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Increasing Downside Risk

Citations

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Cited by:

  1. Dillenberger, David & Segal, Uzi, 2017. "Skewed noise," Journal of Economic Theory, Elsevier, vol. 169(C), pages 344-364.
  2. Han Bleichrodt & Christophe Courbage & Béatrice Rey, 2019. "The value of a statistical life under changes in ambiguity," Journal of Risk and Uncertainty, Springer, vol. 58(1), pages 1-15, February.
  3. Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
  4. Cary Deck & Harris Schlesinger, 2010. "Exploring Higher Order Risk Effects," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(4), pages 1403-1420.
  5. W. Chiu & Louis Eeckhoudt, 2010. "The effects of stochastic wages and non-labor income on labor supply: update and extensions," Journal of Economics, Springer, vol. 100(1), pages 69-83, May.
  6. Cerreia-Vioglio, Simone & Dillenberger, David & Ortoleva, Pietro, 2020. "An explicit representation for disappointment aversion and other betweenness preferences," Theoretical Economics, Econometric Society, vol. 15(4), November.
  7. Menezes, Carmen F. & Wang, X.Henry, 2005. "Increasing outer risk," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 875-886, November.
  8. Donald Meyer & Jack Meyer, 2011. "A Diamond-Stiglitz approach to the demand for self-protection," Journal of Risk and Uncertainty, Springer, vol. 42(1), pages 45-60, February.
  9. LaDue, Eddy L. & Allen, Sandra, 1993. "Regulatory, Efficiency, and Management Issues Affecting Rural Financial Markets," Staff Papers 121348, Cornell University, Department of Applied Economics and Management.
  10. Johannes G. Jaspersen & Richard Peter, 2017. "Experiential Learning, Competitive Selection, and Downside Risk: A New Perspective on Managerial Risk Taking," Organization Science, INFORMS, vol. 28(5), pages 915-930, October.
  11. repec:dau:papers:123456789/12392 is not listed on IDEAS
  12. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
  13. Pierre Chaigneau & Louis Eeckhoudt, 2020. "Downside risk-neutral probabilities," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 8(1), pages 65-77, April.
  14. Phuong Bui & David Crainich & Louis Eeckhoudt, 2005. "Allocating health care resources under risk: risk aversion and prudence matter," Health Economics, John Wiley & Sons, Ltd., vol. 14(10), pages 1073-1077, October.
  15. 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.
  16. Yichun Chi & Xun Yu Zhou & Sheng Chao Zhuang, 2020. "Variance Contracts," Papers 2008.07103, arXiv.org.
  17. Jingyuan Li & Georges Dionne, 2010. "A Theoretical Extension of the Consumption-based CAPM Model," Cahiers de recherche 1047, CIRPEE.
  18. Flores, Gabriela & O’Donnell, Owen, 2016. "Catastrophic medical expenditure risk," Journal of Health Economics, Elsevier, vol. 46(C), pages 1-15.
  19. Georges Dionne & Jingyuan Li & Cedric Okou, 2012. "An Extension of the Consumption-based CAPM Model," Cahiers de recherche 1214, CIRPEE.
  20. Wojciechowski, Jan & Ames, Glenn C.W. & Turner, Steven C. & Miller, Bill R., 2000. "Marketing Of Cotton Fiber In The Presence Of Yield And Price Risk," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(3), pages 1-9, December.
  21. Matthew D. Rablen, 2014. "Audit Probability versus Effectiveness: The Beckerian Approach Revisited," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 16(2), pages 322-342, April.
  22. Xavier Vollenweider & Salvatore Di Falco & Cathal O�Donoghue, 2011. "Risk preferences and voluntary agrienvironmental schemes: does risk aversion explain the uptake of the Rural Environment Protection Scheme?," GRI Working Papers 48, Grantham Research Institute on Climate Change and the Environment.
  23. Christian Gollier & James Hammitt & Nicolas Treich, 2013. "Risk and choice: A research saga," Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 129-145, October.
  24. repec:ebl:ecbull:v:4:y:2005:i:16:p:1-9 is not listed on IDEAS
  25. William Horrace, 2015. "Moments of the truncated normal distribution," Journal of Productivity Analysis, Springer, vol. 43(2), pages 133-138, April.
