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Citations for "Increasing risk: I. A definition"

by Rothschild, Michael & Stiglitz, Joseph E.

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  1. Thibault Gajdos & Jean-Marc Tallon & Jean-Christophe Vergnaud, 2002. "Coping with imprecise information : a decision theoretic approach," Cahiers de la Maison des Sciences Economiques v04056, Université Panthéon-Sorbonne (Paris 1), revised May 2004.
  2. Sayantan Ghosal & Ben Lockwood, 2009. "Costly voting when both information and preferences differ: is turnout too high or too low?," Social Choice and Welfare, Springer, vol. 33(1), pages 25-50, June.
  3. Bar-Shira, Ziv & Finkelshtain, Israel, 1999. "Two-moments decision models and utility-representable preferences," Journal of Economic Behavior & Organization, Elsevier, vol. 38(2), pages 237-244, February.
  4. Tara Vishwanath, 1987. "Optimal Orderings for Parallel Search," Discussion Papers 756, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  5. Goovaerts, Marc J. & Laeven, Roger J.A., 2008. "Actuarial risk measures for financial derivative pricing," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 540-547, April.
  6. Rankin, Neil, 1994. "Nominal Rigidity and Monetary Uncertainty," CEPR Discussion Papers 890, C.E.P.R. Discussion Papers.
  7. K. Dachraoui & G. Dionne, 2001. "Stochastic Dominance and Optimal Portfolio," THEMA Working Papers 2001-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  8. Anissa Chaibi & Maria-Lenuta Ciupac-Ulici & Mircea-Cristian Gherman, 2014. "Do Recent Stochastic Tools Help to Better Understand Investors’ Preference and Asset Allocation?," Working Papers 2014-130, Department of Research, Ipag Business School.
  9. EECKHOUDT, Louis & SCHLESINGER, Harris, . "Changes in risk and the demand for saving," CORE Discussion Papers RP -2100, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  10. Markus Haas, 2007. "Do investors dislike kurtosis?," Economics Bulletin, AccessEcon, vol. 7(2), pages 1-9.
  11. Patricia Apps & Yuri Andrienko & Ray Rees, 2014. "Risk and Precautionary Saving in Two-Person Households," American Economic Review, American Economic Association, vol. 104(3), pages 1040-46, March.
  12. repec:spo:wpecon:info:hdl:2441/5rkqqmvrn4tl22s9mc0p30p95 is not listed on IDEAS
  13. Justin P. Johnson & David P. Myatt, 2006. "On the Simple Economics of Advertising, Marketing, and Product Design," American Economic Review, American Economic Association, vol. 96(3), pages 756-784, June.
  14. Alain Chateauneuf & Ghizlane Lakhnati, 2005. "From sure to strong diversification," Cahiers de la Maison des Sciences Economiques b05035, Université Panthéon-Sorbonne (Paris 1).
  15. Pratt, Stephen & Blake, Adam & Swann, Peter, 2013. "Dynamic general equilibrium model with uncertainty: Uncertainty regarding the future path of the economy," Economic Modelling, Elsevier, vol. 32(C), pages 429-439.
  16. Marie-Cécile Fagart & Bernard Sinclair-Desgagné, 2002. "Auditing Policies and Information Systems in Principal-agent Analysis," Cahiers de recherche 02-02, HEC Montréal, Institut d'économie appliquée.
  17. Ligon, Ethan & Schechter, Laura, 2002. "Measuring Vulnerability: The Director's Cut," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  18. A.Chateauneuf & G.Lakhnati, 2014. "Increases In Risk and Demand for Risky Asset," Working Papers 2014-600, Department of Research, Ipag Business School.
  19. Dirk Bergemann & Juuso Valimaki, 1999. "Entry and Innovation in Vertically Differentiated Markets," Discussion Papers 1260, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  20. Li, Jingyuan & Liu, Liqun, 2014. "The monetary utility premium and interpersonal comparisons," Economics Letters, Elsevier, vol. 125(2), pages 257-260.
