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Precautionary saving in the presence of labor income and interest rate risks

  • Jingyuan Li

    ()

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File URL: http://hdl.handle.net/10.1007/s00712-011-0244-6
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Article provided by Springer in its journal Journal of Economics.

Volume (Year): 106 (2012)
Issue (Month): 3 (July)
Pages: 251-266

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Handle: RePEc:kap:jeczfn:v:106:y:2012:i:3:p:251-266
Contact details of provider: Web page: http://www.springerlink.com/link.asp?id=108909

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  1. Louis Eeckhoudt & Harris Schlesinger, 2005. "Putting Risk in its Proper Place," CESifo Working Paper Series 1462, CESifo Group Munich.
  2. Hahn, F H, 1970. "Savings and Uncertainty," Review of Economic Studies, Wiley Blackwell, vol. 37(1), pages 21-24, January.
  3. Dionne, G. & Eeckhoudt, L. & Briys, E., 1989. "Proportional Risk Aversion and Saving Decisions Under Uncertainty," Cahiers de recherche 8901, Universite de Montreal, Departement de sciences economiques.
  4. Louis Eeckhoudt & Harris Schlesinger, 2008. "Changes in Risk and the Demand for Saving," CESifo Working Paper Series 2388, CESifo Group Munich.
  5. Rothschild, Michael & Stiglitz, Joseph E., 1971. "Increasing risk II: Its economic consequences," Journal of Economic Theory, Elsevier, vol. 3(1), pages 66-84, March.
  6. Cary Deck & Harris Schlesinger, 2010. "Exploring Higher Order Risk Effects," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1403-1420.
  7. Sandmo, Agnar, 1970. "The Effect of Uncertainty on Saving Decisions," Review of Economic Studies, Wiley Blackwell, vol. 37(3), pages 353-60, July.
  8. Wenan Fei & Harris Schlesinger, 2008. "Precautionary Insurance Demand With State-Dependent Background Risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(1), pages 1-16.
  9. Christophe Courbage & Béatrice Rey, 2007. "Precautionary saving in the presence of other risks," Economic Theory, Springer, vol. 32(2), pages 417-424, August.
  10. Kais Dachraoui & Georges Dionne, 2007. "Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors," The European Journal of Finance, Taylor & Francis Journals, vol. 13(5), pages 397-404.
  11. Dreze, Jacques H. & Modigliani, Franco, 1972. "Consumption decisions under uncertainty," Journal of Economic Theory, Elsevier, vol. 5(3), pages 308-335, December.
  12. Levy, Haim & Paroush, Jacob, 1974. "Toward multivariate efficiency criteria," Journal of Economic Theory, Elsevier, vol. 7(2), pages 129-142, February.
  13. EECKHOUDT, Louis & ETNER, Johanna & SCHROYEN, Fred, . "The values of relative risk aversion and prudence: A context-free interpretation," CORE Discussion Papers RP -2162, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  14. 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, 04.
  15. EECKHOUDT, louis & REY, Béatrice & SCHLESINGER, Harris, . "A good sign for multivariate risk taking," CORE Discussion Papers RP -1900, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  16. Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc.
  17. DENUIT, Michel M. & EECKHOUDT, Louis & MENEGATTI, Mario, 2009. "Correlated risks, bivariate utility and optimal choices," CORE Discussion Papers 2009007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. Tesfatsion, Leigh, 1976. "Stochastic Dominance and the Maximization of Expected Utility," Review of Economic Studies, Wiley Blackwell, vol. 43(2), pages 301-15, June.
  19. Wang, Jianli & Li, Jingyuan, 2010. "Multiplicative risk apportionment," Mathematical Social Sciences, Elsevier, vol. 60(1), pages 79-81, July.
  20. White, Lucy, 2008. "Prudence in bargaining: The effect of uncertainty on bargaining outcomes," Games and Economic Behavior, Elsevier, vol. 62(1), pages 211-231, January.
  21. Mario Menegatti, 2009. "Optimal saving in the presence of two risks," Journal of Economics, Springer, vol. 96(3), pages 277-288, April.
  22. Franco Pellerey & Patrizia Semeraro, 2005. "A Note on the Portfolio Selection Problem," Theory and Decision, Springer, vol. 59(4), pages 295-306, December.
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