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Citations for "Some Stronger Measures of Risk Aversion in the Small and the Large with Applications"

by Ross, Stephen A

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  1. 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.
  2. Bruno Jullien & Bernard Salanié & François Salanié, 2000. "Screening Risk-Averse Agents Under Moral Hazard," Working Papers 2000-41, Centre de Recherche en Economie et Statistique.
  3. Courbage, Christophe & Rey, Béatrice & Treich, Nicolas, 2013. "Prevention and precaution," TSE Working Papers 13-445, Toulouse School of Economics (TSE).
  4. Crainich, David & Eeckhoudt, Louis & Le Courtois, Olivier, 2014. "Decreasing downside risk aversion and background risk," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 59-63.
  5. Deffains, Bruno & Langlais, Eric, 2008. "Legal Interpretative Process and Litigants’ Cognitive Biases," MPRA Paper 14370, University Library of Munich, Germany.
  6. Peter Eso & Lucy White, 2001. "Precautionary Bidding in Auctions," Discussion Papers 1331, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  7. Marco Scarsini & Salvatore Modica, 2005. "A note on comparative downside risk aversion," Post-Print hal-00539126, HAL.
  8. 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.
  9. Marco Scarsini & Rose-Anne Dana, 2007. "Optimal risk sharing with background risk," Post-Print hal-00538974, HAL.
  10. Franke, Guenter & Schlesinger, Harris & Stapleton, Richard C., 2011. "Risk taking with additive and multiplicative background risks," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1547-1568, July.
  11. M. Denuit & L. Eeckhoudt, 2010. "Stronger measures of higher-order risk attitudes," Post-Print halshs-00485755, HAL.
  12. Franke, Günter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1995. "Who buys and who sells options: The role and pricing of options in an economy with background risk," Discussion Papers, Series II 253, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  13. Gelles, Gregory M. & Mitchell, Douglas W., 2002. "Increasingly mean-seeking utility functions and n-asset portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(5), pages 911-919.
  14. Li, Sanxi & Sun, Hailin & Wang, Tong & Yu, Jun, 2016. "Assortative matching and risk sharing," Journal of Economic Theory, Elsevier, vol. 163(C), pages 248-275.
  15. Chambers, Robert G., 1989. "Bargaining Over Agricultural-Environmental Policy," Working Papers 197613, University of Maryland, Department of Agricultural and Resource Economics.
  16. 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.
  17. Dionne, Georges & Li, Jingyuan, 2014. "Comparative Ross risk aversion in the presence of mean dependent risks," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 128-135.
  18. Ilia Tsetlin & Robert L. Winkler, 2005. "Risky Choices and Correlated Background Risk," Management Science, INFORMS, vol. 51(9), pages 1336-1345, September.
  19. Marco Scarsini & Israel Finkelshtain & Offer Kella, 1999. "On risk aversion with two risks," Post-Print hal-00540256, HAL.
  20. Philip H. Dybvig, 1988. "Increases in Risk Aversion and Portfolio Choice in a Complete Market," Cowles Foundation Discussion Papers 859, Cowles Foundation for Research in Economics, Yale University.
  21. Menezes, Carmen F. & Henry Wang, X. & Bigelow, John P., 2005. "Duality and consumption decisions under income and price risk," Journal of Mathematical Economics, Elsevier, vol. 41(3), pages 387-405, April.
  22. Matilde Bombardini & Giovanni Gallipoli & Germán Pupato, 2009. "Skill Dispersion and Trade Flows," NBER Working Papers 15097, National Bureau of Economic Research, Inc.
  23. Ligon, James A. & Cather, David A., 1997. "The informational value of insurance purchases: Evidence from the property-liability insurance market," Journal of Banking & Finance, Elsevier, vol. 21(7), pages 989-1016, July.
  24. Robert, Christian Y. & Therond, Pierre-E., 2014. "Distortion Risk Measures, Ambiguity Aversion And Optimal Effort," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 44(02), pages 277-302, May.
  25. repec:hal:journl:halshs-00211906 is not listed on IDEAS
  26. DENUIT, Michel M. & EECKHOUDT, Louis & SCHLESINGER, Harris, . "When Ross meets Bell: the linex utility function," CORE Discussion Papers RP 2496, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  27. Donald Keenan & Donald Rudow & Arthur Snow, 2008. "Risk preferences and changes in background risk," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 139-152, April.
  28. repec:hal:wpaper:hal-00813199 is not listed on IDEAS
  29. 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.
  30. Russell Cooper, 1984. "Insurance, Flexibility and Non-contingent Trades," Cowles Foundation Discussion Papers 691, Cowles Foundation for Research in Economics, Yale University.
  31. Dalal, Ardeshir J. & Alghalith, Moawia, 2009. "Production decisions under joint price and production uncertainty," European Journal of Operational Research, Elsevier, vol. 197(1), pages 84-92, August.
  32. Eeckhoudt, Louis R. & Hammitt, James K., 2004. "Does risk aversion increase the value of mortality risk?," Journal of Environmental Economics and Management, Elsevier, vol. 47(1), pages 13-29, January.
