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Expo-Power Utility: A ‘Flexible’ Form for Absolute and Relative Risk Aversion
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- Jinkwon Lee, 2008. "The effect of the background risk in a simple chance improving decision model," Journal of Risk and Uncertainty, Springer, vol. 36(1), pages 19-41, February.
- Simone Cerreia‐Vioglio & David Dillenberger & Pietro Ortoleva, 2015.
"Cautious Expected Utility and the Certainty Effect,"
Econometrica, Econometric Society, vol. 83, pages 693-728, March.
- Simone Cerreia-Vioglio & David Dillenberger & Pietro Ortoleva, 2013. "Cautious Expected Utility and the Certainty Effect," PIER Working Paper Archive 13-037, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Simone Cerreia-Vioglio & David Dillenberger & Pietro ortoleva, 2013. "Cautious Expected Utility and the Certainty Effect," Working Papers 488, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Simone Cerreia-Vioglio & David Dillenberger & Pietro Ortoleva, 2014. "Cautious Expected Utility and the Certainty Effect," PIER Working Paper Archive 14-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Carbajal De Nova, Carolina, 2017. "Synthetic data. A proposed method for applied risk management," MPRA Paper 77978, University Library of Munich, Germany, revised 28 Mar 2017.
- Ola Andersson & Håkan J. Holm & Jean-Robert Tyran & Erik Wengström, 2020.
"Robust inference in risk elicitation tasks,"
Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 195-209, December.
- Ola Andersson & H�kan J. Holm & Jean-Robert Tyran & Erik Wengström, 2018. "Robust Inference in Risk Elicitation Tasks," Discussion Papers 18-09, University of Copenhagen. Department of Economics.
- Andersson, Ola & Holm, Håkan J. & Tyran, Jean-Robert & Wengström, Erik, 2020. "Robust Inference in Risk Elicitation Tasks," Working Paper Series 1358, Research Institute of Industrial Economics.
- de Castro, Luciano & Galvao, Antonio F. & Noussair, Charles N. & Qiao, Liang, 2022. "Do people maximize quantiles?," Games and Economic Behavior, Elsevier, vol. 132(C), pages 22-40.
- Yao Thibaut Kpegli, 2023. "Smoothing Spline Method for Measuring Prospect Theory Components," Working Papers 2303, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Horst Zank, 2001. "Cumulative Prospect Theory for Parametric and Multiattribute Utilities," Mathematics of Operations Research, INFORMS, vol. 26(1), pages 67-81, February.
- Alexia Gaudeul, 2013.
"Social preferences under uncertainty,"
Jena Economics Research Papers
2013-024, Friedrich-Schiller-University Jena.
- Gaudeul, Alexia, 2016. "Social preferences under risk: Minimizing collective risk vs. reducing ex-post inequality," University of Göttingen Working Papers in Economics 283, University of Goettingen, Department of Economics.
- Alexia Gaudeul, 2015. "Social Preferences under Risk: Ex-Post Fairness vs. Efficiency," Jena Economics Research Papers 2015-010, Friedrich-Schiller-University Jena.
- Cao, Ruixuan & Carpentier, Alain & Gohin, Alexandre, 2011. "Measuring farmers’ risk aversion: the unknown properties of the value function," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114623, European Association of Agricultural Economists.
- Jonathan P. Beauchamp & Daniel J. Benjamin & David I. Laibson & Christopher F. Chabris, 2020. "Measuring and controlling for the compromise effect when estimating risk preference parameters," Experimental Economics, Springer;Economic Science Association, vol. 23(4), pages 1069-1099, December.
- Just, David R., 2011. "Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter?," Journal of Econometrics, Elsevier, vol. 162(1), pages 25-34, May.
- Kim, Tae-Hun, 2008. "The measurement of farmers' risk attitudes using a non-structural approach," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 31(2), pages 1-18, May.
- Konstantinos Georgalos & Ivan Paya & David Peel, 2023. "Higher order risk attitudes: new model insights and heterogeneity of preferences," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 145-192, March.
- Iturbe-Ormaetxe, Iñigo & Ponti, Giovanni & Tomás, Josefa, 2019. "Is it myopia or loss aversion? A study on investment game experiments," Economics Letters, Elsevier, vol. 180(C), pages 36-40.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2013.
"Measuring risk aversion with lists: a new bias,"
Theory and Decision, Springer, vol. 75(4), pages 465-496, October.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring risk aversion with lists: A new bias," Economics Working Papers 1318, Department of Economics and Business, Universitat Pompeu Fabra.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring Risk Aversion with Lists: A New Bias," Working Papers 634, Barcelona School of Economics.
