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Citations for "Increasing risk II: Its economic consequences"

by Rothschild, Michael & Stiglitz, Joseph E.

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  1. Yang, Jiping & Qiu, Wanhua, 2005. "A measure of risk and a decision-making model based on expected utility and entropy," European Journal of Operational Research, Elsevier, vol. 164(3), pages 792-799, August.
  2. Christian Gollier & Alexander Muermann, 2010. "Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment," Management Science, INFORMS, vol. 56(8), pages 1272-1284, August.
  3. Gollier, Christian & Schlee, Edward, 2003. "Information and the Equity Premium," IDEI Working Papers 251, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2011.
  4. Donald Lien & Kit Pong Wong, 2006. "International tenders and futures hedging," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(7), pages 587-594.
  5. Straathof,Bas, 2002. "Micro-uncertainty and growth," Research Memorandum 001, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  6. Alfred Mueller, 1996. "Another tale of two tails: On characterizations of comparative risk," Working Papers 025, Risk and Insurance Archive.
  7. Mark Huggett, 2003. "Precautionary Wealth Accumulation," Working Papers gueconwpa~03-03-09, Georgetown University, Department of Economics.
  8. Louis Eeckhoudt & Harris Schlesinger, 2008. "Changes in Risk and the Demand for Saving," CESifo Working Paper Series 2388, CESifo Group Munich.
  9. Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc.
  10. Christos Koulovatianos, & Leonard J. Mirman & Marc Santugini, . "Optimal Growth and Uncertainty: Learning," Discussion Papers 08/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  11. Snow, Arthur & Warren, Ronald Jr., 2005. "Tax evasion under random audits with uncertain detection," Economics Letters, Elsevier, vol. 88(1), pages 97-100, July.
  12. Gollier, Christian, 2009. "Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion," TSE Working Papers 09-068, Toulouse School of Economics (TSE).
  13. Galindev Ragchaasuren, 2005. "The Relationship between Growth and Volatility under Alternative Shocks," Economics Discussion Papers 589, University of Essex, Department of Economics.
  14. Matthias Lang & Achim Wambach, 2010. "The fog of fraud – mitigating fraud by strategic ambiguity," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2010_24, Max Planck Institute for Research on Collective Goods.
  15. Snow, Arthur, 2003. "Substitution and income effects for increases in risk," Economics Letters, Elsevier, vol. 79(3), pages 313-317, June.
  16. Subho Banerjee & Robert Ewing, 2004. "Risk, wellbeing and public policy," Economic Roundup, The Treasury, Australian Government, issue 2, pages 21-44, August.
  17. Muller, Alfred, 1998. "Comparing risks with unbounded distributions," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
  18. 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.
  19. Wing-Keung Wong & Raymond H. Chan, 2005. "Prospect and Markowitz Stochastic Dominance," Monash Economics Working Papers 08/05, Monash University, Department of Economics.
  20. Chamorro Elosua, Arritokieta & Usategui Díaz de Otalora, José María, 2013. "A Note on Risk Acceptance, Bankruptcy Avoidance and Riskiness Measures," DFAEII Working Papers DFAEII;2013-04, University of the Basque Country - Department of Foundations of Economic Analysis II.
  21. M. Menegatti & F. Rebessi, 2010. "On the substitution between saving and prevention," Economics Department Working Papers 2010-EP03, Department of Economics, Parma University (Italy).
  22. Dachraoui, Kais & Dionne, Georges, 2001. "Stochastic dominance and optimal portfolio," Economics Letters, Elsevier, vol. 71(3), pages 347-354, June.
  23. Walter Bossert & Conchita D'Ambrosio, 2009. "Measuring Economic Insecurity," Working Papers 111, ECINEQ, Society for the Study of Economic Inequality.
  24. Gollier, Christian, 1996. "Deductible insurance and production: A comment," Insurance: Mathematics and Economics, Elsevier, vol. 19(1), pages 55-59, December.
  25. Christian Gollier, 2003. "Collective Risk-Taking Decisions with Heterogeneous Beliefs," CESifo Working Paper Series 909, CESifo Group Munich.
  26. Kumar, Praveen, 2006. "Learning about investment risk: The effects of structural uncertainty on dynamic investment and consumption," Journal of Economic Behavior & Organization, Elsevier, vol. 60(2), pages 205-229, June.
  27. K Blackburn & D Varvarigos, 2006. "Human Capital Accumulation in a Stochastic Environment: Some New Results on the Relationship Between Growth and Volatility," Centre for Growth and Business Cycle Research Discussion Paper Series 74, Economics, The Univeristy of Manchester.
  28. Elmendorf, Douglas W & Kimball, Miles S, 2000. "Taxation of Labor Income and the Demand for Risky Assets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(3), pages 801-33, August.
  29. Stiglitz, Joseph E., 1982. "Utilitarianism and horizontal equity : The case for random taxation," Journal of Public Economics, Elsevier, vol. 18(1), pages 1-33, June.
