Pages that link to "Item:Q3741340"

The following pages link to Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results (Q3741340):

Displaying 37 items.

• The symmetric equilibria of symmetric voter participation games with complete information (Q324143) (← links)
• On relative and partial risk attitudes: theory and implications (Q420994) (← links)
• Increasing interdependence of multivariate distributions (Q435910) (← links)
• Comparative risk aversion: a formal approach with applications to saving behavior (Q435921) (← links)
• Optimal insurance design of ambiguous risks (Q476148) (← links)
• The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence (Q529803) (← links)
• Probabilistic risk aversion with an arbitrary outcome set (Q553866) (← links)
• The logic of partial-risk aversion: Paradox lost (Q808981) (← links)
• Heterogeneous and correlated risk preferences in commercial fishermen: The perfect storm dilemma (Q813066) (← links)
• Sequential auctions, price trends, and risk preferences (Q896953) (← links)
• Risk aversion when gains are likely and unlikely: Evidence from a natural experiment with large stakes (Q928755) (← links)
• Comparative statics of changes in risk on monotonically and partially responsive kinked payoffs (Q1044165) (← links)
• A note on comparative statics and stochastic dominance (Q1090213) (← links)
• On risk aversion with two risks (Q1300410) (← links)
• Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
• The preservation of multivariate comparative statics in nonexpected utility theory (Q1341565) (← links)
• English auctions with ensuing risks and heterogeneous bidders (Q1748368) (← links)
• Comparative mixed risk aversion: Definition and application to self-protection and willingness to pay (Q1771191) (← links)
• Willingness to pay for stochastic improvements of future risk under different risk aversion (Q1787604) (← links)
• Does risk sharing increase with risk aversion and risk when commitment is limited? (Q1994632) (← links)
• Optimal investment under ambiguous technology shocks (Q2030529) (← links)
• Risk aversion and the value of diagnostic tests (Q2202225) (← links)
• The dual theory of the smooth ambiguity model (Q2249574) (← links)
• Comparative statics in an ordinal theory of choice under risk (Q2334842) (← links)
• Restricted increases in risk aversion and their application (Q2363427) (← links)
• Optimal risk sharing with background risk (Q2370496) (← links)
• Preservation of the location independent risk order under convolution (Q2492183) (← links)
• Willingness to pay for risk reduction and risk aversion without the expected utility assumption (Q2502390) (← links)
• The comparative statics on asset prices based on bull and bear market measure (Q2569023) (← links)
• Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance (Q2665837) (← links)
• The preservation of comparative statics under uncertainty (Q2739361) (← links)
• Choosing Between Risky Prospects: The Characterization of Comparative Statics Results, and Location Independent Risk (Q3827753) (← links)
• PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS (Q4226864) (← links)
• The implied Sharpe ratio (Q5139210) (← links)
• Parameter Dependent Optimal Thresholds, Indifference Levels and Inverse Optimal Stopping Problems (Q5169740) (← links)
• Incentive and quality assurance: an agency theoretical perspective (Q5289316) (← links)
• Aging notions, stochastic orders, and expected utilities (Q6617594) (← links)