- Zank H., 1998. "Cumulative Prospect Theory for Parametric and Multiattribute Utilities," Research Memorandum 008, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- March, Christoph & Sahm, Marco, 2018.
"Contests as selection mechanisms: The impact of risk aversion,"
Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 114-131.
- March, Christoph & Sahm, Marco, 2017. "Contests as selection mechanisms: The impact of risk aversion," BERG Working Paper Series 127, Bamberg University, Bamberg Economic Research Group.
- Christoph March & Marco Sahm, 2017. "Contests as Selection Mechanisms: The Impact of Risk Aversion," CESifo Working Paper Series 6587, CESifo.
- Benjamin L. Collier & Daniel Schwartz & Howard C. Kunreuther & Erwann O. Michel-Kerjan, 2017. "Risk Preferences in Small and Large Stakes: Evidence from Insurance Contract Decisions," NBER Working Papers 23579, National Bureau of Economic Research, Inc.
- Bleichrodt, Han & Doctor, Jason & Stolk, Elly, 2005. "A nonparametric elicitation of the equity-efficiency trade-off in cost-utility analysis," Journal of Health Economics, Elsevier, vol. 24(4), pages 655-678, July.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, E. Elisabet, 2010.
"Preference heterogeneity in experiments: Comparing the field and laboratory,"
Journal of Economic Behavior & Organization, Elsevier, vol. 73(2), pages 209-224, February.
- Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & E. Elisabet Rutström, 2009. "Preference Heterogeneity in Experiments: Comparing the Field and Laboratory," Post-Print hal-00736951, HAL.
- Bocqueho, Geraldine & Jacquet, Florence & Reynaud, Arnaud, 2011. "Expected Utility or Prospect Theory Maximizers? Results from a Structural Model based on Field-experiment Data," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114257, European Association of Agricultural Economists.
- Ruo Jia & Zenan Wu, 2019. "Insurer commitment and dynamic pricing pattern," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(1), pages 87-135, March.
- Peel, D.A. & Zhang, Jie, 2012. "On the potential for observational equivalence in experiments on risky choice when a power value function is assumed," Economics Letters, Elsevier, vol. 116(1), pages 8-10.
- Fan-chin Kung & Haiyong Liu, 2019. "Underinsurance Caused by Uninsurable Losses in the Public Goods and Personal Assets," Review of Economics & Finance, Better Advances Press, Canada, vol. 15, pages 14-22, February.
- Keith Coble & Jayson Lusk, 2010. "At the nexus of risk and time preferences: An experimental investigation," Journal of Risk and Uncertainty, Springer, vol. 41(1), pages 67-79, August.
- Jan Hausfeld & Sven Resnjanskij, 2017.
"Risky Decisions and the Opportunity Costs of Time,"
TWI Research Paper Series
108, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
- Jan Hausfeld & Sven Resnjanskij, 2018. "Risky Decisions and the Opportunity Cost of Time," ifo Working Paper Series 269, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Swati Dhingra & John Morrow, 2019.
"Monopolistic Competition and Optimum Product Diversity under Firm Heterogeneity,"
Journal of Political Economy, University of Chicago Press, vol. 127(1), pages 196-232.
- Morrow, John & Dhingra, Swati, 2019. "Monopolistic competition and optimum product diversity under firm heterogeneity," LSE Research Online Documents on Economics 59226, London School of Economics and Political Science, LSE Library.
- Inmaculada Rodríguez-Puerta & Alberto A. Álvarez-López, 2022. "A model for the optimal selection of lenders," Annals of Operations Research, Springer, vol. 313(2), pages 1269-1284, June.
- Klaus Abbink & Jordi Brandts & Benedikt Herrmann & Henrik Orzen, 2010.
"Intergroup Conflict and Intra-group Punishment in an Experimental Contest Game,"
American Economic Review, American Economic Association, vol. 100(1), pages 420-447, March.
- Klaus Abbink & Jordi Brandts & Benedikt Herrmann & Henrik Orzen, 2007. "Inter-Group Conflict and Intra-Group Punishment in an Experimental Contest Game," Discussion Papers 2007-15, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Klaus Abbink & Jordi Brandts & Benedikt Herrmann & Henrik Orzen, 2009. "Inter-Group Conflict and Intra-Group Punishment in an Experimental Contest Game," Discussion Papers 2009-03, The Centre for Decision Research and Experimental Economics, School of Economics, University of Nottingham.