  33. Eric Langlais, 2005. "Willingness to Pay for Risk Reduction and Risk Aversion without the Expected Utility Assumption," Theory and Decision, Springer, vol. 59(1), pages 43-50, 08.
  34. Dachraoui, K. & Dionne, G., 2001. "Stochastic Dominance and Optimal Portfolio," Ecole des Hautes Etudes Commerciales de Montreal- 01-01, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
  35. 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.
  36. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006. "Multiplicative Background Risk," Management Science, INFORMS, vol. 52(1), pages 146-153, January.
  37. Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc.
  38. Peter Eso & Lucy White, 2000. "Precautionary Bidding: First Price Auctions with Stochastic Private Values," Econometric Society World Congress 2000 Contributed Papers 1116, Econometric Society.
  39. Netzer, Nick & Scheuer, Florian, 2007. "Taxation, insurance, and precautionary labor," Journal of Public Economics, Elsevier, vol. 91(7-8), pages 1519-1531, August.
  40. Eric Langlais, 2008. "Asymmetric information, self-serving bias and the pretrial negotiation impasse," EconomiX Working Papers 2008-30, University of Paris West - Nanterre la Défense, EconomiX.
  41. Farrell, Joseph & Gilbert, Richard & Katz, Michael, 2002. "Market Structure, Organizational Structure, and R&D Diversity," Competition Policy Center, Working Paper Series qt8md3920f, Competition Policy Center, Institute for Business and Economic Research, UC Berkeley.
  42. Robert F. Nau, 2003. "A Generalization of Pratt-Arrow Measure to Nonexpected-Utility Preferences and Inseparable Probability and Utility," Management Science, INFORMS, vol. 49(8), pages 1089-1104, August.
  43. Guenter Franke & Harris Schlesinger & Richard C. Stapleton, 2013. "Risk-Taking-Neutral Background Risk," CESifo Working Paper Series 4070, CESifo Group Munich.
  44. Dan Protopopescu, 2007. "Improving the Risk Concept: A Revision of Arrow-Pratt Theory in the Context of Controlled Dynamic Stochastic Environments," UFAE and IAE Working Papers 727.08, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 03 Dec 2009.
  45. O'Neill,Barry, 1998. "Risk Aversion in International Relations Theory," Discussion Paper Serie B 445, University of Bonn, Germany.
  46. Kimball, Miles S, 1993. "Standard Risk Aversion," Econometrica, Econometric Society, vol. 61(3), pages 589-611, May.
  47. Jean-Michel Courtault, 1992. "Développements limités sur les mesures de l'aversion au risque," Post-Print halshs-00447599, HAL.
  48. CRAINICH, Davida & EECKHOUDT, Louis, . "On the intensity of downside risk aversion," CORE Discussion Papers RP 2061, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  49. Gollier, Christian & Hammitt, James & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers 804, Institut d'Économie Industrielle (IDEI), Toulouse.
  50. Lajeri-Chaherli, Fatma, 2003. "Partial derivatives, comparative risk behavior and concavity of utility functions," Mathematical Social Sciences, Elsevier, vol. 46(1), pages 81-99, August.
  51. Christoph Heinzel, 2016. "Precautionary Saving in the Large under Higher-Order Risk and Recursive Utility," FOODSECURE Working papers 43, LEI Wageningen UR.
  52. Li, Jingyuan, 2009. "Comparative higher-degree Ross risk aversion," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 333-336, December.
  53. Daniel J. Clarke, 2011. "A Theory of Rational Demand for Index Insurance," Economics Series Working Papers 572, University of Oxford, Department of Economics.
  54. Dybvig, Philip H. & Wang, Yajun, 2012. "Increases in risk aversion and the distribution of portfolio payoffs," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1222-1246.
  55. White, Lucy, 2006. "Prudence in Bargaining: The Effect of Uncertainty on Bargaining Outcomes," CEPR Discussion Papers 5822, C.E.P.R. Discussion Papers.
  56. Keenan, Donald C. & Snow, Arthur, 2012. "Ross risk vulnerability for introductions and changes in background risk," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 197-206.
  57. Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
  58. repec:dau:papers:123456789/698 is not listed on IDEAS
  59. Elisa Pagani, 2015. "Certainty Equivalent: Many Meanings of a Mean," Working Papers 24/2015, University of Verona, Department of Economics.
  60. Bruno Jullien & Bernard Salanié & François Salanié, 2007. "Screening risk-averse agents under moral hazard: single-crossing and the CARA case," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(1), pages 151-169, January.
  61. 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.
  62. Christoph Heinzel, 2016. "Precautionary Saving in the Large: nth-Degree Deteriorations in Return Risk," FOODSECURE Working papers 42, LEI Wageningen UR.
  63. repec:hal:journl:halshs-00212281 is not listed on IDEAS
  64. Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
  65. Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004. "Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.
