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Citations for "Increasing Downside Risk"

by Menezes, C & Geiss, C & Tressler, J

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  1. Peter Lambert, 2008. "Tony Atkinson's 1973 manuscript “More on the measurement of inequality”," Journal of Economic Inequality, Springer, vol. 6(3), pages 275-276, September.
  2. repec:ebl:ecbull:v:4:y:2005:i:6:p:1-8 is not listed on IDEAS
  3. 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.
  4. Chiu, Leslie J. Verteramo & Turvey, Calum G., 2013. "A Risk Rationing Model," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150628, Agricultural and Applied Economics Association.
  5. CRAINICH, David & EECKHOUDT, Louis, 2007. "On the intensity of downside risk aversion," CORE Discussion Papers 2007088, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  6. 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.
  7. Chiu, W.Henry, 2005. "Degree of downside risk aversion and self-protection," Insurance: Mathematics and Economics, Elsevier, vol. 36(1), pages 93-101, February.
  8. W.H. Chiu & L. Eeckhoudt, 2010. "The effects of stochastic wages and non-labor income on labor supply: update and extensions," Post-Print halshs-00485771, HAL.
  9. Paan Jindapon & Christopher Whaley, 2015. "Risk lovers and the rent over-investment puzzle," Public Choice, Springer, vol. 164(1), pages 87-101, July.
  10. 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.
  11. Di Falco, Salvatore & Veronesi, Marcella, 2011. "On Adaptation To Climate Change And Risk Exposure In The Nile Basin Of Ethiopia," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115549, European Association of Agricultural Economists.
  12. David Crainich & Louis Eeckhoudt & James Hammitt, 2015. "The value of risk reduction: new tools for an old problem," Theory and Decision, Springer, vol. 79(3), pages 403-413, November.
  13. Flores, Gabriela & O’Donnell, Owen, 2016. "Catastrophic medical expenditure risk," Journal of Health Economics, Elsevier, vol. 46(C), pages 1-15.
  14. 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.
  15. repec:dau:papers:123456789/12392 is not listed on IDEAS
  16. Thomas Eichner, 2013. "Increases in skewness and insurance," Economics Bulletin, AccessEcon, vol. 33(4), pages 2672-2681.
  17. 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.
  18. Marie-Cécile Fagart & Bernard Sinclair-Desgagné, 2007. "Ranking Contingent Monitoring Systems," Management Science, INFORMS, vol. 53(9), pages 1501-1509, September.
  19. Jean-Paul Chavas, 2009. "On the Productive Value of Biodiversity," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 42(1), pages 109-131, January.
  20. Chavas, Jean-Paul, 2013. "On the microeconomics of food and malnutrition under endogenous discounting," European Economic Review, Elsevier, vol. 59(C), pages 80-96.
  21. Le Breton, Michel & Peluso, Eugenio, 2006. "Third-Degree Stochastic Dominance and the von-Neumann-Morgenstern Independence Property," IDEI Working Papers 421, Institut d'Économie Industrielle (IDEI), Toulouse.
  22. Denuit, Michel M. & Eeckhoudt, Louis, 2010. "Stronger measures of higher-order risk attitudes," Journal of Economic Theory, Elsevier, vol. 145(5), pages 2027-2036, September.
  23. Simone Cerreia Vioglio & Fabio Maccheroni & Massimo Marinacci, 2015. "Stochastic Dominance Analysis without the Independence Axiom," Working Papers 549, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  24. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes," Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 199-224, October.
  25. Louis Eeckhoudt & Harris Schlesinger, 2006. "Putting Risk in Its Proper Place," American Economic Review, American Economic Association, vol. 96(1), pages 280-289, March.
  26. Chavas, Jean-Paul & Shi, Guanming, 2015. "An Economic Analysis of Risk, Management, and Agricultural Technology," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 40(1), January.
  27. Laurie Bréban & André Lapidus, 2013. "Adam Smith on lotteries: an interpretation and formal restatement," Working Papers hal-00914222, HAL.
  28. Xavier Vollenweider & Salvatore Di Falco & Cathal O’Donoghue, 2011. "Risk preferences and voluntary agri-environmental schemes: does risk aversion explain the uptake of the Rural Environment Protection Scheme?," LSE Research Online Documents on Economics 37585, London School of Economics and Political Science, LSE Library.