- Klaus Abbink & Jordi Brandts & Benedikt Herrmann & Henrik Orzen, 2007. "Inter-Group Conflict and Intra-Group Punishment in an Experimental Contest Game," Working Papers 328, Barcelona School of Economics.
- Klaus Abbink & Jordi Brandts & Benedikt Herrmann & Henrik Orzen, 2008. "Inter-Group Conflict and Intra-Group Punishment in an Experimental Contest Game," UFAE and IAE Working Papers 723.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
- Enrico G. De Giorgi & Thierry Post, 2011.
"Loss Aversion with a State-Dependent Reference Point,"
Management Science, INFORMS, vol. 57(6), pages 1094-1110, June.
- Enrico G. De Giorgi & Thierry Post, 2010. "Loss aversion with a state-dependent reference point," University of St. Gallen Department of Economics working paper series 2010 2010-23, Department of Economics, University of St. Gallen.
- Peel, D.A., 2013. "Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets," Economics Letters, Elsevier, vol. 119(3), pages 264-267.
- Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE, revised 2017.
- Stephen L. Cheung, 2020.
"Eliciting utility curvature in time preference,"
Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 493-525, June.
- Cheung, Stephen L., 2015. "Eliciting utility curvature and time preference," Working Papers 2015-01, University of Sydney, School of Economics.
- Cheung, Stephen L., 2019. "Eliciting Utility Curvature in Time Preference," IZA Discussion Papers 12535, Institute of Labor Economics (IZA).
- Mitra, Tapan & Roy, Santanu, 2012.
"Sustained positive consumption in a model of stochastic growth: The role of risk aversion,"
Journal of Economic Theory, Elsevier, vol. 147(2), pages 850-880.
- Mitra, Tapan & Roy, Santanu, 2010. "Sustained Positive Consumption in a Model of Stochastic Growth: The Role of Risk Aversion," Working Papers 10-03, Cornell University, Center for Analytic Economics.
- De Nova, Carolina Carbajal, 2021. "Synthetic data. A novel proposed method for applied risk management," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 311085, Agricultural Economics Society - AES.
- Mulligan, Karen & Baid, Drishti & Doctor, Jason N. & Phelps, Charles E. & Lakdawalla, Darius N., 2024. "Risk preferences over health: Empirical estimates and implications for medical decision-making," Journal of Health Economics, Elsevier, vol. 94(C).
- Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring risk aversion with lists: A new bias," Working Papers 239, University of California, Davis, Department of Economics.
- Drichoutis, Andreas C. & Koundouri, Phoebe, 2012.
"Estimating risk attitudes in conventional and artefactual lab experiments: The importance of the underlying assumptions,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-15.
- Drichoutis, Andreas C. & Koundouri, Phoebe, 2012. "Estimating risk attitudes in conventional and artefactual lab experiments: The importance of the underlying assumptions," Economics Discussion Papers 2012-19, Kiel Institute for the World Economy (IfW Kiel).
- Kenneth C. Lichtendahl & Samuel E. Bodily, 2010. "Preferences for Consumption Streams: Scale Invariance, Correlation Aversion, and Delay Aversion Under Mortality Risk," Operations Research, INFORMS, vol. 58(4-part-1), pages 985-997, August.
- Ranoua Bouchouicha & Ferdinand M. Vieider, 2017.
"Accommodating stake effects under prospect theory,"
Journal of Risk and Uncertainty, Springer, vol. 55(1), pages 1-28, August.
- Ranoua Bouchouicha & Ferdinand Vieider, 2016. "Accommodating Stake Effects under Prospect Theory," Economics Discussion Papers em-dp2016-03, Department of Economics, University of Reading.
- An, Galina & Becker, Charles M., 2013. "Uncertainty, Insecurity, and Emigration from Kazakhstan to Russia," World Development, Elsevier, vol. 42(C), pages 44-66.
- Zank, H., 1998. "Cumulative prospect theory for parametric and multiattribute utilities," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Peel, D.A., 2010. "On lottery sales, jackpot sizes and irrationality: A cautionary note," Economics Letters, Elsevier, vol. 109(3), pages 161-163, December.
- Renan-Ulrich Goetz & Alois Keusch & Joan Ribas-Tur, 2005.
"The Efficiency of Direct Payments versus Tax Reductions under Uncertainty,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 115-127, March.