  21. Zak, Paul J. & Feng, Yi, 2003. "A dynamic theory of the transition to democracy," Journal of Economic Behavior & Organization, Elsevier, vol. 52(1), pages 1-25, September.
  22. Alain Chateauneuf & Ghizlane Lakhnati & Eric Langlais, 2005. "On the precautionary motive for savings and prudence, in an EU and a NEU framework," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194667, HAL.
  23. Shah, Salman & Thakor, Anjan V., 1987. "Optimal capital structure and project financing," Journal of Economic Theory, Elsevier, vol. 42(2), pages 209-243, August.
  24. Ibragimov, Rustam & Walden, Johan, 2007. "The limits of diversification when losses may be large," Journal of Banking & Finance, Elsevier, vol. 31(8), pages 2551-2569, August.
  25. Hennessy, David A. & Saak, Alexander, 2002. "State-Contingent Demand for Herbicide-Tolerance Seed Trait," Staff General Research Papers 10123, Iowa State University, Department of Economics.
  26. García-Vega, María & Guariglia, Alessandra & Spaliara, Marina-Eliza, 2012. "Volatility, financial constraints, and trade," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 57-76.
  27. Aaberge, Rolf, 2001. "Axiomatic Characterization of the Gini Coefficient and Lorenz Curve Orderings," Journal of Economic Theory, Elsevier, vol. 101(1), pages 115-132, November.
  28. Michèle Cohen & Isaac Meilijson, 2014. "Preference for safety under the Choquet model: in search of a characterization," Economic Theory, Springer, vol. 55(3), pages 619-642, April.
  29. 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.
  30. Meyer, Margaret & Strulovici, Bruno, 2012. "Increasing interdependence of multivariate distributions," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1460-1489.
  31. Bulinskaya, E. V., 2004. "Stochastic orders and inventory problems," International Journal of Production Economics, Elsevier, vol. 88(2), pages 125-135, March.
  32. Sloof, Randolph & van Praag, C. Mirjam, 2008. "Performance measurement, expectancy and agency theory: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 67(3-4), pages 794-809, September.
  33. Shlomo Yitzhaki, 2003. "Gini’s Mean difference: a superior measure of variability for non-normal distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 285-316.
  34. Epple, Dennis & Newlon, Elizabeth & Romano, Richard, 2002. "Ability tracking, school competition, and the distribution of educational benefits," Journal of Public Economics, Elsevier, vol. 83(1), pages 1-48, January.
  35. Roland Strausz, 2010. "The Political Economy of Regulatory Risk," CESifo Working Paper Series 2953, CESifo Group Munich.
  36. Yoram Amiel & Frank Cowell & Leima Davidovitz & Avraham Polovin, 2003. "Preference reversals and the analysis of income distributions," LSE Research Online Documents on Economics 2144, London School of Economics and Political Science, LSE Library.
  37. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2011. "Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance," KIER Working Papers 755, Kyoto University, Institute of Economic Research.
  38. Muller, Alfred, 1996. "Orderings of risks: A comparative study via stop-loss transforms," Insurance: Mathematics and Economics, Elsevier, vol. 17(3), pages 215-222, April.
  39. Scandizzo, Pasquale Lucio & Hazell, Peter B.R. & Anderson, Jock R., 1983. "Producers' Price Expectations and the Size of the Welfare Gains from Price Stabilisation," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 51(02), August.
  40. W. Ogryczak & A. Ruszczynski, 1997. "On Stochastic Dominance and Mean-Semideviation Models," Working Papers ir97043, International Institute for Applied Systems Analysis.
  41. William Neilson & Michael McKee & Robert P. Berrens, 2008. "Value and Outcome Uncertainty as Explanations for the WTA vs WTP Disparity: Theory and Experimental Evidence," Working Papers 08-07, Department of Economics, Appalachian State University.