  29. L. Eeckhoudt & H. Schlesinger, 2008. "Changes in risk and the demand for saving," Post-Print hal-00326101, HAL.
  30. Cary Deck & Harris Schlesinger, 2010. "Exploring Higher Order Risk Effects," Review of Economic Studies, Oxford University Press, vol. 77(4), pages 1403-1420.
  31. Elie Appelbaum & Parantap Basu, 2002. "Estimation of the Saving Function without Expected Utility," Working Papers 2002_13, York University, Department of Economics.
  32. Liqun Liu & Jack Meyer, 2013. "Normalized measures of concavity and Ross’s strongly more risk averse order," Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 185-198, October.
  33. Michael Livingston & Ashok Mishra, 2013. "Risk attitudes and premiums of U.S. corn and soybean producers: an empirical investigation," Empirical Economics, Springer, vol. 44(3), pages 1337-1351, June.
  34. 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.
  35. Sauer, Johannes, 2011. "Natural Disasters and Agriculture: Individual Risk Preference towards Flooding," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115989, European Association of Agricultural Economists.
  36. 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.
  37. Snow, Arthur & Warren, Ronald Jr., 2005. "Tax evasion under random audits with uncertain detection," Economics Letters, Elsevier, vol. 88(1), pages 97-100, July.
  38. 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.
  39. Chen, Kevin Z. & D. Meilke, Karl & Turvey, Calum, 1999. "Income risk and farm consumption behavior," Agricultural Economics, Blackwell, vol. 20(2), pages 173-183, March.
  40. Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015. "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, vol. 78(2), pages 189-208, February.
  41. 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.
  42. André De Palma & Nathalie Picard & Laetitia Andrieu, 2012. "Risk in Transport Investments," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00719698, HAL.
  43. Marie-Cécile Fagart & Claude Fluet, 2007. "Liability Insurance under the Negligence Rule," Cahiers de recherche 0730, CIRPEE.
  44. 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, Cambridge University Press, vol. 32(03), pages 521-529, December.
  45. 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.
  46. 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.
  47. Hurley, Terrance M., 2010. "A review of agricultural production risk in the developing world," Working Papers 188476, HarvestChoice.
  48. DENUIT, Michel M. & EECKHOUDT, Louis, . "A general index of absolute risk attitude," CORE Discussion Papers RP 2210, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  49. Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
  50. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART - LERECO 14-01, INRA UMR SMART.
  51. Xu, Guo & Wing-Keung, Wong & Lixing, Zhu, 2013. "Almost Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 51744, University Library of Munich, Germany.
  52. Udo Ebert, 2005. "Measures of downside risk," Economics Bulletin, AccessEcon, vol. 4(16), pages 1-9.
  53. Jindapon, Paan, 2013. "Do risk lovers invest in self-protection?," Economics Letters, Elsevier, vol. 121(2), pages 290-293.
  54. Bozzola, Martina, 2014. "Adaptation to Climate Change: Farmers' Risk Preferences and the Role of Irrigation," 2014 International Congress, August 26-29, 2014, Ljubljana, Slovenia 182771, European Association of Agricultural Economists.
  55. Bar-Shira, Ziv, 1990. "A Non Parametric Test of the Expected Utility Hypothesis," Working Papers 232671, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
  56. 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.
  57. Michel Denuit & Liqun Liu, 2014. "Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance," Theory and Decision, Springer, vol. 76(2), pages 287-295, February.
  58. Bernard Sinclair-Desgagné & Marie-Cécile Fagart, 2004. "Auditing policies and information," Econometric Society 2004 North American Winter Meetings 86, Econometric Society.
  59. Liqun Liu & Andrew Rettenmaier & Thomas Saving, 2009. "Conditional payments and self-protection," Journal of Risk and Uncertainty, Springer, vol. 38(2), pages 159-172, April.
  60. Bozzola, Martina & Smale, Melinda & Di Falco, Salvatore, 2016. "Climate, Shocks, Weather and Maize Intensification Decisions in Rural Kenya," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235601, Agricultural and Applied Economics Association.
