Citations for "Mean-Variance Preferences and Investor Behaviour"
by Ormiston, Michael B & Schlee, Edward E
- Broll, Udo & Wahl, Jack E. & Wong, Wing-Keung, 2006.
"Elasticity of risk aversion and international trade,"
Elsevier, vol. 92(1), pages 126-130, July.
- Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005. "Elasticity of risk aversion and international trade," Departmental Working Papers wp0510, National University of Singapore, Department of Economics.
- Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005. "Elasticity of risk aversion and international trade," Monash Economics Working Papers 07/05, Monash University, Department of Economics.
- Chambers, Robert G & Grant, Simon & Polak, Ben & Quiggin, John, 2011.
"A Two-Parameter Model of Dispersion Aversion,"
Risk and Sustainable Management Group Working Papers
151196, University of Queensland, School of Economics.
- repec:ebl:ecbull:v:6:y:2004:i:5:p:1-7 is not listed on IDEAS
- Eichner, Thomas & Wagener, Andreas, 2011. "Increases in skewness and three-moment preferences," Mathematical Social Sciences, Elsevier, vol. 61(2), pages 109-113, March.
- Gollier Christian & Schlee Edward E, 2006.
"Increased Risk-Bearing with Background Risk,"
The B.E. Journal of Theoretical Economics,
De Gruyter, vol. 6(1), pages 1-29, March.
- Wagener, Andreas, 2003. "Comparative statics under uncertainty: The case of mean-variance preferences," European Journal of Operational Research, Elsevier, vol. 151(1), pages 224-232, November.
- Aivaliotis, Georgios & Palczewski, Jan, 2014. "Investment strategies and compensation of a mean–variance optimizing fund manager," European Journal of Operational Research, Elsevier, vol. 234(2), pages 561-570.
- Broll, Udo & Gilroy, Bernard Michael & Wahl, Jack E., 2003.
"Information, unternehmensinterne Kommunikation und Risikopolitik
[Information, intra-firm communication and risk policy]," MPRA Paper 21731, University Library of Munich, Germany.
- Broll, Udo & Gilroy, B. Michael & Wahl, Jack E., 2003. "Information, unternehmensinterne Kommunikation und Risikopolitik," Dresden Discussion Paper Series in Economics 06/03, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
- Broll, Udo & Wong, Wing-Keung & Wu, Mojia, 2013. "Banking Firm and Two-Moment Decision Making," MPRA Paper 51687, University Library of Munich, Germany.
- Ennio Bilancini & Massimo D'Antoni, 2008. "Pensions and Intergenerational Risk-Sharing When Relative Consumption Matters," Department of Economics University of Siena 541, Department of Economics, University of Siena.
- 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.
- Bilancini, Ennio & D’Antoni, Massimo, 2012. "The desirability of pay-as-you-go pensions when relative consumption matters and returns are stochastic," Economics Letters, Elsevier, vol. 117(2), pages 418-422.
- Petr Havlik & Geoffroy Enjolras & Jean-Marie Boisson & Florence Jacquet & Michel Lherm & Patrick Veysset, 2008.
"Environmental good production in the optimum activities portfolio of a risk averse-farmer,"
Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement,
INRA Department of Economics, vol. 86(1), pages 9-33.
- Havlik, Petr & Jacquet, Florence & Boisson, Jean-Marie & Veysset, Patrick & Lherm, Michel, 2005. "Environmental Good Production in the Optimum Activities Portfolio of a Risk Averse Farmer," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24594, European Association of Agricultural Economists.
- 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.
- Eichner, Thomas & Wagener, Andreas, 2012. "Tempering effects of (dependent) background risks: A mean-variance analysis of portfolio selection," Journal of Mathematical Economics, Elsevier, vol. 48(6), pages 422-430.
- Thomas Eichner & Andreas Wagener, 2011. "Portfolio allocation and asset demand with mean-variance preferences," Theory and Decision, Springer, vol. 70(2), pages 179-193, February.
- Udo Broll & Jack E. Wahl, 2004. "Optimal hedge ratio and elasticity of risk aversion," Economics Bulletin, AccessEcon, vol. 6(5), pages 1-7.
- Broll, Udo & Egozcue, Martín & Wong, Wing-Keung, 2009. "Prospect theory and two moment model: the firm under price uncertainty," Dresden Discussion Paper Series in Economics 01/09, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
- Schlee, Edward & Chade, Hector, 2012.
"Optimal insurance with adverse selection,"
Econometric Society, vol. 7(3), September.
- G. Boyle & D. Conniffe, 2005. "When does ‘All Eggs in One Risky Basket’ Make Sense?," Economics, Finance and Accounting Department Working Paper Series n1550305, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper 52368, University Library of Munich, Germany.
- Thomas Eichner & Daniel Weinreich, 2015. "Welfare stigma and risk taking in the welfare state," Social Choice and Welfare, Springer, vol. 44(2), pages 319-348, February.
- Eichner, Thomas, 2011. "Portfolio selection and duality under mean variance preferences," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 146-152, January.