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The safety first expected utility model: Experimental evidence and economic implications

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  1. Giuseppe Attanasi & Nikolaos Georgantzís & Valentina Rotondi & Daria Vigani, 2018. "Lottery- and survey-based risk attitudes linked through a multichoice elicitation task," Theory and Decision, Springer, vol. 84(3), pages 341-372, May.
  2. Dennis W. Jansen & Liqun Liu, 2022. "Portfolio choice in the model of expected utility with a safety-first component," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 187-207, June.
  3. Neszveda, G., 2019. "Essays on behavioral finance," Other publications TiSEM 05059039-5236-42a3-be1b-3, Tilburg University, School of Economics and Management.
  4. Felix Holzmeister & Jürgen Huber & Michael Kirchler & Florian Lindner & Utz Weitzel & Stefan Zeisberger, 2020. "What Drives Risk Perception? A Global Survey with Financial Professionals and Laypeople," Management Science, INFORMS, vol. 66(9), pages 3977-4002, September.
  5. Stefan Zeisberger, 2022. "Do people care about loss probabilities?," Journal of Risk and Uncertainty, Springer, vol. 65(2), pages 185-213, October.
  6. Briner, Simon & Finger, Robert, 2012. "Bio-economic modelling of decisions under yield and price risk for suckler cow farms," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122547, European Association of Agricultural Economists.
  7. Pérez Velilla, Alejandro & Beheim, Bret & Smaldino, Paul E., 2025. "The Development of Risk Attitudes and their Cultural Transmission," SocArXiv 9yjes_v1, Center for Open Science.
  8. Engström, Per & Nordblom, Katarina & Stefansson, Arnaldur, 2018. "Multiple Misbehaving:Loss Averse and Inattentive to Monetary Incentives," Working Papers in Economics 729, University of Gothenburg, Department of Economics.
  9. Palwishah, Rana & Kashif, Muhammad & Rehman, Mobeen Ur & Al-Faryan, Mamdouh Abdulaziz Saleh, 2024. "Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 91(C).
  10. Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng, 2012. "Extreme downside risk and expected stock returns," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1492-1502.
  11. Tessema, Yohannis & Asafu-Adjaye, John & Rodriguez, Daniel & Mallawaarachchi, Thilak & Shiferaw, Bekele, 2015. "A bio-economic analysis of the benefits of conservation agriculture: The case of smallholder farmers in Adami Tulu district, Ethiopia," Ecological Economics, Elsevier, vol. 120(C), pages 164-174.
  12. Sean A. Anthonisz & Tālis J. Putniņš, 2017. "Asset Pricing with Downside Liquidity Risks," Management Science, INFORMS, vol. 63(8), pages 2549-2572, August.
  13. Fortin, Ines & Hlouskova, Jaroslava, 2011. "Optimal asset allocation under linear loss aversion," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2974-2990, November.
  14. Christophe Boucher & Gregory Jannin & Patrick Kouontchou & Bertrand Maillet, 2013. "An Economic Evaluation of Model Risk in Long-term Asset Allocations," Review of International Economics, Wiley Blackwell, vol. 21(3), pages 475-491, August.
  15. Ji Cao & Marc Oliver Rieger & Lei Zhao, 2019. "Safety First, Loss Probability, and the Cross Section of Expected Stock Returns," Working Paper Series 2019-02, University of Trier, Research Group Quantitative Finance and Risk Analysis.
  16. Huber, Jürgen & Palan, Stefan & Zeisberger, Stefan, 2019. "Does investor risk perception drive asset prices in markets? Experimental evidence," Journal of Banking & Finance, Elsevier, vol. 108(C).
  17. Haim Levy, 2010. "The CAPM is Alive and Well: A Review and Synthesis," European Financial Management, European Financial Management Association, vol. 16(1), pages 43-71, January.
  18. Li, Yan & Mi, Hui, 2021. "Portfolio optimization under safety first expected utility with nonlinear probability distortion," Chaos, Solitons & Fractals, Elsevier, vol. 147(C).
  19. Enrico Diecidue & Moshe Levy & Jeroen Ven, 2015. "No aspiration to win? An experimental test of the aspiration level model," Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 245-266, December.
  20. Darolles, Serge & Gourieroux, Christian, 2010. "Conditionally fitted Sharpe performance with an application to hedge fund rating," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 578-593, March.
  21. repec:grz:wpsses:2017-05 is not listed on IDEAS
  22. Cao, Ji & Rieger, Marc Oliver & Zhao, Lei, 2023. "Safety first, loss probability, and the cross section of expected stock returns," Journal of Economic Behavior & Organization, Elsevier, vol. 211(C), pages 345-369.
  23. Anthonisz, Sean A., 2012. "Asset pricing with partial-moments," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2122-2135.
  24. Baars, Maren & Cordes, Henning & Mohrschladt, Hannes, 2020. "How negative interest rates affect the risk-taking of individual investors: Experimental evidence," Finance Research Letters, Elsevier, vol. 32(C).
  25. Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023. "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
  26. Pérez Velilla, Alejandro & Beheim, Bret & Smaldino, Paul E., 2025. "The Development of Risk Attitudes and their Cultural Transmission," SocArXiv 9yjes_v2, Center for Open Science.
  27. Engström, Per & Nordblom, Katarina & Stefánsson, Arnaldur, 2022. "Loss aversion and indifference to tax rates: Evidence from tax filing data," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 287-311.
  28. Stamatina, Stamatina & Banerjee, Simanti & Walters, Cory, 2020. "Safety First Risk Preferences and Post-Harvest Grain Marketing A Context-rich Lab Experiment," Cornhusker Economics 307131, University of Nebraska-Lincoln, Department of Agricultural Economics.
  29. Pérez Velilla, Alejandro & Beheim, Bret & Smaldino, Paul E., 2025. "The Development of Risk Attitudes and their Cultural Transmission," SocArXiv 9yjes, Center for Open Science.
  30. Holzmeister, Felix & Huber, Juergen & Kirchler, Michael & Lindner, Florian & Weitzel, Utz & Zeisberger, Stefan, 2019. "What Drives Risk Perception? A Global Survey with Financial Professionals and Lay People," OSF Preprints v6r9n_v1, Center for Open Science.
  31. Vermeulen, Robert, 2013. "International diversification during the financial crisis: A blessing for equity investors?," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 104-123.
  32. Bakó, Barna & Neszveda, Gábor, 2024. "An aspirational perspective on the negative risk-return relationship," Finance Research Letters, Elsevier, vol. 61(C).
  33. Chiu, Mei Choi & Wong, Hoi Ying & Zhao, Jing, 2018. "Dynamic safety first expected utility model," European Journal of Operational Research, Elsevier, vol. 271(1), pages 141-154.
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