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Risk aversion and prudence in the large

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  • Eisenhauer, Joseph G.
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    File URL: http://www.sciencedirect.com/science/article/B6WWP-4MDGN84-2/2/d617abf5eb2cb68086d83db7c0fe38af
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    Bibliographic Info

    Article provided by Elsevier in its journal Research in Economics.

    Volume (Year): 60 (2006)
    Issue (Month): 4 (December)
    Pages: 179-187

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    Handle: RePEc:eee:reecon:v:60:y:2006:i:4:p:179-187

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    Web page: http://www.elsevier.com/locate/inca/622941

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    1. repec:ebl:ecbull:v:4:y:2003:i:38:p:1-10 is not listed on IDEAS
    2. Jordi Caballé & Joan Esteban, 2002. "Stochastic dominance and absolute risk aversion," Economics Working Papers 643, Department of Economics and Business, Universitat Pompeu Fabra.
    3. Marco G. Ercolani, 2004. "Risk aversion and risk loving in the small: a decomposition of the multivariate risk premium," Bulletin of Economic Research, Wiley Blackwell, vol. 56(1), pages 81-106, 01.
    4. Sydney Ludvigson & Christina H. Paxson, 1997. "Approximation bias in linearized Euler equations," Research Paper 9712, Federal Reserve Bank of New York.
    5. Siegel, Frederick W & Hoban, James P, Jr, 1982. "Relative Risk Aversion Revisited," The Review of Economics and Statistics, MIT Press, vol. 64(3), pages 481-87, August.
    6. Matthew Rabin, 2001. "Risk Aversion and Expected-Utility Theory: A Calibration Theorem," Method and Hist of Econ Thought 0012001, EconWPA.
    7. repec:fth:louvco:0041 is not listed on IDEAS
    8. Palacios-Huerta, Ignacio & Serrano, Roberto, 2006. "Rejecting small gambles under expected utility," Economics Letters, Elsevier, vol. 91(2), pages 250-259, May.
    9. Karni, Edi, 1979. "On Multivariate Risk Aversion," Econometrica, Econometric Society, vol. 47(6), pages 1391-1401, November.
    10. Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc.
    11. Connel Fullenkamp & Rafael Tenorio & Robert Battalio, 2003. "Assessing Individual Risk Attitudes Using Field Data From Lottery Games," The Review of Economics and Statistics, MIT Press, vol. 85(1), pages 218-226, February.
    12. Joseph G. Eisenhauer, 2006. "An integral index for measuring aversion to large-scale risks," Studies in Economics and Finance, Emerald Group Publishing, vol. 23(3), pages 202-210, August.
    13. Kihlstrom, Richard E. & Mirman, Leonard J., 1974. "Risk aversion with many commodities," Journal of Economic Theory, Elsevier, vol. 8(3), pages 361-388, July.
    14. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
    15. Richard Watt, 2002. "Defending Expected Utility Theory: Comment," Journal of Economic Perspectives, American Economic Association, vol. 16(2), pages 227-229, Spring.
    16. Duncan, George T, 1977. "A Matrix Measure of Multivariate Local Risk Aversion," Econometrica, Econometric Society, vol. 45(4), pages 895-903, May.
    17. Milton Friedman & L. J. Savage, 1948. "The Utility Analysis of Choices Involving Risk," Journal of Political Economy, University of Chicago Press, vol. 56, pages 279.
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    Cited by:
    1. Eisenhauer, Joseph G., 2010. "Rank-ordering of risk preferences with conventional and discrete measures," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 291-297, August.

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