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Proportional Risk Aversion and Saving Decisions Under Uncertainty

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  • Dionne, G.
  • Eeckhoudt, L.
  • Briys, E.

Abstract

Dans un Article Recent, Dionne et Eeckhoudt (1987) Ont Montre Que la Mesure Proportionnelle D'aversion au Risque (Definie Dans Leur Article de 1984) Est Utile Pour Etudier L'effet D'un Accroissement de Risque Sur L'offre de Travail. une des Conclusions Majeures Est Que L'effet de L'accroissement de Risque Depend de la Pente de la Courbe de Travail En Certitude. L'objet du Present Article Est D'etendre L'analyse aux Choix D'epargne En Incertitude.{Incertitude;Risque;Consommation;Epargne

Suggested Citation

  • 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.
  • Handle: RePEc:mtl:montde:8901
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    Cited by:

    1. Éric Langlais, 1995. "Aversion au risque et prudence : le cas d'un risque de taux d'intérêt," Revue Économique, Programme National Persée, vol. 46(4), pages 1099-1119.
    2. Tzeng, Larry Y. & Wang, Jen-Hung, 2004. "Increase in risk and saving behavior," Journal of Economics and Business, Elsevier, vol. 56(5), pages 405-414.
    3. 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.

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