Pages that link to "Item:Q5341352"

The following pages link to Risk Aversion in the Small and in the Large (Q5341352):

Displaying 50 items.

• Risk aversion with two risks: a theoretical extension (Q268631) (← links)
• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• A new rank dependent utility approach to model risk averse preferences in portfolio optimization (Q286005) (← links)
• Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
• Generalized ordered weighted utility proportional averaging-hyperbolic absolute risk aversion operators and their applications to group decision-making (Q298685) (← links)
• The St. Petersburg paradox and capital asset pricing (Q300681) (← links)
• Lifetime investment and consumption using a defined-contribution pension scheme (Q310917) (← links)
• Generalized ordered weighted utility averaging-hyperbolic absolute risk aversion operators and their applications to group decision-making (Q319061) (← links)
• Decision analysis under ambiguity (Q319465) (← links)
• Comparative statics effects independent of the utility function. When do we act the same way under risk? (Q320041) (← links)
• Does mean-variance portfolio management deserve expected utility's approximative affirmation? (Q320060) (← links)
• Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (Q320296) (← links)
• Pareto utility (Q365782) (← links)
• A comment on two concepts of risk premia and certainty equivalents (Q374944) (← links)
• Increasing risk and consumption-saving decisions. Some comparative statics results (Q374993) (← links)
• Self-insurance, self-protection and increased risk aversion (Q375023) (← links)
• The firm under uncertainty: real and financial decisions (Q377793) (← links)
• Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
• Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models (Q402090) (← links)
• Decreasing downside risk aversion and background risk (Q406257) (← links)
• Nonparametric comparative revealed risk aversion (Q406421) (← links)
• Characterization of left-monotone risk aversion in the RDEU model (Q414609) (← links)
• Increases in risk aversion and the distribution of portfolio payoffs (Q417629) (← links)
• On the substitution between saving and prevention (Q418050) (← links)
• Nest-monotonic two-stage acts and exponential probability capacities (Q420987) (← links)
• On relative and partial risk attitudes: theory and implications (Q420994) (← links)
• Relative risk aversion and the transmission of financial crises (Q428019) (← links)
• A possibilistic approach to risk aversion (Q432187) (← links)
• Risk aversion for variational and multiple-prior preferences (Q433158) (← links)
• Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
• Comparative risk aversion: a formal approach with applications to saving behavior (Q435921) (← links)
• Inequality aversion and risk aversion (Q435922) (← links)
• Real options valuation of forest plantation investments in Brazil (Q439395) (← links)
• Tractable almost stochastic dominance (Q439526) (← links)
• Updating toward the signal (Q447541) (← links)
• Ross risk vulnerability for introductions and changes in background risk (Q451055) (← links)
• On taxed matrix games and changes in the expected transfer (Q457868) (← links)
• Decreasing ross risk aversion: higher-order generalizations and implications (Q478131) (← links)
• Eliciting ambiguity aversion in unknown and in compound lotteries: a smooth ambiguity model experimental study (Q490085) (← links)
• Optimal halting policies in Markov population decision chains with constant risk posture (Q490217) (← links)
• A theoretical foundation of portfolio resampling (Q497474) (← links)
• Ordinal aggregation results via Karlin's variation diminishing property (Q508378) (← links)
• Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
• Higher-order risk vulnerability (Q513593) (← links)
• Diversification preferences in the theory of choice (Q524890) (← links)
• Risk aversion and asymmetry in procurement auctions: identification, estimation and application to construction procurements (Q527918) (← links)
• The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence (Q529803) (← links)
• Uncertainty and measurement error in welfare models for risk changes (Q545138) (← links)
• Price uncertainty, saving, and welfare (Q545193) (← links)
• Risk aversion for nonsmooth utility functions (Q553517) (← links)