  61. Zimmerman, Frederick J., 2000. "Barriers to Participation of the Poor in South Africa's Land Redistribution," World Development, Elsevier, vol. 28(8), pages 1439-1460, August.
  62. Keenan, Donald C. & Snow, Arthur, 2009. "Greater downside risk aversion in the large," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1092-1101, May.
  63. 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.
  64. Liu, Liqun & Meyer, Jack, 2013. "Substituting one risk increase for another: A method for measuring risk aversion," Journal of Economic Theory, Elsevier, vol. 148(6), pages 2706-2718.
  65. EECKHOUDT, Louis & Christian GOLLIER & Thierry SCHNEIDER, 1994. "Risk Aversion, Prudence and Temperance : A Unified Approach," Working Papers 006, Risk and Insurance Archive.
  66. Kim, Kwansoo & Chavas, Jean-Paul & Barham, Bradford L. & Foltz, Jeremy D., 2012. "Rice, Irrigation and Downside Risk: A Quantile Analysis of Risk Exposure and Mitigation on Korean Farms," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124814, Agricultural and Applied Economics Association.
  67. 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.
  68. 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.
  69. Modica, Salvatore & Scarsini, Marco, 2005. "A note on comparative downside risk aversion," Journal of Economic Theory, Elsevier, vol. 122(2), pages 267-271, June.
  70. AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.
  71. Frederic Zimmerman & MICHAEL R. CARTER, . "Asset Smoothing, Consumption Smoothing and the Reproduction for Inequality under Risk and Subsistence Constraints," Wisconsin-Madison Agricultural and Applied Economics Staff Papers 402, Wisconsin-Madison Agricultural and Applied Economics Department.
  72. Post, Thierry, 2016. "Standard Stochastic Dominance," European Journal of Operational Research, Elsevier, vol. 248(3), pages 1009-1020.
  73. Eeckhoudt, Louis & Fiori, Anna Maria & Rosazza Gianin, Emanuela, 2016. "Loss-averse preferences and portfolio choices: An extension," European Journal of Operational Research, Elsevier, vol. 249(1), pages 224-230.
  74. Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
  75. Yoshitaka Sakagami, 2016. "A note on fourth-order risk aversion," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 105-111, April.
  76. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.
  77. Christophe Courbage & Beatrice Rey, 2016. "On ambiguity apportionment," Journal of Economics, Springer, vol. 118(3), pages 265-275, July.
  78. Nocetti, Diego & Smith, William T., 2015. "Changes in risk and strategic interaction," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 37-46.
  79. repec:hal:journl:halshs-00348810 is not listed on IDEAS
  80. 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.
  81. David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2013. "Decreasing Downside Risk Aversion and Background Risk," Working Papers 2013-ECO-21, IESEG School of Management.
  82. Di Falco, Salvatore & Veronesi, Marcella, 2012. "Managing Environmental Risk in Presence of Climate Change: The Role of Adaptation in the Nile basin of Ethiopia," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 134775, Agricultural Economics Society.
  83. William Horrace, 2015. "Moments of the truncated normal distribution," Journal of Productivity Analysis, Springer, vol. 43(2), pages 133-138, April.
  84. Benoît Sévi & Fabrice Yafil, 2005. "A special case of self-protection: The choice of a lawyer," Economics Bulletin, AccessEcon, vol. 4(6), pages 1-8.
  85. Christoph Heinzel, 2016. "Precautionary Saving in the Large under Higher-Order Risk and Recursive Utility," FOODSECURE Working papers 43, LEI Wageningen UR.
  86. Rolf Aaberge, 2003. "Mean-Spread-Preserving Transformations," Discussion Papers 360, Statistics Norway, Research Department.
  87. X. Henry Wang & Carmen F. Menezes, 2004. "Increasing Outer Risk," Working Papers 0413, Department of Economics, University of Missouri, revised 23 Dec 2004.
  88. Soosung Hwang & Christian Pedersen, 2002. "On Empirical Risk Measurement with Asymmetric Returns Data," Working Papers wp02-03, Warwick Business School, Finance Group.