  26. Eeckhoudt, Louis & Schlesinger, Harris, 2008. "Changes in risk and the demand for saving," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1329-1336, October.
  27. Jean-Paul Chavas, 2009. "On the Productive Value of Biodiversity," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 42(1), pages 109-131, January.
  28. Thomas Eichner, 2013. "Increases in skewness and insurance," Economics Bulletin, AccessEcon, vol. 33(4), pages 2672-2681.
  29. Marie-Hélène Broihanne & Maxime Merli & Patrick Roger, 2016. "Diversification, gambling and market forces," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 129-157, July.
  30. Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
  31. Peter, Richard, 2017. "Optimal self-protection in two periods: On the role of endogenous saving," Journal of Economic Behavior & Organization, Elsevier, vol. 137(C), pages 19-36.
  32. Vlachos, Jonas, 2005. "Does Labour Market Risk Increase the Size of the Public Sector? Evidence from Swedish Municipalities," CEPR Discussion Papers 5091, C.E.P.R. Discussion Papers.
  33. Gayant, Jean-Pascal & Le Pape, Nicolas, 2017. "Increasing Nth degree inequality," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 185-189.
  34. Michel M. Denuit & Louis Eeckhoudt, 2010. "A General Index of Absolute Risk Attitude," Management Science, INFORMS, vol. 56(4), pages 712-715, April.
  35. Christophe Courbage & Beatrice Rey, 2016. "On ambiguity apportionment," Journal of Economics, Springer, vol. 118(3), pages 265-275, July.
  36. Catarina Roseta‐Palma & Yiğit Sağlam, 2019. "Downside risk in reservoir management," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 63(2), pages 328-353, April.
  37. Dionne, Georges & Li, Jingyuan, 2011. "The impact of prudence on optimal prevention revisited," Economics Letters, Elsevier, vol. 113(2), pages 147-149.
  38. James Hammitt & Tuba Tunçel, 2015. "Preferences for life-expectancy gains: Sooner or later?," Journal of Risk and Uncertainty, Springer, vol. 51(1), pages 79-101, August.
  39. De Donno, Marzia & Menegatti, Mario, 2022. "On the relationship between comparisons of risk aversion of different orders," Journal of Mathematical Economics, Elsevier, vol. 102(C).
  40. Boun My, Kene & Ouvrard, Benjamin, 2019. "Nudge and tax in an environmental public goods experiment: Does environmental sensitivity matter?," Resource and Energy Economics, Elsevier, vol. 55(C), pages 24-48.
  41. Michel Denuit & Louis Eeckhoudt, 2010. "Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities," Decision Analysis, INFORMS, vol. 7(3), pages 302-312, September.
  42. Harald W. Lang, 2016. "You Are Not Alone: Experimental Evidence on Risk Taking When Social Comparisons Matter," Working Papers tax-mpg-rps-2016-12, Max Planck Institute for Tax Law and Public Finance.
  43. repec:dau:papers:123456789/11094 is not listed on IDEAS
  44. Martina Bozzola & Melinda Smale & Salvatore Di Falco, 2016. "Climate, Shocks, Weather and Maize Intensification Decisions in Rural Kenya," FOODSECURE Working papers 39, LEI Wageningen UR.
  45. Linden McBride & Leah Bevis, 2019. "Working Paper 311 - Risk, Returns, and Welfare," Working Paper Series 2437, African Development Bank.
  46. Hangsuck Lee & Minha Lee & Jimin Hong, 2024. "Optimal insurance for repetitive natural disasters under moral hazard," Journal of Economics, Springer, vol. 143(3), pages 247-277, December.
  47. Jean-Daniel Guigou & Bruno Lovat & Nicolas Treich, 2017. "Risky rents," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(2), pages 151-164, October.
  48. Michael Hanemann & Susan Stratton Sayre & Larry Dale, 2016. "The downside risk of climate change in California’s Central Valley agricultural sector," Climatic Change, Springer, vol. 137(1), pages 15-27, July.
  49. Liu, Liqun & Wang, Jianli, 2017. "A note on the comparative statics approach to nth-degree risk aversion," Economics Letters, Elsevier, vol. 159(C), pages 116-118.
  50. Rolf Aaberge, 2009. "Ranking intersecting Lorenz curves," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 33(2), pages 235-259, August.