  42. Konrad, Kai A. & Kovenock, Dan, 2006. "Multi-Stage Contests with Stochastic Ability," CEPR Discussion Papers 5844, C.E.P.R. Discussion Papers.
  43. Aaberge, Rolf, 2008. "Ranking Intersecting Lorenz Curves," IZA Discussion Papers 3852, Institute for the Study of Labor (IZA).
  44. Denuit, Michel & Rey, Béatrice, 2013. "Another look at risk apportionment," Journal of Mathematical Economics, Elsevier, vol. 49(4), pages 335-343.
  45. Robert J. Aumann & Roberto Serrano, 2007. "An Economic Index of Riskiness," Discussion Paper Series dp446, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  46. Townsend, Robert M., 1979. "Optimal contracts and competitive markets with costly state verification," Journal of Economic Theory, Elsevier, vol. 21(2), pages 265-293, October.
  47. Masamitsu Ohnishi & Yusuke Osaki, 2004. "The Comparative Statics of Equilibrium Derivative Prices," Discussion Papers in Economics and Business 04-19, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  48. Mark Huggett, 2004. "Precautionary Wealth Accumulation," Review of Economic Studies, Oxford University Press, vol. 71(3), pages 769-781.
  49. Mitchell, Douglas W., 2001. "Effects of decision interval on optimal intertemporal portfolios with serially correlated returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(3), pages 427-438.
  50. Denuit, Michel M. & Eeckhoudt, Louis, 2013. "Improving your chances: A new result," Economics Letters, Elsevier, vol. 118(3), pages 475-477.
  51. Brice Magdalou & Dimitri Dubois & Phu Nguyen-Van, 2009. "Risk and Inequality Aversion in Social Dilemmas," Working Papers 09, Development and Policies Research Center (DEPOCEN), Vietnam, revised Feb 2009.
  52. Saint-Paul, G., 1994. "The Dynamics of Exclusion and Fiscal Conservatism," DELTA Working Papers 94-15, DELTA (Ecole normale supérieure).
  53. Fisher, Franklin M., 2003. "A metric for assessing the "goodness" of income distributions and the effect of price changes," Journal of Economic Theory, Elsevier, vol. 109(2), pages 324-332, April.
  54. Christophe Muller, 1998. "The measurement of dynamic poverty with geographical and intertemporal price variability: evidence from Rwanda," Economics Series Working Papers WPS/1998-06, University of Oxford, Department of Economics.
  55. Haubrich, Joseph G & King, Robert G, 1991. "Sticky Prices, Money, and Business Fluctuations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 23(2), pages 243-59, May.
  56. Alain Chateauneuf & Luciano De Castro, 2011. "Ambiguity Aversion and Absence of Trade," Discussion Papers 1535, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  57. Paul Klemperer & Jeremy Bulow, 2009. "Why Do Sellers (Usually) Prefer Auctions?," Economics Series Working Papers 2009-W05, University of Oxford, Department of Economics.
  58. Wing-Keung Wong, 2007. "Stochastic Dominance and Mean-Variance Measures of Profit and Loss for Business Planning and Investment," Finance Working Papers 21922, East Asian Bureau of Economic Research.
  59. R.W. Fraser, 1984. "Unreliable Markets and Perishable Products," Economics Discussion / Working Papers 84-11, The University of Western Australia, Department of Economics.
  60. Agbo, Maxime, 2014. "Strategic exploitation with learning and heterogeneous beliefs," Journal of Environmental Economics and Management, Elsevier, vol. 67(2), pages 126-140.
  61. Emons, Winand, 2004. "Conditional versus Contingent Fees," CEPR Discussion Papers 4532, C.E.P.R. Discussion Papers.
  62. Alfredo Schclarek, 2007. "Industrial Diversification, Financial Development and Productive Investments," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, vol. 1(48), pages 145-177, July - Se.
  63. Dong, Lingxiu & Kouvelis, Panos & Su, Ping, 2014. "Operational hedging strategies and competitive exposure to exchange rates," International Journal of Production Economics, Elsevier, vol. 153(C), pages 215-229.