  89. Patricia Apps & Yuri Andrienko & Ray Rees, 2012. "Risk and Saving in Two-Person Households: More Scope for Precautionary Saving," CEPR Discussion Papers 674, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  90. Sanglestsawai, Santi & Rejesus, Roderick M. & Yorobe, Jose M., Jr., 2012. "Production Risk, Farmer Welfare, and Bt Corn in the Philippines," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124237, Agricultural and Applied Economics Association.
  91. Huang, Yi-Chieh & Tzeng, Larry Y. & Zhao, Lin, 2015. "Comparative ambiguity aversion and downside ambiguity aversion," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 257-269.
  92. DENUIT, Michel M. & EECKHOUDT, Louis, . "Improving your chances: a new result," CORE Discussion Papers RP 2515, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  93. Christophe Courbage & Béatrice Rey-Fournier, 2015. "On ambiguity apportionment," Working Papers halshs-01223230, HAL.
  94. 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.
  95. Kuznar, Lawrence A. & Frederick, William G., 2003. "Environmental constraints and sigmoid utility: implications for value, risk sensitivity, and social status," Ecological Economics, Elsevier, vol. 46(2), pages 293-306, September.
  96. 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.
  97. D. Crainich & L. Eeckhoudt & A. Trannoy, 2013. "Even (mixed) risk-lovers are prudent," Post-Print hal-00847645, HAL.
  98. Rick Harbaugh, 2005. "Prospect Theory or Skill Signaling?," Working Papers 2005-06, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
  99. Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
  100. James E. Foster & Indranil Dutta & Ajit Mishra, 2010. "On Measuring Vulnerability to Poverty," Working Papers 2010-13, The George Washington University, Institute for International Economic Policy.
  101. 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.
  102. Georges Dionne & Jingyuan Li & Cedric Okou, 2012. "An Extension of the Consumption-based CAPM Model," Cahiers de recherche 1214, CIRPEE.
  103. Christophe Courbage & Béatrice Rey, 2015. "On ambiguity apportionment," Working Papers 1527, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  104. Jokung, Octave, 2013. "Monotonicity of asset price toward higher changes in risk," Economics Letters, Elsevier, vol. 118(1), pages 195-198.
  105. 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.
  106. Jindapon, Paan, 2010. "Prudence probability premium," Economics Letters, Elsevier, vol. 109(1), pages 34-37, October.
  107. P. Bui & D. Crainich & L. Eeckhoudt, 2005. "Allocating health care resources under risk: risk aversion and prudence matter," Post-Print hal-00199700, HAL.
  108. Rick Harbaugh, 2002. "Skill Signaling, Prospect Theory, and Regret Theory," Claremont Colleges Working Papers 2002-03, Claremont Colleges.
  109. 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.
  110. Gollier, Christian, 2004. "The Consumption-Based Determinants of the Term Structure of Discount Rates," IDEI Working Papers 296, Institut d'Économie Industrielle (IDEI), Toulouse.
  111. Bernard Sinclair-Desgagné & Sandrine Spaeter, 2016. "Incentive Contracts and Downside Risk Sharing," Working Papers of BETA 2016-22, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  112. Marie-Cécile Fagart & Bernard Sinclair-Desgagné, 2002. "Auditing Policies and Information Systems in Principal-Agent Analysis," CIRANO Working Papers 2002s-18, CIRANO.
  113. Unser, Matthias, 2000. "Lower partial moments as measures of perceived risk: An experimental study," Journal of Economic Psychology, Elsevier, vol. 21(3), pages 253-280, June.
  114. Edoardo Di Porto, 2009. "Audit, tax compliance and undeclared work: an empirical analysis," LABORatorio R. Revelli Working Papers Series 94, LABORatorio R. Revelli, Centre for Employment Studies.
  115. repec:ebl:ecbull:v:4:y:2005:i:16:p:1-9 is not listed on IDEAS
  116. Coes, Donald V., 2008. "Income distribution trends in Brazil and China: Evaluating absolute and relative economic growth," The Quarterly Review of Economics and Finance, Elsevier, vol. 48(2), pages 359-369, May.
  117. Claudio Zoli, 2002. "Inverse stochastic dominance, inequality measurement and Gini indices," Journal of Economics, Springer, vol. 9(1), pages 119-161, December.