  51. Udo Broll & Peter Welzel & Kit Pong Wong, 2024. "Hedging and the regret theory of the firm," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 259-273, June.
  52. Louis Eeckhoudt & Liqun Liu & Jack Meyer, 2017. "Restricted increases in risk aversion and their application," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 64(1), pages 161-181, June.
  53. 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.
  54. Guillaume R. Fréchette & Andrew Schotter & Isabel Trevino, 2017. "Personality, Information Acquisition, And Choice Under Uncertainty: An Experimental Study," Economic Inquiry, Western Economic Association International, vol. 55(3), pages 1468-1488, July.
  55. Danau, Daniel, 2020. "Prudence and preference for flexibility gain," European Journal of Operational Research, Elsevier, vol. 287(2), pages 776-785.
  56. Heinzel Christoph & Richard Peter, 2021. "Precautionary motives with multiple instruments," Working Papers SMART 21-09, INRAE UMR SMART.
  57. Udo Ebert, 2005. "Measures of downside risk," Economics Bulletin, AccessEcon, vol. 4(16), pages 1-9.
  58. Dennis W. Jansen & Liqun Liu, 2022. "Portfolio choice in the model of expected utility with a safety-first component," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 187-207, June.
  59. Bostian, AJ A. & Heinzel, Christoph, 2024. "Precautionary saving under recursive preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 228(C).
  60. Almeida, Caio & Freire, Gustavo, 2022. "Pricing of index options in incomplete markets," Journal of Financial Economics, Elsevier, vol. 144(1), pages 174-205.
  61. De Sousa, José & Disdier, Anne-Célia & Gaigné, Carl, 2020. "Export decision under risk," European Economic Review, Elsevier, vol. 121(C).
  62. Richard Peter, 2021. "Who should exert more effort? Risk aversion, downside risk aversion and optimal prevention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(4), pages 1259-1281, June.
  63. Gollier, Christian, 2004. "The Consumption-Based Determinants of the Term Structure of Discount Rates," IDEI Working Papers 296, Institut d'Économie Industrielle (IDEI), Toulouse.
  64. Thomas Mayrhofer & Hendrik Schmitz, 2020. "Prudence and prevention - Empirical evidence," Working Papers CIE 134, Paderborn University, CIE Center for International Economics.
  65. Rosar, Frank, 2017. "Test design under voluntary participation," Games and Economic Behavior, Elsevier, vol. 104(C), pages 632-655.
  66. Marat Ibragimov & Rustam Ibragimov & Paul Kattuman & Jun Ma, 2018. "Income inequality and price elasticity of market demand: the case of crossing Lorenz curves," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 65(3), pages 729-750, May.
  67. Wong, Kit Pong, 2017. "Production and hedging under state-dependent preferences and background risk," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 527-534.
  68. Paulsson, Thomas & Sproule, Robert, 2002. "Stochastically dominating shifts and the competitive firm," European Journal of Operational Research, Elsevier, vol. 141(1), pages 107-112, August.
  69. Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2020. "Fractional Degree Stochastic Dominance," Management Science, INFORMS, vol. 66(10), pages 4630-4647, October.
  70. Matteo Benuzzi & Matteo Ploner, 2024. "Skewness-seeking behavior and financial investments," Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
  71. Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020. "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, vol. 185(C).
  72. David Crainich & Louis Eeckhoudt, 2008. "On the intensity of downside risk aversion," Journal of Risk and Uncertainty, Springer, vol. 36(3), pages 267-276, June.
  73. Denuit, Michel M. & Eeckhoudt, Louis & Schlesinger, Harris, 2013. "When Ross meets Bell: The linex utility function," Journal of Mathematical Economics, Elsevier, vol. 49(2), pages 177-182.
  74. Keenan, Donald C. & Snow, Arthur, 2022. "Reversibly greater downside risk aversion by a prudence-based measure," Economics Letters, Elsevier, vol. 210(C).
  75. Salvatore Falco & Marcella Veronesi, 2018. "Managing Environmental Risk in Presence of Climate Change: The Role of Adaptation in the Nile Basin of Ethiopia," Natural Resource Management and Policy, in: Leslie Lipper & Nancy McCarthy & David Zilberman & Solomon Asfaw & Giacomo Branca (ed.), Climate Smart Agriculture, pages 497-526, Springer.