  64. Ibrahimo, M.V. & Barros, C.P., 2009. "Relevance or irrelevance of capital structure?," Economic Modelling, Elsevier, vol. 26(2), pages 473-479, March.
  65. 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.
  66. Szalay, Dezsö, 2009. "Contracts with endogenous information," Games and Economic Behavior, Elsevier, vol. 65(2), pages 586-625, March.
  67. Ogryczak, Wlodzimierz & Ruszczynski, Andrzej, 1999. "From stochastic dominance to mean-risk models: Semideviations as risk measures," European Journal of Operational Research, Elsevier, vol. 116(1), pages 33-50, July.
  68. Agnes Baeker & Vanessa Mertins, 2012. "Risk-sorting and preference for team piece rates," IAAEU Discussion Papers 201208, Institute of Labour Law and Industrial Relations in the European Union (IAAEU).
  69. Christian Kleiber & Walter Kraemer, 2000. "Efficiency, Equity, and Generalized Lorenz Dominance," CESifo Working Paper Series 343, CESifo Group Munich.
  70. Timo Kuosmanen, 2007. "Performance measurement and best-practice benchmarking of mutual funds: combining stochastic dominance criteria with data envelopment analysis," Journal of Productivity Analysis, Springer, vol. 28(1), pages 71-86, October.
  71. Elyès Jouini & Clotilde Napp, 2008. "On Abel's Concept of Doubt and Pessimism," Post-Print halshs-00176611, HAL.
  72. Arai, Kazuhiro, 1997. "Cooperation, job security, and wages in a dual labor market equilibrium," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 26(1), pages 39-57.
  73. Schmidt-Mohr, Udo, 1997. "Rationing versus collateralization in competitive and monopolistic credit markets with asymmetric information," European Economic Review, Elsevier, vol. 41(7), pages 1321-1342, July.
  74. Muller, Alfred, 1998. "Comparing risks with unbounded distributions," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
  75. Sherwin Rosen, 1985. "Implicit Contracts: A Survey," NBER Working Papers 1635, National Bureau of Economic Research, Inc.
  76. Katayama, Seiichi & Abe, Fumio, 1998. "Is the monopolist the friend of the conservationist? Two remarks on the Hotelling-Solow paradox," Journal of Economic Behavior & Organization, Elsevier, vol. 33(3-4), pages 493-505, January.
  77. Siegfried Berninghaus & Hans Günther Seifert-Vogt, 1987. "International Migration under Incomplete Information," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 123(II), pages 199-218, June.
  78. Hailin Sun & Sanxi Li & Tong Wang, 2013. "Change in risk and bargaining game," University of East Anglia Applied and Financial Economics Working Paper Series 036, School of Economics, University of East Anglia, Norwich, UK..
  79. Gollier, Christian & Schlesinger, Harris, 1996. "Portfolio choice under noisy asset returns," Economics Letters, Elsevier, vol. 53(1), pages 47-51, October.
  80. Schumann, Keith D., 2011. "Semi-nonparametric test of second degree stochastic dominance with respect to a function," Journal of Econometrics, Elsevier, vol. 162(1), pages 71-78, May.
  81. Franziska Tausch & Jan Potters & Arno Riedl, 2013. "An Experimental Investigation of Risk Sharing and Adverse Selection," CESifo Working Paper Series 4192, CESifo Group Munich.
  82. Saak, Alexander & Hennessy, David A., 2001. "Well-Behaved Cash Flows," Staff General Research Papers 5111, Iowa State University, Department of Economics.
  83. David A. Hennessy & John Miranowski & Bruce A. Babcock, 2003. "Genetic Information in Agricultural Productivity and Product Development," Center for Agricultural and Rural Development (CARD) Publications 03-wp329, Center for Agricultural and Rural Development (CARD) at Iowa State University.
