(C), pages 453-489.
- Keenan, Donald C. & Snow, Arthur, 2012. "Ross risk vulnerability for introductions and changes in background risk," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 197-206.
- Patrick Roger, 2011. "Mixed risk aversion and preference for risk disaggregation: a story of moments," Theory and Decision, Springer, vol. 70(1), pages 27-44, January.
- Li, Jingyuan, 2009. "Comparative higher-degree Ross risk aversion," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 333-336, December.
- Denuit, Michel, 2016. "Risk Apportionment and Multiply Monotone Targets," LIDAM Discussion Papers ISBA 2016044, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Georges Dionne & Jingyuan Li & Cédric Okou, 2024. "An alternative representation of the C-CAPM with higher-order risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(2), pages 194-233, September.
- Octave Jokung & Sovan Mitra, 2020. "Health Care Investment: The Case of Multiple Sources of Risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 27(2), pages 231-255, June.
- Gollier, Christian, 2018. "Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 155-171.
- Colasante, Annarita & Riccetti, Luca, 2021. "Financial and non-financial risk attitudes: What does it matter?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).