  76. Liqun Liu & William S. Neilson, 2019. "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, vol. 65(8), pages 3824-3834, August.
  77. Apps, Patricia & Andrienko, Yuri & Rees, Ray, 2012. "Risk and Saving in Two-Person Households: More Scope for Precautionary Saving," IZA Discussion Papers 6824, Institute of Labor Economics (IZA).
  78. Truong Thi Thu Thuy & Jungmu Kim, 2018. "Sustainability Managed against Downside Risk and the Cost of Equity: Evidence in Korea," Sustainability, MDPI, vol. 10(11), pages 1-18, October.
  79. Gollier, Christian, 2019. "Variance stochastic orders," Journal of Mathematical Economics, Elsevier, vol. 80(C), pages 1-8.
  80. Ignacia Benitez & Claudio A. Bonilla & Marcos Vergara, 2024. "Hybrid entrepreneurship and risk," Small Business Economics, Springer, vol. 63(3), pages 1171-1196, October.
  81. Chiu, W. Henry, 2019. "Comparative statics in an ordinal theory of choice under risk," Mathematical Social Sciences, Elsevier, vol. 101(C), pages 113-123.
  82. Christoph Heinzel, 2016. "Precautionary Saving in the Large under Higher-Order Risk and Recursive Utility," FOODSECURE Working papers 43, LEI Wageningen UR.
  83. André Palma & Nathalie Picard & Laetitia Andrieu, 2012. "Risk in Transport Investments," Networks and Spatial Economics, Springer, vol. 12(2), pages 187-204, June.
  84. Alain Trannoy & Chantal Lugand, 1992. "L'évolution de l'inégalité des salaires due aux différences de qualification : une étude d'entreprises françaises, de 1976 à 1987," Économie et Prévision, Programme National Persée, vol. 102(1), pages 205-220.
  85. Holt, Matthew T., 1994. "Price-Band Stabilization Programs And Risk: An Application To The U.S. Corn Market," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 19(2), pages 1-16, December.
  86. X. H. Wang & Carmen Menezes, 2002. "The Precautionary Premium and the Risk-Downside Risk Tradeoff," Working Papers 0204, Department of Economics, University of Missouri, revised 16 May 2002.
  87. Peter, Richard & Hofmann, Annette, 2024. "Precautionary risk-reduction and saving decisions: Two sides of the same coin?," Insurance: Mathematics and Economics, Elsevier, vol. 118(C), pages 175-194.
  88. Indranil Dutta & James Foster & Ajit Mishra, 2011. "On measuring vulnerability to poverty," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 37(4), pages 743-761, October.
  89. Liu, Liqun, 2014. "Precautionary saving in the large: nth degree deteriorations in future income," Journal of Mathematical Economics, Elsevier, vol. 52(C), pages 169-172.
  90. Olivier Gossner & Jakub Steiner, 2016. "Optimal Illusion of Control and Related Perception Biases," CERGE-EI Working Papers wp571, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  91. Kanniainen, Vesa, 2000. "Empire building by corporate managers:: the corporation as a savings instrument," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 127-142, January.
  92. Michel Denuit & Louis Eeckhoudt & Béatrice Rey, 2010. "Some consequences of correlation aversion in decision science," Annals of Operations Research, Springer, vol. 176(1), pages 259-269, April.
  93. 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.
  94. Bredin, Don & Conlon, Thomas & Potì, Valerio, 2017. "The price of shelter - Downside risk reduction with precious metals," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 48-58.
  95. Claudio Zoli, 2002. "Inverse stochastic dominance, inequality measurement and Gini indices," Journal of Economics, Springer, vol. 9(1), pages 119-161, December.
  96. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2017. "Stochastic Dominance Analysis Without the Independence Axiom," Management Science, INFORMS, vol. 63(4), pages 1097-1109, April.
  97. Marzia Donno & Marco Magnani & Mario Menegatti, 2020. "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 43(1), pages 251-267, June.
  98. Denuit, Michel & Liu, Liqun & Meyer, Jack, 2014. "A separation theorem for the weak s-convex orders," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 279-284.