  84. W. Michalowski & W. Ogryczak, 1998. "Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion," Working Papers ir98041, International Institute for Applied Systems Analysis.
  85. D. Del Boca & C. J. Flinn, . "Welfare effects of fixed and percentage-expressed child support awards," Institute for Research on Poverty Discussion Papers 1041-94, University of Wisconsin Institute for Research on Poverty.
  86. Bond, Craig A. & Iverson, Terrence, 2011. "Modeling Information in Environmental Decision-Making," Western Economics Forum, Western Agricultural Economics Association, vol. 10(02).
  87. Cary Deck & Harris Schlesinger, 2012. "Consistency of Higher Order Risk Preferences," CESifo Working Paper Series 4047, CESifo Group Munich.
  88. Wu, Xing & (Marco) Nie, Yu, 2011. "Modeling heterogeneous risk-taking behavior in route choice: A stochastic dominance approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(9), pages 896-915, November.
  89. Broll, Udo & Mallick, Rajiv & Wong, Kit Pong, 2001. "International trade and hedging in economies in transition," Economic Systems, Elsevier, vol. 25(2), pages 149-159, June.
  90. Schokkaert, Erik & Van de gaer, Dirk & Vandenbroucke, Frank & Luttens, Roland Iwan, 2004. "Responsibility sensitive egalitarianism and optimal linear income taxation," Mathematical Social Sciences, Elsevier, vol. 48(2), pages 151-182, September.
  91. Cesar Calvo & Stefan Dercon, 2013. "Vulnerability to individual and aggregate poverty," Social Choice and Welfare, Springer, vol. 41(4), pages 721-740, October.
  92. Ott, Ingrid & Soretz, Susanne, 2002. "Optimal Taxation in a Stochastic Endogenous Growth Model with Congestion," Hannover Economic Papers (HEP) dp-253, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  93. Post, G.T., 2001. "Testing for Stochastic Dominance with Diversification Possibilities," ERIM Report Series Research in Management ERS-2001-38-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  94. Cantillo, Miguel & Wright, Julian, 2000. "HOw Do Firms Choose Their Leaders? An Empirical Investigation," Research Program in Finance, Working Paper Series qt8sd393sj, Research Program in Finance, Institute for Business and Economic Research, UC Berkeley.
  95. Johana Etner & Meglena Jeleva, 2004. "Pessimism or optimism : a justification to voluntary contributions toward environmental quality," Cahiers de la Maison des Sciences Economiques v04099, Université Panthéon-Sorbonne (Paris 1).
  96. Paul A. de Hek, 2003. "Endogenous Technological Change under Uncertainty," DEGIT Conference Papers c008_025, DEGIT, Dynamics, Economic Growth, and International Trade.
  97. Levy, Moshe, 2009. "Almost Stochastic Dominance and stocks for the long run," European Journal of Operational Research, Elsevier, vol. 194(1), pages 250-257, April.
  98. Abraham, Katharine G & Katz, Lawrence F, 1986. "Cyclical Unemployment: Sectoral Shifts or Aggregate Disturbances?," Journal of Political Economy, University of Chicago Press, vol. 94(3), pages 507-22, June.
  99. Robert Jones & Joseph Ostroy, 1976. "Liquidity as Flexibility," UCLA Economics Working Papers 073, UCLA Department of Economics.
  100. Pascale Combes Motel & Johanna Choumert & Alexandru Minea & Thomas Sterner, 2014. "Explorations in the Environment–Development Dilemma," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 57(4), pages 479-485, April.
  101. Quiggin, John, 2005. "The Precautionary Principle in Environmental Policy and the Theory of Choice under Uncertainty," Risk and Sustainable Management Group Working Papers 149847, University of Queensland, School of Economics.
  102. Grant, Simon & Kajii, Atsushi & Polak, Ben & Safra, Zvi, 2012. "Equally-distributed equivalent utility, ex post egalitarianism and utilitarianism," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1545-1571.
