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Constant, Increasing and Decreasing Risk Aversion with Many Commodities
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Cited by:
- Christian Traeger, 2012. "Once Upon a Time Preference - How Rationality and Risk Aversion Change the Rationale for Discounting," CESifo Working Paper Series 3793, CESifo.
- Luca De Gennaro Aquino & Sascha Desmettre & Yevhen Havrylenko & Mogens Steffensen, 2024. "Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time," Papers 2407.16525, arXiv.org, revised Oct 2024.
- Johannes K. Dreyer & Johannes Schneider & William T. Smith, 2020. "Saving-Based Asset Pricing and Leisure," Annals of Economics and Finance, Society for AEF, vol. 21(2), pages 507-526, November.
- Hellwig, Martin, 2004.
"Risk aversion in the small and in the large when outcomes are multidimensional,"
Papers
04-22, Sonderforschungsbreich 504.
- Hellwig, Martin, 2004. "Risk Aversion in the Small and in the Large When Outcomes Are Multidimensional," Sonderforschungsbereich 504 Publications 04-22, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Martin Hellwig, 2004. "Risk Aversion in the Small and in the Large. When Outcomes are Multidimensional," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2004_6, Max Planck Institute for Research on Collective Goods.
- Kabderian Dreyer, Johannes & Sharma, Vivek & Smith, William, 2023. "Warm-glow investment and the underperformance of green stocks," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 546-570.
- Paolo Giovanni Piacquadio, 2017.
"A Fairness Justification of Utilitarianism,"
Econometrica, Econometric Society, vol. 85, pages 1261-1276, July.
- Paolo Giovanni Piacquadio, 2016. "A Fairness Justification of Utilitarianism," CESifo Working Paper Series 5785, CESifo.
- Yulei Luo & William T. Smith & Heng-fu Zou, 2009.
"The Spirit of Capitalism and Excess Smoothness,"
Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 281-301, November.
- Yulei Luo & William T. Smith & Heng-fu Zou, 2011. "The Spirit of Capitalism and Excess Smoothness," CEMA Working Papers 484, China Economics and Management Academy, Central University of Finance and Economics.
- Basu, Arnab K. & Chau, Nancy H., 2007.
"A risk-based rationale for two-way capital flows: Why do capital flights and inward foreign direct investments co-exist?,"
International Review of Economics & Finance, Elsevier, vol. 16(1), pages 37-59.
- Arnab K. Basu & Nancy H. Chau, 2004. "A Risk-Based Rationale for Two-way Capital Flows: Why Do Capital Flights and Inward Foreign Direct Investments Co-exist?," Working Papers 04, Department of Economics, College of William and Mary.
- Eric T. Swanson, 2020.
"Implications of Labor Market Frictions for Risk Aversion and Risk Premia,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 194-240, April.
- Eric T. Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," Working Paper Series 2013-30, Federal Reserve Bank of San Francisco.
- Eric T. Swanson, 2019. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," NBER Working Papers 25764, National Bureau of Economic Research, Inc.
- Eric Swanson, 2013. "Implications of Labor Market Frictions for Risk Aversion and Risk Premia," 2013 Meeting Papers 1137, Society for Economic Dynamics.
- Sudhir A. Shah, 2007. "Duality mappings for the theory of risk aversion with vector outcomes," Working papers 160, Centre for Development Economics, Delhi School of Economics.
- Andrew Postlewaite & Larry Samuelson & Dan Silverman, 2001.
"Consumption Commitments and Preferences for Risk,"
PIER Working Paper Archive
04-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 18 May 2004.
- Postlewaite,A. & Samuelson,L. & Silverman,D., 2004. "Consumption commitments and preferences for risk," Working papers 15, Wisconsin Madison - Social Systems.
- Andrew Postlewaite & Larry Samuelson & Dan Silverman, 2004. "Consumption, Commitmants and Preferences for Risk," NBER Working Papers 10527, National Bureau of Economic Research, Inc.
- Larry Samuelson & Andrew Postlewaite, 2004. "Consumption Commitments and Preferences for Risk," Econometric Society 2004 North American Winter Meetings 162, Econometric Society.
- Oscar Lau C., 2019.
"Disentangling Intertemporal Substitution and Risk Aversion Under the Expected Utility Theorem,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 19(2), pages 1-14, June.
- Lau, Chi-Lei Oscar, 2008. "Disentangling Intertemporal Substitution and Risk Aversion under the Expected Utility Theorem," MPRA Paper 11482, University Library of Munich, Germany.
- Bosmans, Kristof & Decancq, Koen & Ooghe, Erwin, 2015.