  99. Yan Sun, 2025. "Evaluating the Effectiveness of Weather Index Insurance: Empirical Assessment Framework and Policy Recommendations for Fair Premium Subsidies," Empirical Economics, Springer, vol. 69(1), pages 263-298, July.
  100. Courbage, Christophe & Rey, Béatrice, 2012. "Optimal prevention and other risks in a two-period model," Mathematical Social Sciences, Elsevier, vol. 63(3), pages 213-217.
  101. Francis Liu & Natalie Packham & Meng-Jou Lu & Wolfgang Karl Härdle, 2023. "Hedging cryptos with Bitcoin futures," Quantitative Finance, Taylor & Francis Journals, vol. 23(5), pages 819-841, May.
  102. Bertil Tungodden, 2005. "Poverty measurement: the critical comparison value," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 25(1), pages 75-84, October.
  103. Keenan, Donald C. & Snow, Arthur, 2017. "Greater parametric downside risk aversion," Journal of Mathematical Economics, Elsevier, vol. 71(C), pages 119-128.
  104. Donatella Baiardi & Mario Menegatti, 2011. "Pigouvian tax, abatement policies and uncertainty on the environment," Journal of Economics, Springer, vol. 103(3), pages 221-251, July.
  105. Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
  106. Christophe Courbage & Béatrice Rey, 2016. "Decision Thresholds and Changes in Risk for Preventive Treatment," Health Economics, John Wiley & Sons, Ltd., vol. 25(1), pages 111-124, January.
  107. Palwishah, Rana & Kashif, Muhammad & Rehman, Mobeen Ur & Al-Faryan, Mamdouh Abdulaziz Saleh, 2024. "Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 91(C).
  108. James K. Hammitt, 2023. "Downside risk aversion vs decreasing absolute risk aversion: an intuitive exposition," Theory and Decision, Springer, vol. 95(1), pages 1-10, July.
  109. Marie‐Cécile Fagart & Claude Fluet, 2009. "Liability insurance under the negligence rule," RAND Journal of Economics, RAND Corporation, vol. 40(3), pages 486-508, September.
  110. Zimmerman, Frederick J. & Carter, Michael R., 2003. "Asset smoothing, consumption smoothing and the reproduction of inequality under risk and subsistence constraints," Journal of Development Economics, Elsevier, vol. 71(2), pages 233-260, August.
  111. Huang, Wei & Liu, Qianqiu & Ghon Rhee, S. & Wu, Feng, 2012. "Extreme downside risk and expected stock returns," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1492-1502.
  112. Hurley, Terrance M., "undated". "A review of agricultural production risk in the developing world," Working Papers 188476, HarvestChoice.
  113. Gollier, Christian, 2021. "A general theory of risk apportionment," Journal of Economic Theory, Elsevier, vol. 192(C).
  114. Pokharel, Krisha Prasad & Featherstone, Allen M. & Archer, David W., . "Estimating Economic Efficiency Under Risk For Agricultural Cooperatives," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 7(2).
  115. Sauer, J., . "Natural disasters and agriculture: individual risk preferences towards flooding," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 47.
  116. Ebert, Sebastian & Wiesen, Daniel, 2009. "An experimental methodology testing for prudence and third-order preferences," Bonn Econ Discussion Papers 21/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
  117. Eeckhoudt, Louis & Schlesinger, Harris & Tsetlin, Ilia, 2009. "Apportioning of risks via stochastic dominance," Journal of Economic Theory, Elsevier, vol. 144(3), pages 994-1003, May.
  118. Aristidou, Andreas & Giga, Aleksandar & Lee, Suk & Zapatero, Fernando, 2025. "Aspirational utility and investment behavior," Journal of Financial Economics, Elsevier, vol. 163(C).
  119. Bozzola, Martina & DiFalco, Salvatore & Finger, Robert, "undated". "Time variant risk preferences in agriculture: evidences from Italy," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258365, Agricultural and Applied Economics Association.
  120. Markus Dertwinkel-Kalt & Mats Köster, 2020. "Salience and Skewness Preferences [Risk-neutral Firms can Extract Unbounded Profits from Consumers with Prospect Theory Preferences]," Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2057-2107.
  121. Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
  122. Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
  123. Antoine Bommier & François Le Grand, 2019. "Risk Aversion and Precautionary Savings in Dynamic Settings," Management Science, INFORMS, vol. 65(3), pages 1386-1397, March.