  103. Bowden, Roger J., 2000. "The ordered mean difference as a portfolio performance measure," Journal of Empirical Finance, Elsevier, vol. 7(2), pages 195-223, August.
  104. Nishimura, Kiyohiko G. & Ozaki, Hiroyuki, 2004. "Search and Knightian uncertainty," Journal of Economic Theory, Elsevier, vol. 119(2), pages 299-333, December.
  105. Nell, Martin & Richter, Andreas, 2002. "Improving risk allocation through cat bonds," Working Papers on Risk and Insurance 10, University of Hamburg, Institute for Risk and Insurance.
  106. Andrew Winton, 1999. "Don’t Put All Your Eggs in One Basket? Diversification and Specialization in Lending," Center for Financial Institutions Working Papers 00-16, Wharton School Center for Financial Institutions, University of Pennsylvania.
  107. Quiggin, John & Chambers, Robert G, 2004. "Supermodularity and Risk Aversion," Risk and Sustainable Management Group Working Papers 151161, University of Queensland, School of Economics.
  108. 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.
  109. Mattias K. Polborn & Mike Hoy & Asha Sadanand, 1999. "Information and Dynamic Adjustment in Life Insurance Markets," UWO Department of Economics Working Papers 9911, University of Western Ontario, Department of Economics.
  110. Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.
  111. 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.
  112. Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Documentos de Trabajo del ICAE 2013-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
  113. Bossone, Biagio, 1999. "The role of trust in financial sector development," Policy Research Working Paper Series 2200, The World Bank.
  114. Ligon, Ethan & Laura Schechter, 2002. "Measuring Vulnerability," Royal Economic Society Annual Conference 2002 128, Royal Economic Society.
  115. Bali, Turan G. & Neftci, Salih N., 2003. "Disturbing extremal behavior of spot rate dynamics," Journal of Empirical Finance, Elsevier, vol. 10(4), pages 455-477, September.
  116. Carol J. Simon, 1986. "Investor Information and the Performance of New Issues," UCLA Economics Working Papers 413, UCLA Department of Economics.
  117. Jordi Caballe & Joan Ma. Esteban, 2002. "Stochastic Dominance and Absolute Risk Aversion," UFAE and IAE Working Papers 506.02, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  118. Kuan Xu & Gordon Fisher, 2006. "Myopic loss aversion and margin of safety: the risk of value investing," Quantitative Finance, Taylor & Francis Journals, vol. 6(6), pages 481-494.
  119. S. Boragan Aruoba, 2004. "Data Uncertainty in General Equilibrium," Computing in Economics and Finance 2004 131, Society for Computational Economics.
  120. Eeckhoudt, Louis & Gollier, Christian & Treich, Nicolas, 2005. "Optimal consumption and the timing of the resolution of uncertainty," European Economic Review, Elsevier, vol. 49(3), pages 761-773, April.
  121. Maja B. Micevska & Paul J. Zak, 2002. "What Accounts for the Emergence of Malthusian Fertility in Transition Economies?," Claremont Colleges Working Papers 2002-01, Claremont Colleges.
  122. Ligon, Ethan A., 2011. "Dynamics, risk, and vulnerability," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8kw7k2dz, Department of Agricultural & Resource Economics, UC Berkeley.
  123. Ignacio Ortuño Ortín, 1998. "- Ideological Versus Downsian Political Competition," Working Papers. Serie AD 1998-22, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  124. Farrell, Joseph & Gilbert, Richard J. & Katz, Michael L., 2002. "Market Structure, Organizational Structure, and R&D Diversity," Department of Economics, Working Paper Series qt2pn5t5nj, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
  125. Shen, Houcai & Pang, Zhan & Cheng, T.C.E., 2011. "The component procurement problem for the loss-averse manufacturer with spot purchase," International Journal of Production Economics, Elsevier, vol. 132(1), pages 146-153, July.
