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Preservation of "more risk averse" under expectations

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Author Info
Nachman, David C.
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File URL: http://www.sciencedirect.com/science/article/B6WJ3-4CYH5JF-C2/2/8cbb575740c69a2e15de701c7a8e70fa
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Article provided by Elsevier in its journal Journal of Economic Theory.

Volume (Year): 28 (1982)
Issue (Month): 2 (December)
Pages: 361-368
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Handle: RePEc:eee:jetheo:v:28:y:1982:i:2:p:361-368

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Web page: http://www.elsevier.com/locate/inca/622869

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  1. Douglas W. Elmendorf & Miles S. Kimball, 1996. "Taxation of labor income and the demand for risky assets," Finance and Economics Discussion Series 96-32, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:
  2. Louis Eeckhoudt & Harris Schlesinger, 2005. "Putting Risk in its Proper Place," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
    Other versions:
  3. Edward Schlee & Christian Gollier, . "Increased Risk-Bearing with Background Risk," Working Papers 2132848, Department of Economics, W. P. Carey School of Business, Arizona State University. [Downloadable!]
    Other versions:
  4. Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  5. Miles S. Kimball, 1991. "Standard Risk Aversion," NBER Technical Working Papers 0099, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. Günter Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 2005. "Incremental Risk Vulnerability," CoFE Discussion Paper 05-08, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  7. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2003. "Multiplicative Background Risk," CoFE Discussion Paper 03-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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