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Citations for "Increasing Nth degree risk"

by Ekern, Steinar

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  1. Louis Eeckhoudt & Harris Schlesinger & Ilia Tsetlin, 2008. "Apportioning of Risks via Stochastic Dominance," CESifo Working Paper Series 2467, CESifo Group Munich.
  2. 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.
  3. 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.
  4. 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.
  5. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes," Post-Print halshs-00927270, HAL.
  6. Georges Dionne & Jingyuan Li & Cedric Okou, 2012. "An Extension of the Consumption-based CAPM Model," Cahiers de recherche 1214, CIRPEE.
  7. DENUIT, Michel & EECKHOUDT, Louis, . "Stronger measures of higher-order risk attitudes," CORE Discussion Papers RP -2353, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  8. Bassan, Bruno & Denuit, Michel & Scarsini, Marco, 1999. "Variability orders and mean differences," Statistics & Probability Letters, Elsevier, vol. 45(2), pages 121-130, November.
  9. 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.
  10. 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.
  11. DENUIT, Michel M. & EECKHOUDT, Louis & MENEGATTI, Mario, 2009. "Correlated risks, bivariate utility and optimal choices," CORE Discussion Papers 2009007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  12. 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.
  13. Thomas Eichner, 2013. "Increases in skewness and insurance," Economics Bulletin, AccessEcon, vol. 33(4), pages 2672-2681.
  14. Menezes, Carmen F. & Wang, X.Henry, 2005. "Increasing outer risk," Journal of Mathematical Economics, Elsevier, vol. 41(7), pages 875-886, November.
  15. Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
  16. 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.
  17. 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.
  18. 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.
  19. Li, Jingyuan, 2009. "Comparative higher-degree Ross risk aversion," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 333-336, December.
  20. 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).
  21. Jianli Wang & Pu Gong, 2013. "Labor supply with stochastic wage rate and non-labor income uncertainty," Journal of Economics, Springer, vol. 109(1), pages 41-55, May.
  22. 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).
  23. CHIU, W. Henry & EECKHOUDT, Louis & REY, Béatrice, . "On relative and partial risk attitudes: theory and implications," CORE Discussion Papers RP -2431, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  24. Stefan Arent, 2012. "Expectations and Saving Behavior: An Empirical Analysis," Ifo Working Paper Series Ifo Working Paper No. 128, Ifo Institute for Economic Research at the University of Munich.
  25. Nocetti, Diego & Smith, William T., 2015. "Changes in risk and strategic interaction," Journal of Mathematical Economics, Elsevier, vol. 56(C), pages 37-46.
  26. Xue, Minggao & Cheng, Wen, 2013. "Background risk, bivariate risk attitudes, and optimal prevention," Mathematical Social Sciences, Elsevier, vol. 66(3), pages 390-395.
  27. Johanna Etner & Meglena Jeleva, 2014. "Underestimation of probabilities modifications: characterization and economic implications," Economic Theory, Springer, vol. 56(2), pages 291-307, June.
  28. 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.
  29. Li, Jingyuan, 2011. "The demand for a risky asset in the presence of a background risk," Journal of Economic Theory, Elsevier, vol. 146(1), pages 372-391, January.
  30. Jokung, Octave, 2013. "Monotonicity of asset price toward higher changes in risk," Economics Letters, Elsevier, vol. 118(1), pages 195-198.
  31. Eichner, Thomas & Wagener, Andreas, 2011. "Increases in skewness and three-moment preferences," Mathematical Social Sciences, Elsevier, vol. 61(2), pages 109-113, March.
  32. CHIU, W. Henry & EECKHOUDT, Louis, . "The effects of stochastic wages and non-labor income on labor supply: update and extensions," CORE Discussion Papers RP -2208, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  33. 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.
  34. David Crainich & Louis Eeckhoudt & Alain Trannoy, 2013. "Even (Mixed) Risk Lovers Are Prudent," American Economic Review, American Economic Association, vol. 103(4), pages 1529-35, June.
  35. 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.
  36. EECKHOUDT, Louis & SCHLESINGER, Harris, . "Putting risk in its proper place," CORE Discussion Papers RP -1871, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  37. Sebastian Ebert, 2013. "Moment characterization of higher-order risk preferences," Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
  38. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART - LERECO 14-01, INRA UMR SMART.
  39. Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
  40. Chuang, O-Chia & Eeckhoudt, Louis & Huang, Rachel J. & Tzeng, Larry Y., 2013. "Risky targets and effort," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 465-468.
  41. 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.
  42. Huang, Rachel J., 2012. "Ambiguity aversion, higher-order risk attitude and optimal effort," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 338-345.
  43. Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.