Comparative Statics Predictions for Changes in Uncertainty in the Portfolio and Savings Problems
Author
Abstract
Suggested Citation
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Wagener, Andreas, 2004.
"On intergenerational risk sharing within social security schemes,"
European Journal of Political Economy, Elsevier, vol. 20(1), pages 181-206, March.
- Andreas Wagener, 2001. "On Intergenerational Risk Sharing within Social Security Schemes," CESifo Working Paper Series 499, CESifo.
- Donatella Baiardi & Marco Magnani & Mario Menegatti, 2014. "Precautionary saving under many risks," Journal of Economics, Springer, vol. 113(3), pages 211-228, November.
- Dionne, Georges & Li, Jingyuan, 2011.
"The impact of prudence on optimal prevention revisited,"
Economics Letters, Elsevier, vol. 113(2), pages 147-149.
- Li, Jingyuan & Dionne, Georges, 2010. "The impact of prudence on optimal prevention revisited," Working Papers 10-4, HEC Montreal, Canada Research Chair in Risk Management.
- Jingyuan Li & Georges Dionne, 2010. "The Impact of Prudence on Optimal Prevention Revisited," Cahiers de recherche 1024, CIRPEE.
- Octave Jokung & Sovan Mitra, 2019. "Asset Prices and Changes in Risk within a Bivariate Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(1), pages 47-60, March.
- Thomas Eichner & Andreas Wagener, 2004. "Relative risk aversion, relative prudence and comparative statics under uncertainty: The case of (μ, σ)‐preferences," Bulletin of Economic Research, Wiley Blackwell, vol. 56(2), pages 159-170, April.
- Eeckhoudt, Louis & Etner, Johanna & Schroyen, Fred, 2009.
"The values of relative risk aversion and prudence: A context-free interpretation,"
Mathematical Social Sciences, Elsevier, vol. 58(1), pages 1-7, July.
- L. Eeckhoudt & J. Etner & F. Schroyen, 2009. "The values of relative risk aversion and prudence: a context-free interpretation," Post-Print halshs-00485643, HAL.
- EECKHOUDT, Louis & ETNER, Johanna & SCHROYEN, Fred, 2009. "The values of relative risk aversion and prudence: A context-free interpretation," LIDAM Reprints CORE 2162, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Donatella Baiardi & Marco Magnani & Mario Menegatti, 2020. "The theory of precautionary saving: an overview of recent developments," Review of Economics of the Household, Springer, vol. 18(2), pages 513-542, June.
- Kangoh Lee, 2012. "Uncertain indemnity and the demand for insurance," Theory and Decision, Springer, vol. 73(2), pages 249-265, August.
- Renaud Bourlès & Michael T. Dorsch & Paul Maarek, 2019.
"Income Taxation and the Diversity of Consumer Goods: A Political Economy Approach,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 121(3), pages 960-993, July.
- Paul Maarek & Renaud Bourlès & Michael T.Dorsch, 2014. "Income Redistribution and the Diversity of Consumer Goods," THEMA Working Papers 2014-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Renaud Bourlès & Michael Dorsch & Paul Maarek, 2019. "Income Taxation and the Diversity of Consumer Goods: A Political Economy Approach," Post-Print hal-02474671, HAL.
- Thomas Eichner & Andreas Wagener, 2005. "Notes and Comments: Measures of risk attitude: correspondences between mean-variance and expected-utility approaches," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 28(1), pages 53-65, June.
- Marco Magnani & Mario Menegatti, 2015. "Precautionary saving and changes in risk correlation," Economics Bulletin, AccessEcon, vol. 35(1), pages 561-570.
- Christophe Courbage & Richard Peter & Béatrice Rey, 2022. "Incentive and welfare effects of correlated returns," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(1), pages 5-34, March.
- Xu Guo & Andreas Wagener & Wing-Keung Wong & Lixing Zhu, 2018.
"The two-moment decision model with additive risks,"
Risk Management, Palgrave Macmillan, vol. 20(1), pages 77-94, February.
- Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing, 2017. "The Two-Moment Decision Model with Additive Risks," MPRA Paper 77625, University Library of Munich, Germany.
- Marco Magnani, 2017. "A new interpretation of the condition for precautionary saving in the presence of an interest-rate risk," Journal of Economics, Springer, vol. 120(1), pages 79-87, January.
- Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.
- W. Chiu & Louis Eeckhoudt & Beatrice Rey, 2012.
"On relative and partial risk attitudes: theory and implications,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 50(1), pages 151-167, May.
- L. Eeckhoudt & H. Chiu & Béatrice Rey, 2012. "On relative and partial risk attitudes : theory and implications," Post-Print hal-00573294, HAL.
- CHIU, W. Henry & EECKHOUDT, Louis & REY, Béatrice, 2012. "On relative and partial risk attitudes: theory and implications," LIDAM Reprints CORE 2431, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Vergara, Marcos & Bonilla, Claudio A., 2021. "Precautionary saving in mean-variance models and different sources of risk," Economic Modelling, Elsevier, vol. 98(C), pages 280-289.
- Tao Yuqing & Cheng Wen & Zou Sijie, 2018. "Priority Setting in Health Care with Disease and Treatment Risks," Journal of Systems Science and Information, De Gruyter, vol. 6(6), pages 552-562, December.
- Courbage, Christophe & Rey, Béatrice, 2012. "Priority setting in health care and higher order degree change in risk," Journal of Health Economics, Elsevier, vol. 31(3), pages 484-489.
- Kit Pong Wong, 2019. "An interpretation of the condition for precautionary saving: the case of greater higher-order interest rate risk," Journal of Economics, Springer, vol. 126(3), pages 275-286, April.
- Vergara, Marcos, 2017. "Precautionary saving: A taxonomy of prudence," Economics Letters, Elsevier, vol. 150(C), pages 18-20.
- Jianli Wang & Pu Gong, 2013. "Labor supply with stochastic wage rate and non-labor income uncertainty," Journal of Economics, Springer, vol. 109(1), pages 41-55, May.
- Reichel, Lukas & Schmeiser, Hato & Schreiber, Florian, 2021. "Sometimes more, sometimes less: Prudence and the diversification of risky insurance coverage," European Journal of Operational Research, Elsevier, vol. 292(2), pages 770-783.
- Thomas Paulsson & Robert Sproule & Andreas Wagener, 2005. "The Demand For A Risky Asset: Signing, Jointly And Separately, The Effects Of Three Distributional Shifts," Metroeconomica, Wiley Blackwell, vol. 56(2), pages 221-232, May.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:buecrs:v:53:y:2001:i:1:p:61-72. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0307-3378 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.