- Goetz, Renan U. & Keusch, Alois & Ribas-Tur, Joan, 2003. "The Efficiency of Direct Payments versus Tax Reductions under Uncertainty," Working Papers of the Department of Economics, University of Girona 8, Department of Economics, University of Girona.
- Berger, Loïc & Bosetti, Valentina, 2020.
"Characterizing ambiguity attitudes using model uncertainty,"
Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 621-637.
- Loïc Berger & Valentina Bosetti, 2020. "Characterizing ambiguity attitudes using model uncertainty," Post-Print hal-03031502, HAL.
- Spreeuw, Jaap, 2014. "Archimedean copulas derived from utility functions," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 235-242.
- Wilcox, Nathaniel T., 2011.
"'Stochastically more risk averse:' A contextual theory of stochastic discrete choice under risk,"
Journal of Econometrics, Elsevier, vol. 162(1), pages 89-104, May.
- Wilcox, Nathaniel, 2007. "Stochastically more risk averse: A contextual theory of stochastic discrete choice under risk," MPRA Paper 11851, University Library of Munich, Germany.
- Wu, Steven Y. & Roe, Brian E., 2006. "AJAE Appendix: Tournaments, Fairness, and Risk," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 88(3), pages 1-44, August.
- Mohammed Abdellaoui & Han Bleichrodt & Corina Paraschiv, 2007.
"Loss Aversion Under Prospect Theory: A Parameter-Free Measurement,"
Management Science, INFORMS, vol. 53(10), pages 1659-1674, October.
- H. Bleichrodt & C. Paraschiv & Mohammed Abdellaoui, 2007. "Loss Aversion Under Prospect Theory: A Parameter-Free Measurement," Post-Print hal-00457047, HAL.
- 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.
- Johansson-Stenman, Olof, 2010.
"Risk aversion and expected utility of consumption over time,"
Games and Economic Behavior, Elsevier, vol. 68(1), pages 208-219, January.
- Johansson-Stenman, Olof, 2009. "Risk Aversion and Expected Utility of Consumption over Time," Working Papers in Economics 351, University of Gothenburg, Department of Economics.
- Edi Karni, 2009. "A theory of medical decision making under uncertainty," Journal of Risk and Uncertainty, Springer, vol. 39(1), pages 1-16, August.
- Denis Conniffe, 2007. "The Flexible Three Parameter Utility Function," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 57-63, May.
- Alexander Tarasov & Robertas Zubrickas, 2021. "Optimal Income Taxation under Monopolistic Competition," CESifo Working Paper Series 9309, CESifo.
- Iñigo Iturbe-Ormaetxe Kortajarene & Giovanni Ponti & Josefa Tomás Lucas, 2015.
"Some (Mis)facts about Myopic Loss Aversion,"
Working Papers. Serie AD
2015-09, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
- Inigo Iturbe-Ormaetxe & Giovanni Ponti & Josefa Tomás, 2015. "Some (Mis)facts about Myopic Loss Aversion," Working Papers CESARE 6/2015, Dipartimento di Economia e Finanza, LUISS Guido Carli.
- Steffen Andersen & John Fountain & Glenn Harrison & E. Rutström, 2014.
"Estimating subjective probabilities,"
Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 207-229, June.
- Andersen, Steffen & Fountain, John & Harrison, Glenn W. & Rutström, Elisabet E., 2009. "Estimating Subjective Probabilities," Working Papers 05-2009, Copenhagen Business School, Department of Economics.
- Steffen Andersen & John Fountain & Glenn W. Harrison & E. Elisabet Rutström, 2010. "Estimating Subjective Probabilities," Experimental Economics Center Working Paper Series 2010-08, Experimental Economics Center, Andrew Young School of Policy Studies, Georgia State University.
- Adeyemi Esuola & Michael Hoy & Zahirul Islam & Calum G. Turvey, 2007.
"Evaluating the effects of asymmetric information in a model of crop insurance,"
Agricultural Finance Review, Emerald Group Publishing Limited, vol. 67(2), pages 341-356, November.
- Michael Hoy & Adeyemi Esuola & Zahirul Islam & Calum G. Turvey, 2007. "Evaluating the Effects of Asymmetric Information in a Model of Crop Insurance," Working Papers 0706, University of Guelph, Department of Economics and Finance.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring risk aversion with lists: A new bias," Working Papers 88, University of California, Davis, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2010.
"Behavioral econometrics for psychologists,"
Journal of Economic Psychology, Elsevier, vol. 31(4), pages 553-576, August.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabeth E., 2007. "Behavioral Econometrics for Psychologists," Working Papers 18-2007, Copenhagen Business School, Department of Economics.
- Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & Elisabet E. Rutstroem, 2007. "Behavioral Econometrics for Psychologists," Department of Economics Working Papers 2007_08, Durham University, Department of Economics.
- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2009. "Behavioral Econometrics for Psychologists," Working Papers 04-2009, Copenhagen Business School, Department of Economics.
- Kvamme, Maria Knoph & Gyrd-Hansen, Dorte & Olsen, Jan Abel & Kristiansen, Ivar Sønbø, 2010. "Increasing marginal utility of small increases in life-expectancy?: Results from a population survey," Journal of Health Economics, Elsevier, vol. 29(4), pages 541-548, July.
- Andreas Drichoutis & Phoebe Koundouri, 2011.
"Estimating risk attitudes in conventional and artefactual lab experiments,"
DEOS Working Papers
1115, Athens University of Economics and Business.
- Drichoutis, Andreas & Koundouri, Phoebe, 2011. "Estimating risk attitudes in conventional and artefactual lab experiments," MPRA Paper 28438, University Library of Munich, Germany.
- Serrao, Amilcar & Coelho, Luis, 2000. "The Role Of Area-Yield Crop Insurance In Farmers' Adjustment Against Risk In A Dryland Region Of Portugal," 2000 Annual meeting, July 30-August 2, Tampa, FL 21841, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Schumann, Keith D. & Richardson, James W. & Lien, Gudbrand D. & Hardaker, J. Brian, 2004. "Stochastic Efficiency Analysis Using Multiple Utility Functions," 2004 Annual meeting, August 1-4, Denver, CO 19957, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Ruo Jia & Zenan Wu, 2019. "Insurer commitment and dynamic pricing pattern," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(1), pages 87-135, March.
- Smith, V. & De Pinto, A. & Robertson, R., 2018. "The Role of Risk in the Context of Climate Change, Land Use Choices and Crop Production: Evidence from Zambia," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277315, International Association of Agricultural Economists.
- Brice Corgnet & Roberto Hernan-Gonzalez & Yao Thibaut Kpegli & Adam Zylbersztejn, 2023. "Against the Odds! The Tradeoff Between Risk and Incentives is Alive and Well," Working Papers 2305, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Santos-Pinto, Luís & Astebro, Thomas & Mata, José, 2009.
"Preference for Skew in Lotteries: Evidence from the Laboratory,"
MPRA Paper
17165, University Library of Munich, Germany.
- Thomas Astebro & José Mata & Luis Santos-Pinto, 2009. "Preference for Skew in Lotteries: Evidence from the Laboratory," Cahiers de Recherches Economiques du Département d'économie 09.09, Université de Lausanne, Faculté des HEC, Département d’économie.
- Cosmina Lelia Voinea, 2017. "Managerial Cognition, Strategy and Performance of Foreign SMEs in Romania," International Business Research, Canadian Center of Science and Education, vol. 10(12), pages 48-67, December.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2013.
"Measuring risk aversion with lists: a new bias,"
Theory and Decision,
Springer, vol. 75(4), pages 465-496, October.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring risk aversion with lists: A new bias," Economics Working Papers 1318, Department of Economics and Business, Universitat Pompeu Fabra.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring risk aversion with lists: A new bias," Working Papers 1210, University of California, Davis, Department of Economics.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring Risk Aversion with Lists: A New Bias," Working Papers 634, Barcelona Graduate School of Economics.
- Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring risk aversion with lists: A new bias," Working Papers 1223, University of California, Davis, Department of Economics.
- Tamás Csermely & Alexander Rabas, 2016. "How to reveal people’s preferences: Comparing time consistency and predictive power of multiple price list risk elicitation methods," Journal of Risk and Uncertainty, Springer, vol. 53(2), pages 107-136, December.
- Andersson, Ola & Tyran, Jean-Robert & Wengström, Erik & Holm, Håkan J., 2013.
"Risk Aversion Relates to Cognitive Ability: Fact or Fiction?,"
Working Paper Series
964, Research Institute of Industrial Economics.
- Ola Andersson & Håkan J. Holm & Jean-Robert Tyran & Erik Wengström, 2013. "Risk aversion relates to cognitive ability: Fact or Fiction?," Discussion Papers 13-10, University of Copenhagen. Department of Economics.
- Andersson, Ola & Tyran, Jean-Robert & Wengström, Erik & Holm, Håkan J., 2013. "Risk Aversion Relates to Cognitive Ability: Fact or Fiction?," Working Papers 2013:9, Lund University, Department of Economics, revised 21 Oct 2013.