  126. Ingrid Ott & Susanne Soretz, 2002. "Fiscal Policy in a Stochastic Model of Endogenous Growth with Congestion," Computing in Economics and Finance 2002 162, Society for Computational Economics.
  127. Michael D. Grubb, 2006. "Selling to Overconfident Consumers," Discussion Papers 06-018, Stanford Institute for Economic Policy Research.
  128. Tsur, Yacov, 1991. "A Simple Procedure To Evaluate Ex-Ante Producer Welfare Under Price Uncertainty," Staff Papers 13624, University of Minnesota, Department of Applied Economics.
  129. Strzalecki, Tomasz & Werner, Jan, 2011. "Efficient Allocations under Ambiguity," Scholarly Articles 11352637, Harvard University Department of Economics.
  130. Raugh, Michael T. & Seccia, Giulio, 2001. "Mean-variance analysis in temporary equilibrium," Research in Economics, Elsevier, vol. 55(3), pages 331-345, September.
  131. Rolf Aaberge & Magne Mogstad, 2010. "On the measurement of long-term income inequality and income mobility," Working Papers 156, ECINEQ, Society for the Study of Economic Inequality.
  132. Saïd Hanchane & A. Lioui & David Touahri, 2006. "Human capital as a risky asset and the effect of uncertainty on the decision to invest," Working Papers halshs-00010139, HAL.
  133. Hengjie Ai, 2005. "Smooth nonexpected utility without state independence," Working Papers 637, Federal Reserve Bank of Minneapolis.
  134. A. Mele, 2000. "Fundamental Properties of Bond Prices in Models of the Short-Term Rate," THEMA Working Papers 2000-39, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  135. Roland Strausz, 2009. "Regulatory Risk under Optimal Incentive Regulation," CESifo Working Paper Series 2638, CESifo Group Munich.
  136. Kifmann, Mathias, 1997. "To commit or not to commit: A health insurance monopoly with variable quality and uncertain types of individuals," Discussion Papers, Series I 288, University of Konstanz, Department of Economics.
  137. Lind, Jo Thori, 2003. "Fractionalization and the size of government," Memorandum 21/2003, Oslo University, Department of Economics.
  138. Gollier, Christian, 2009. "Ecological Discounting," TSE Working Papers 09-062, Toulouse School of Economics (TSE).
  139. Hailin Sun & Sanxi Li & Tong Wang, 2013. "Assortative Matching and Risk Sharing," University of East Anglia Applied and Financial Economics Working Paper Series 041, School of Economics, University of East Anglia, Norwich, UK..
  140. Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART - LERECO 14-01, INRA UMR SMART.
  141. Rajat Deb & Tae Seo, 2011. "Rothschild and Stiglitz’s mean preserving: revisited," Social Choice and Welfare, Springer, vol. 37(4), pages 659-668, October.
  142. Katsuya Takii, 2009. "Entrepreneurial competition and its impact on the aggregate economy," Journal of Economics, Springer, vol. 97(1), pages 1-18, May.
  143. Picone, Gabriel & Uribe, Martin & Mark Wilson, R., 1998. "The effect of uncertainty on the demand for medical care, health capital and wealth," Journal of Health Economics, Elsevier, vol. 17(2), pages 171-185, April.
  144. Lubos PÁstor & Veronesi Pietro, 2003. "Stock Valuation and Learning about Profitability," Journal of Finance, American Finance Association, vol. 58(5), pages 1749-1790, October.
  145. Steiner, Jakub & Stewart, Colin, 2014. "Perceiving Prospects Properly," CEPR Discussion Papers 10123, C.E.P.R. Discussion Papers.
  146. Hermelingmeier, Christian, 2010. "The competitive firm and the role of information about uncertain factor prices," Economic Modelling, Elsevier, vol. 27(2), pages 547-552, March.
  147. repec:knz:cofedp:0305 is not listed on IDEAS
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  149. Ghiglino, Christian & Venditti, Alain, 2011. "Wealth distribution and output fluctuations," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2478-2509.
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