  124. Lando, Tommaso & Bertoli-Barsotti, Lucio, 2020. "Distorted stochastic dominance: A generalized family of stochastic orders," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 132-139.
  125. AJ A. Bostian & Christoph Heinzel, 2018. "Comparative precautionary saving under higher-order risk and recursive utility," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 95-114, May.
  126. Post, Thierry, 2016. "Standard Stochastic Dominance," European Journal of Operational Research, Elsevier, vol. 248(3), pages 1009-1020.
  127. Ilia Tsetlin & Robert L. Winkler & Rachel J. Huang & Larry Y. Tzeng, 2015. "Generalized Almost Stochastic Dominance," Operations Research, INFORMS, vol. 63(2), pages 363-377, April.
  128. Paan Jindapon & Liqun Liu & William S. Neilson, 2021. "Comparative risk apportionment," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 9(1), pages 91-112, April.
  129. Patrick Roger, 2011. "Mixed risk aversion and preference for risk disaggregation: a story of moments," Theory and Decision, Springer, vol. 70(1), pages 27-44, January.
  130. Charlene C Wu & Peter Bossaerts & Brian Knutson, 2011. "The Affective Impact of Financial Skewness on Neural Activity and Choice," PLOS ONE, Public Library of Science, vol. 6(2), pages 1-7, February.
  131. Xavier Vollenweider, 2014. "A simple framework for the estimation of climate exposure," GRI Working Papers 158, Grantham Research Institute on Climate Change and the Environment.
  132. Eeckhoudt, Louis & Gollier, Christian & Schneider, Thierry, 1995. "Risk-aversion, prudence and temperance: A unified approach," Economics Letters, Elsevier, vol. 48(3-4), pages 331-336, June.
  133. Nocetti, Diego & Smith, William T., 2015. "Changes in risk and strategic interaction," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 37-46.
  134. Bonilla, Claudio A. & Vergara, Marcos, 2013. "Credit rationing or entrepreneurial risk aversion? A comment," Economics Letters, Elsevier, vol. 120(2), pages 329-331.
  135. Modica, Salvatore & Scarsini, Marco, 2005. "A note on comparative downside risk aversion," Journal of Economic Theory, Elsevier, vol. 122(2), pages 267-271, June.
  136. Ekici, Emrah & Ruseva, Marina Y., 2022. "Do stock options and stock awards provide managers different incentives for corporate disclosure?," Advances in accounting, Elsevier, vol. 59(C).
  137. Michel Denuit & Béatrice Rey, 2014. "Benchmark values for higher order coefficients of relative risk aversion," Theory and Decision, Springer, vol. 76(1), pages 81-94, January.
  138. Michèle Cohen, 2008. "Risk Perception, Risk Attitude and Decision : a Rank-Dependent Approach," Post-Print halshs-00348810, HAL.
  139. Jian Yang & Yinggang Zhou & Zijun Wang, 2010. "Conditional Coskewness in Stock and Bond Markets: Time-Series Evidence," Management Science, INFORMS, vol. 56(11), pages 2031-2049, November.
  140. Richard Peter, 2024. "The economics of self-protection," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 49(1), pages 6-35, March.
  141. Georgalos, Konstantinos & Paya, Ivan & Peel, David, 2024. "The Kőszegi–Rabin expectations-based model and risk-apportionment tasks for elicitation of higher order risk preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 749-770.
  142. Ziv Bar-Shira, 1992. "Nonparametric Test of the Expected Utility Hypothesis," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 74(3), pages 523-533.
  143. Mucahit Aygun & Roger J. A. Laeven & Mitja Stadje, 2025. "Higher-Order Ambiguity Attitudes," Papers 2501.13143, arXiv.org.
  144. W. Chiu, 2007. "Intersecting Lorenz Curves, the Degree of Downside Inequality Aversion, and Tax Reforms," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 28(3), pages 375-399, April.
  145. Menegatti, Mario, 2014. "New results on the relationship among risk aversion, prudence and temperance," European Journal of Operational Research, Elsevier, vol. 232(3), pages 613-617.
  146. Chiu, Leslie J. Verteramo, 2013. "Risk Rationing and Jump Utility," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150589, Agricultural and Applied Economics Association.
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