  66. Constantin ANGHELACHE & Madalina Gabriela ANGHEL & Aurelian DIACONU, 2016. "Risk Aversion and Individual Preferences Modelling," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 77-82, January.
  67. Georges Dionne & Jingyuan Li & Cedric Okou, 2012. "An Extension of the Consumption-based CAPM Model," Cahiers de recherche 1214, CIRPEE.
  68. Alon Harel & Zvi Safra & Uzi Segal, 2003. "Ex-Post Egalitarianism," Boston College Working Papers in Economics 563, Boston College Department of Economics.
  69. Sévi, Benoît, 2010. "The newsvendor problem under multiplicative background risk," European Journal of Operational Research, Elsevier, vol. 200(3), pages 918-923, February.
  70. Bombardini, Matilde & Gallipoli, Giovanni & Pupato, Germán, 2014. "Unobservable skill dispersion and comparative advantage," Journal of International Economics, Elsevier, vol. 92(2), pages 317-329.
  71. Leonard J. Mirman & Marc Santugini, 2011. "On Risk Aversion, Classical Demand Theory, and KM Preferences," Cahiers de recherche 1132, CIRPEE.
  72. Langlais, Eric, 2008. "Cognitive dissonance, risk aversion and the pretrial negotiation impasse," MPRA Paper 8844, University Library of Munich, Germany.
  73. Kit Pong Wong, 1996. "Further results on comparative statics under uncertainty. A comment on Machnes," European Journal of Political Economy, Elsevier, vol. 11(4), pages 761-768, April.
  74. K.B. Hamal & Jock R. Anderson, 1982. "A Note On Decreasing Absolute Risk Aversion Among Farmers In Nepal," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 26(3), pages 220-225, December.
  75. 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.
  76. 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.
  77. Mario Brandtner, 2016. "Spektrale Risikomaße: Konzeption, betriebswirtschaftliche Anwendungen und Fallstricke," Management Review Quarterly, Springer;Vienna University of Economics and Business, vol. 66(2), pages 75-115, April.
  78. Thilo Pausch & Gerhard Schweimayer, 2004. "Hedging with Credit Derivatives and its Strategic Role in Banking Competition," Discussion Paper Series 260, Universitaet Augsburg, Institute for Economics.
  79. repec:hal:journl:halshs-00594082 is not listed on IDEAS
  80. Franke, Gunter & Stapleton, Richard C. & Subrahmanyam, Marti G., 1998. "Who Buys and Who Sells Options: The Role of Options in an Economy with Background Risk," Journal of Economic Theory, Elsevier, vol. 82(1), pages 89-109, September.
  81. CHANDER, Parkash, 2000. "A simple measure of risk aversion in the large and an application," CORE Discussion Papers 2000041, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  82. Kit, Pong Wong, 1997. "On the determinants of bank interest margins under credit and interest rate risks," Journal of Banking & Finance, Elsevier, vol. 21(2), pages 251-271, February.
  83. Christophe Courbage, 2001. "On Bivariate Risk Premia," Theory and Decision, Springer, vol. 50(1), pages 29-34, February.
  84. 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.
  85. R. Luce, 2010. "Behavioral assumptions for a class of utility theories: A program of experiments," Journal of Risk and Uncertainty, Springer, vol. 41(1), pages 19-37, August.
  86. Eeckhoudt, Louis, 2001. "Espérance d’utilité et nouveaux modèles de choix dans le risque : une connivence cachée," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(4), pages 499-516, décembre.
  87. Trappey, Charles V. & Shih, Tsui-Yii & Trappey, Amy J.C., 2007. "Modeling international investment decisions for financial holding companies," European Journal of Operational Research, Elsevier, vol. 180(2), pages 800-814, July.
  88. Thilo Pausch, 2003. "The Lender-Borrower Relationship with Risk Averse Lenders," Discussion Paper Series 244, Universitaet Augsburg, Institute for Economics.
  89. repec:hal:journl:halshs-00348814 is not listed on IDEAS
  90. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART - LERECO 14-01, INRA UMR SMART.
  91. Laczó, Sarolta, 2014. "Does risk sharing increase with risk aversion and risk when commitment is limited?," Journal of Economic Dynamics and Control, Elsevier, vol. 46(C), pages 237-251.
  92. Boucher, Vincent & Bramoullé, Yann, 2010. "Providing global public goods under uncertainty," Journal of Public Economics, Elsevier, vol. 94(9-10), pages 591-603, October.
  93. Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Risk aversion with two risks: A theoretical extension," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 100-105.
  94. Brandtner, Mario & Kürsten, Wolfgang, 2015. "Decision making with Expected Shortfall and spectral risk measures: The problem of comparative risk aversion," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 268-280.
  95. Gregory M. Gelles & Douglas W. Mitchell, 1999. "Broadly Decreasing Risk Aversion," Management Science, INFORMS, vol. 45(10), pages 1432-1439, October.
  96. Jindapon, Paan, 2010. "Prudence probability premium," Economics Letters, Elsevier, vol. 109(1), pages 34-37, October.
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