  118. 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.
  119. 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.
  120. Villano, Renato A. & O'Donnell, Christopher J. & Battese, George E., 2005. "An Investigation of Production Risk, Risk Preferences and Technical Efficiency: Evidence From Rainfed Lowland Rice Farms in the Philippines," Working Papers 12953, University of New England, School of Economics.
  121. Donald Keenan & Arthur Snow, 2012. "The Schwarzian derivative as a ranking of downside risk aversion," Journal of Risk and Uncertainty, Springer, vol. 44(2), pages 149-160, April.
  122. Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
  123. 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.
  124. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
  125. Thorlund-Petersen, Lars, 2001. "Third-degree stochastic dominance and axioms for a convex marginal utility function," Mathematical Social Sciences, Elsevier, vol. 41(2), pages 167-199, March.
  126. Niu, Cuizhen & Guo, Xu & Wang, Tao & Xu, Peirong, 2014. "Regret theory and the competitive firm: A comment," Economic Modelling, Elsevier, vol. 41(C), pages 312-315.
  127. Bonilla, Claudio A. & Vergara, Marcos, 2013. "Credit rationing or entrepreneurial risk aversion? A comment," Economics Letters, Elsevier, vol. 120(2), pages 329-331.
  128. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "On Multivariate Prudence," Post-Print halshs-00635558, HAL.
  129. Eichner, Thomas & Wagener, Andreas, 2011. "Increases in skewness and three-moment preferences," Mathematical Social Sciences, Elsevier, vol. 61(2), pages 109-113, March.
  130. Li, Jingyuan, 2009. "Comparative higher-degree Ross risk aversion," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 333-336, December.
  131. Di Falco, Salvatore & Veronesi, Marcella, 2012. "Managing Environmental Risk In Presence Of Climate Change: Evidence From Ethiopia," 126th Seminar, June 27-29, 2012, Capri, Italy 126010, European Association of Agricultural Economists.
  132. Sebastian Ebert & Daniel Wiesen, 2014. "Joint measurement of risk aversion, prudence, and temperance," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
  133. 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.
  134. Liqun Liu & Jack Meyer, 2012. "Decreasing absolute risk aversion, prudence and increased downside risk aversion," Journal of Risk and Uncertainty, Springer, vol. 44(3), pages 243-260, June.
  135. Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February.
  136. Bar-Shira, Ziv, 1990. "A Non Parametric Test of the Expected Utility Hypothesis," Working Papers 232671, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
  137. Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
  138. Sebastian Ebert & Daniel Wiesen, 2009. "An experimental methodology testing for prudence and third-order preferences," Bonn Econ Discussion Papers bgse21_2009, University of Bonn, Germany.
  139. 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.
  140. Martina Bozzola & Melinda Smale & Salvatore Di Falco, 2016. "Climate, Shocks, Weather and Maize Intensification Decisions in Rural Kenya," CIES Research Paper series 40-2016, Centre for International Environmental Studies, The Graduate Institute.
  141. Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
  142. Luís Santos-Pinto, 2009. "Asymmetries in Information Processing in a Decision Theory Framework," Theory and Decision, Springer, vol. 66(4), pages 317-343, April.
  143. Keenan, Donald C. & Snow, Arthur, 2010. "Greater prudence and greater downside risk aversion," Journal of Economic Theory, Elsevier, vol. 145(5), pages 2018-2026, September.
  144. repec:dau:papers:123456789/11094 is not listed on IDEAS
  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. Donald Meyer & Jack Meyer, 2010. "Excluded losses and the demand for insurance," Journal of Risk and Uncertainty, Springer, vol. 41(1), pages 1-18, August.
  147. W. Henry Chiu, 2005. "Skewness Preference, Risk Aversion, and the Precedence Relations on Stochastic Changes," Management Science, INFORMS, vol. 51(12), pages 1816-1828, December.
  148. 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(02), December.
  149. Christoph Heinzel, 2016. "Precautionary Saving in the Large: nth-Degree Deteriorations in Return Risk," FOODSECURE Working papers 42, LEI Wageningen UR.
  150. 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.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.