  30. Merton, Robert C., 1993. "On the microeconomic theory of investment under uncertainty," Handbook of Mathematical Economics, in: K. J. Arrow & M.D. Intriligator (ed.), Handbook of Mathematical Economics, edition 4, volume 2, chapter 13, pages 601-669 Elsevier.
  31. Ohnishi, Masamitsu & Osaki, Yusuke, 2006. "The comparative statics on asset prices based on bull and bear market measure," European Journal of Operational Research, Elsevier, vol. 168(2), pages 291-300, January.
  32. Cerreia-Vioglio, Simone & Maccheroni, Fabio & Marinacci, Massimo & Montrucchio, Luigi, 2012. "Probabilistic sophistication, second order stochastic dominance and uncertainty aversion," Journal of Mathematical Economics, Elsevier, vol. 48(5), pages 271-283.
  33. Eeckhoudt, Louis & Schlesinger, Harris, 2009. "On the utility premium of Friedman and Savage," Economics Letters, Elsevier, vol. 105(1), pages 46-48, October.
  34. Bill Yang & Amanda King, 2011. "Do Credit Cards Really Reduce Aggregate Money Holdings?," Atlantic Economic Journal, International Atlantic Economic Society, vol. 39(1), pages 85-95, March.
  35. Gollier, Christian & Hammitt, James & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," TSE Working Papers 13-444, Toulouse School of Economics (TSE).
  36. Caballé, Jordi & Pomansky, Alexey, 1995. "Mixed Risk Aversion," Working Paper Series 444, Research Institute of Industrial Economics.
  37. 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.
  38. 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.
  39. Heufer, Jan, 2014. "Nonparametric comparative revealed risk aversion," Journal of Economic Theory, Elsevier, vol. 153(C), pages 569-616.
  40. Carr, Peter & Madan, Dilip B., 2005. "A note on sufficient conditions for no arbitrage," Finance Research Letters, Elsevier, vol. 2(3), pages 125-130, September.
  41. Massimo Guidolin & Hening Liu, 2013. "Ambiguity Aversion and Under-diversification," Working Papers 483, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  42. Camacho-Cuena, Eva & Seidl, Christian & Morone, Andrea, 2005. "Comparing preference reversal for general lotteries and income distributions," Journal of Economic Psychology, Elsevier, vol. 26(5), pages 682-710, October.
  43. Xavier Vollenweider & Salvatore Di Falco & Cathal O’Donoghue, 2011. "The impact of risk on inequality: evidence from the Irish agricultural sector," LSE Research Online Documents on Economics 37584, London School of Economics and Political Science, LSE Library.
  44. Ramser, Hans Jürgen, 1979. "Investition, Unsicherheit und unvollständige Information," Discussion Papers, Series I 131, University of Konstanz, Department of Economics.
  45. 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.
  46. Donatella Baiardi & Marco Magnani & Mario Menegatti, 2014. "Precautionary saving under many risks," Journal of Economics, Springer, vol. 113(3), pages 211-228, November.
  47. 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.
  48. Ormiston, Michael B. & E. Schlee, Edward, 1999. "Comparative statics tests between decision models under risk," Journal of Mathematical Economics, Elsevier, vol. 32(2), pages 145-166, October.
  49. David Crainich & Louis Eeckhoudt & Olivier Le Courtois, 2013. "An index of (absolute) correlation aversion: theory and some implications," Working Papers 2013-ECO-12, IESEG School of Management.
  50. repec:ebl:ecbull:v:7:y:2005:i:7:p:1-7 is not listed on IDEAS
  51. Ludkovski, Michael & Rüschendorf, Ludger, 2008. "On comonotonicity of Pareto optimal risk sharing," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1181-1188, August.
  52. Alain Chateauneuf & Ghizlane Lakhnati, 2005. "Increases in risk and demand for risky asset," Cahiers de la Maison des Sciences Economiques b05033, Université Panthéon-Sorbonne (Paris 1).
  53. Menegatti, Mario, 2001. "On the Conditions for Precautionary Saving," Journal of Economic Theory, Elsevier, vol. 98(1), pages 189-193, May.
  54. Sattinger, Michael, 2013. "Safety first consumption," Journal of Economic Theory, Elsevier, vol. 148(1), pages 306-321.
  55. Merton, Robert, 1990. "Capital market theory and the pricing of financial securities," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581 Elsevier.
  56. Christian Gollier, 2005. "Optimal Illusions and Decisions under Risk," CESifo Working Paper Series 1382, CESifo Group Munich.
  57. Jones,L.E. & Manuelli,R.E. & Stacchetti,E., 1999. "Technology (and policy) shocks in models of endogenous growth," Working papers 9, Wisconsin Madison - Social Systems.
  58. Larry E. Jones & Rodolfo E. Manuelli & Henry E. Siu & Ennio Stacchetti, 2005. "Fluctuations in Convex Models of Endogenous Growth I: Growth Effects," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(4), pages 780-804, October.
