The Morality of Risk Modeling
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Johan J. Graafland, 2008.
"Christian Perspectives on the Market,"
Zeitschrift für Wirtschafts- und Unternehmensethik - Journal for Business, Economics & Ethics, Rainer Hampp Verlag, vol. 9(1), pages 41-57.
- Johan J. Graafland, 2008. "Christian Perspectives on the Market," Zeitschrift für Wirtschafts- und Unternehmensethik - Journal for Business, Economics & Ethics, Nomos Verlagsgesellschaft mbH & Co. KG, vol. 9(1), pages 41-57.
- Doherty, Neil A & Schlesinger, Harris, 1983. "Optimal Insurance in Incomplete Markets," Journal of Political Economy, University of Chicago Press, vol. 91(6), pages 1045-1054, December.
- Jan Tullberg, 2009. "Moral Compliance and the Concealed Charm of Prudence," Journal of Business Ethics, Springer, vol. 89(4), pages 599-612, November.
- Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006. "Multiplicative Background Risk," Management Science, INFORMS, vol. 52(1), pages 146-153, January.
- Kaldor, Nicholas, 1972. "The Irrelevance of Equilibrium Economics," Economic Journal, Royal Economic Society, vol. 82(328), pages 1237-1255, December.
- Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011.
"Risk taking with additive and multiplicative background risks,"
Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
- Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2011. "Risk Taking with Additive and Multiplicative Background Risks," Working Paper Series of the Department of Economics, University of Konstanz 2011-25, Department of Economics, University of Konstanz.
- Scharfstein, David S & Stein, Jeremy C, 1990. "Herd Behavior and Investment," American Economic Review, American Economic Association, vol. 80(3), pages 465-479, June.
- Csoka, Peter & Herings, P. Jean-Jacques & Koczy, Laszlo A., 2007.
"Coherent measures of risk from a general equilibrium perspective,"
Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2517-2534, August.
- Csóka, P. & Herings, P.J.J. & Kóczy, L.Á., 2006. "Coherent measures of risk from a general equilibrium perspective," Research Memorandum 016, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Merton H. Miller & Franco Modigliani, 1961. "Dividend Policy, Growth, and the Valuation of Shares," The Journal of Business, University of Chicago Press, vol. 34, pages 411-411.
- Glenn W. Boyle & Graeme A. Guthrie, 2003. "Investment, Uncertainty, and Liquidity," Journal of Finance, American Finance Association, vol. 58(5), pages 2143-2166, October.
- Parkinson, Michael, 1980. "The Extreme Value Method for Estimating the Variance of the Rate of Return," The Journal of Business, University of Chicago Press, vol. 53(1), pages 61-65, January.
- Ilia Tsetlin & Robert L. Winkler, 2005. "Risky Choices and Correlated Background Risk," Management Science, INFORMS, vol. 51(9), pages 1336-1345, September.
- Daniel Nyberg, 2008. "The Morality of Everyday Activities: Not the Right, But the Good Thing To Do," Journal of Business Ethics, Springer, vol. 81(3), pages 587-598, September.
- Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
- Metcalf, Gilbert E. & Hassett, Kevin A., 1995.
"Investment under alternative return assumptions Comparing random walks and mean reversion,"
Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1471-1488, November.
- Gilbert E. Metcalf & Kevin A. Hassett, 1995. "Investment Under Alternative Return Assumptions: Comparing Random Walks and Mean Reversion," NBER Technical Working Papers 0175, National Bureau of Economic Research, Inc.
- Louis Eeckhoudt & Christian Gollier, 2005. "The impact of prudence on optimal prevention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 989-994, November.
- Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
- Sven Helin & Johan SandstrÃ¶m, 2007. "An Inquiry into the Study of Corporate Codes of Ethics," Journal of Business Ethics, Springer, vol. 75(3), pages 253-271, October.
- Nicos A. Scordis & James Barrese & Ping Wang, 2008. "The Impact of Cash Flow Volatility on Systematic Risk," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 31(1), pages 43-71.
- Murat Isik, 2006. "Implications of alternative stochastic processes for investment in agricultural technologies," Applied Economics Letters, Taylor & Francis Journals, vol. 13(1), pages 21-27.
- Rockafellar, R. Tyrrell & Uryasev, Stanislav, 2002. "Conditional value-at-risk for general loss distributions," Journal of Banking & Finance, Elsevier, vol. 26(7), pages 1443-1471, July.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Nicos A. Scordis & Yoshihiko Suzawa & Astrid Zwick & Lucia Ruckner, 2014. "Principles for Sustainable Insurance: Risk Management and Value," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 17(2), pages 265-276, September.
More about this item
KeywordsPrudence; Risk modeling; Insurance firms; Ethical behavior;
StatisticsAccess and download statistics
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:kap:jbuset:v:103:y:2011:i:1:p:7-16. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Springer Nature Abstracting and Indexing). General contact details of provider: http://www.springer.com .
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.
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.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.