"What do normative indices of multidimensional inequality really measure?,"
Journal of Public Economics, Elsevier, vol. 130(C), pages 94-104.
- BOSMANS, Kristof & DECANCQ, Koen & OOGHE, Erwin, 2013. "What do normative indices of multidimensional inequality really measure?," LIDAM Discussion Papers CORE 2013035, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kristof BOSMANS & Koen DECANCQ & Erwin OOGHE, 2015. "What do normative indices of multidimensional inequality really measure?," LIDAM Reprints CORE 2838, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kihlstrom, Richard, 2009. "Risk aversion and the elasticity of substitution in general dynamic portfolio theory: Consistent planning by forward looking, expected utility maximizing investors," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 634-663, September.
- Ahmed, Mohamed M. & Preckel, Paul V. & Baker, Timothy G. & Lopez-Pereira, Miguel, 2001.
"Modeling the impact of technological change on nutrition and marketed surplus,"
Agricultural Economics, Blackwell, vol. 25(1), pages 103-118, June.
- Mohamed M. Ahmed & Paul V. Preckel & Timothy G. Baker & Miguel Lopez‐Pereira, 2000. "Modeling the impact of technological change on nutrition and marketed surplus," Agricultural Economics, International Association of Agricultural Economists, vol. 25(1), pages 103-118, June.
- Louis Eeckhoudt & Elisa Pagani & Eugenio Peluso, 2023.
"Multidimensional risk aversion: the cardinal sin,"
Annals of Operations Research, Springer, vol. 320(1), pages 15-31, January.
- Louis Raymond Eeckhoudt & Elisa Pagani & Eugenio Peluso, 2017. "Multidimensional Risk Aversion: The Cardinal Sin," Working Papers 12/2017, University of Verona, Department of Economics.
- Kabderian Dreyer, Johannes & Smith, William, 2024. "Proportional warm-glow theory and asset pricing," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
- Echazu Luciana & Nocetti Diego & Smith William T., 2012. "A New Look into the Determinants of the Ecological Discount Rate: Disentangling Social Preferences," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-44, April.
- Diego Nocetti & William T. Smith, 2011.
"Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1475-1504, October.
- Diego Nocetti & William T. Smith, 2011. "Precautionary Saving and Endogenous Labor Supply with and without Intertemporal Expected Utility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1475-1504, October.
- Kenc, Turalay, 2004. "Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1511-1539, June.
- Zvi Bodie & Jérôme Detemple & Marcel Rindisbacher, 2009. "Life-Cycle Finance and the Design of Pension Plans," Annual Review of Financial Economics, Annual Reviews, vol. 1(1), pages 249-286, November.
- Sudhir A. Shah, 2009. "Duality Mappings For The Theory of Risk Aversion with Vector Outcomes," Working Papers id:2085, eSocialSciences.
- Nocetti, Diego & Smith, William T., 2011. "Price uncertainty, saving, and welfare," Journal of Economic Dynamics and Control, Elsevier, vol. 35(7), pages 1139-1149, July.
- Kumru, Cagri & Yektas, Hadi, 2008. "Optimal Multi-Object Auctions with Risk Averse Buyers," MPRA Paper 7575, University Library of Munich, Germany.
- Dreyer, Johannes K. & Schneider, Johannes & Smith, William T., 2013. "Saving-based asset-pricing," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3704-3715.
- Nocetti Diego & Smith William T, 2010. "Uncertainty, the Demand for Health Care, and Precautionary Saving," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-31, August.
- Smith, William & Son, Young Seob, 2005. "Can the desire to conserve our natural resources be self-defeating?," Journal of Environmental Economics and Management, Elsevier, vol. 49(1), pages 52-67, January.
- Kannai, Yakar & Selden, Larry & Kang, Minwook & Wei, Xiao, 2016. "Risk neutrality regions," Journal of Mathematical Economics, Elsevier, vol. 62(C), pages 75-89.
- Lee, Kangoh, 2016. "Morality, tax evasion, and equity," Mathematical Social Sciences, Elsevier, vol. 82(C), pages 97-104.
- Karni, Edi & Schmeidler, David, 1990. "Utility Theory and Uncertainty," Foerder Institute for Economic Research Working Papers 275480, Tel-Aviv University > Foerder Institute for Economic Research.
- Huh, Sungjun & Kim, Insu, 2021. "Real estate and relative risk aversion with generalized recursive preferences," Journal of Macroeconomics, Elsevier, vol. 68(C).
- Levy, Haim & Wiener, Zvi, 2013. "Prospect theory and utility theory: Temporary versus permanent attitude toward risk," Journal of Economics and Business, Elsevier, vol. 68(C), pages 1-23.