- Abdellaoui, Mohammed & Bleichrodt, Han, 2007. "Eliciting Gul's theory of disappointment aversion by the tradeoff method," Journal of Economic Psychology, Elsevier, vol. 28(6), pages 631-645, December.
- Edi Karni & Moshe Leshno & Sivan Rapaport, 2014. "Helping patients and physicians reach individualized medical decisions: theory and application to prenatal diagnostic testing," Theory and Decision, Springer, vol. 76(4), pages 451-467, April.
- Smith, William T. & Zhang, Qiang, 2007.
"Asset pricing with multiplicative habit and power-expo preferences,"
Economics Letters, Elsevier, vol. 94(3), pages 319-325, March.
- William T. Smith & Qiang Zhang, 2006. "Asset Pricing With Multiplicative Habit and Power-Expo Preferences," CIRJE F-Series CIRJE-F-429, CIRJE, Faculty of Economics, University of Tokyo.
- Sebastian Ebert & Daniel Wiesen, 2014.
"Joint measurement of risk aversion, prudence, and temperance,"
Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
- Ebert, Sebastian & Wiesen, Daniel, 2010. "Joint measurement of risk aversion, prudence and temperance," Bonn Econ Discussion Papers 20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Kenneth C. Lichtendahl & Samuel E. Bodily, 2012. "Multiplicative Utilities for Health and Consumption," Decision Analysis, INFORMS, vol. 9(4), pages 314-328, December.
- Georgalos, Konstantinos & Paya, Ivan & Peel, David A., 2021. "On the contribution of the Markowitz model of utility to explain risky choice in experimental research," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 527-543.
- Alexander Tarasov & Robertas Zubrickas, 2023. "Optimal income taxation under monopolistic competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 495-523, August.
- Wu, Feng & Guan, Zhengfei, 2014. "Efficient Estimation of Risk Attitude with Seminonparametric Risk Modeling," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170625, Agricultural and Applied Economics Association.
- repec:ebl:ecbull:v:4:y:2007:i:26:p:1-10 is not listed on IDEAS
- Drichoutis, Andreas C. & Nayga, Rodolfo M., 2013.
"Eliciting risk and time preferences under induced mood states,"
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 45(C), pages 18-27.
- Drichoutis, Andreas & Nayga, Rodolfo, 2010. "Eliciting risk and time preferences under induced mood states," MPRA Paper 33013, University Library of Munich, Germany, revised 27 Aug 2011.
- Drichoutis, Andreas & Nayga, Rodolfo, 2010. "Eliciting risk and time preferences under induced mood states," MPRA Paper 25731, University Library of Munich, Germany.
- David Alan Peel, 2013. "On the Implications of the Markowitz Model of Utility embodying Gain Seeking Preferences for Odds on Betting and Bookmakers choice of Spread or Odds Betting," Economics Bulletin, AccessEcon, vol. 33(2), pages 1420-1428.
- Eric Luxenberg & Stephen Boyd, 2022. "Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization," Papers 2205.04563, arXiv.org, revised Aug 2022.
- Helga Fehr-Duda & Adrian Bruhin & Thomas Epper & Renate Schubert, 2010.
"Rationality on the rise: Why relative risk aversion increases with stake size,"
Journal of Risk and Uncertainty, Springer, vol. 40(2), pages 147-180, April.
- Helga Fehr-Duda & Adrian Bruhin & Thomas Epper & Renate Schubert, 2007. "Rationality on the Rise: Why Relative Risk Aversion Increases with Stake Size," SOI - Working Papers 0708, Socioeconomic Institute - University of Zurich, revised Feb 2008.
- David Peel & David Law, 2007. "Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory," Economics Bulletin, AccessEcon, vol. 4(26), pages 1-10.
- Daniel Gregg & John Rolfe, 2017. "Risk Behaviours and Grazing Land Management: A Framed Field Experiment and Linkages to Range Land Condition," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(3), pages 682-709, September.
- Andreas C. Drichoutis & Jayson L. Lusk, 2016. "What can multiple price lists really tell us about risk preferences?," Journal of Risk and Uncertainty, Springer, vol. 53(2), pages 89-106, December.
- Irene Comeig & Charles A. Holt & Ainhoa Jaramillo-Gutiérrez, 2015. "Dealing with risk: Gender, stakes, and probability effects," Discussion Papers in Economic Behaviour 0215, University of Valencia, ERI-CES.
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