  59. Keith Blackburn & Dimitrios Varvarigos, 2005. "Growth, Uncertainty and Finance," The School of Economics Discussion Paper Series 0525, Economics, The University of Manchester.
  60. Paolo Tasca & Stefano Battiston, . "Diversification and Financial Stability," Working Papers CCSS-11-001, ETH Zurich, Chair of Systems Design.
  61. Dietrich Earnhart, 2004. "Liability for Past Environmental Contamination and Privatization," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 29(1), pages 97-122, September.
  62. 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.
  63. Jokung, Octave, 2013. "Monotonicity of asset price toward higher changes in risk," Economics Letters, Elsevier, vol. 118(1), pages 195-198.
  64. Kinsey, Jean D. & Roe, Terry L. & Sexauer, Benjamin, 1980. "Imperfect Information, Consumer Theory, And Allocative Error In Consumption," Staff Papers 13742, University of Minnesota, Department of Applied Economics.
  65. Stiglitz, Joseph E., 2002. "New perspectives on public finance: recent achievements and future challenges," Journal of Public Economics, Elsevier, vol. 86(3), pages 341-360, December.
  66. Meunier, Guy & Ponssard, Jean-Pierre, 2014. "Capacity decisions with demand fluctuations and carbon leakage," Resource and Energy Economics, Elsevier, vol. 36(2), pages 436-454.
  67. Vollenweider, Xavier & Di Falco, Salvatore & O'Donoghue, Cathal, 2011. "The Impact Of Risk On The Inequality: Evidences From The Irish Agricultural Sector," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 115553, European Association of Agricultural Economists.
  68. Jang-Ok Cho & Thomas Cooley & Hyung Seok Kim, 2015. "Business Cycle Uncertainty and Economic Welfare," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 18(2), pages 185-200, April.
  69. Zhang, Ran, 2015. "A theoretical analysis on H-share discount," Economic Modelling, Elsevier, vol. 46(C), pages 262-268.
  70. Keith Blackburn & Dimitrios Varvarigos, 2008. "Human capital accumulation and output growth in a stochastic environment," Economic Theory, Springer, vol. 36(3), pages 435-452, September.
  71. Elizabeth M. Caucutt & Lance Lochner & Youngmin Park, 2015. "Correlation, Consumption, Confusion, or Constraints: Why do Poor Children Perform so Poorly?," NBER Working Papers 21023, National Bureau of Economic Research, Inc.
  72. Mansor H. Ibrahim & Muzafar Shah Habibullah, 2010. "Stock market and aggregate consumption asymmetry: evidence from Malaysia," Studies in Economics and Finance, Emerald Group Publishing, vol. 27(1), pages 19-29, March.
  73. Enrico De Giorgi, . "Reward-Risk Portfolio Selection and Stochastic Dominance," IEW - Working Papers 121, Institute for Empirical Research in Economics - University of Zurich.
  74. Lundtofte, Frederik, 2015. "Banks’ pooling of corporate debt: An application of the restated diversification theorem," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 249-263.
  75. Gollier, Christian & Schlesinger, Harris, 1996. "Portfolio choice under noisy asset returns," Economics Letters, Elsevier, vol. 53(1), pages 47-51, October.
  76. Miles S. Kimball, 1991. "Standard Risk Aversion," NBER Technical Working Papers 0099, National Bureau of Economic Research, Inc.
  77. Sanjit Dhami & Ali al-Nowaihi, 2013. "Dominance Concepts for Fehr-Schmidt Preferences," Discussion Papers in Economics 13/09, Department of Economics, University of Leicester.
  78. Daniel Danau & Annalisa Vinella, 2015. "Sequential screening with privately known characteristics of cost distribution," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201502, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  79. 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.
  80. Marta_Cardin & Paola_Ferretti, 2004. "Some theory of bivariate risk attitude," Game Theory and Information 0411009, EconWPA.
  81. Elie Appelbaum & Eliakim Katz, 2007. "Political extremism in the presence of a free rider problem," Public Choice, Springer, vol. 133(1), pages 31-40, October.
  82. Dimitrios Varvarigos & Keith Blackburn, 2005. "Growth, Uncertainty and Finance," Money Macro and Finance (MMF) Research Group Conference 2005 12, Money Macro and Finance Research Group.
  83. Göran Skogh & Hong Wu, 2005. "The Diversification Theorem Restated: Risk-pooling Without Assignment of Probabilities," Journal of Risk and Uncertainty, Springer, vol. 31(1), pages 35-51, July.
  84. Pedro Rui Mazeda Gil, 2005. "The Firm’s Perception of Demand Shocks and the Expected Profitability of Capital under Uncertainty," FEP Working Papers 195, Universidade do Porto, Faculdade de Economia do Porto.
  85. Nassim N. Taleb & Raphael Douady, 2012. "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Papers 1208.1189, arXiv.org.
  86. GOLLIER Christian & MUERMANN Alexander, 2006. "Optimal choice and beliefs with ex ante savoring ex post disappointment," LERNA Working Papers 06.18.211, LERNA, University of Toulouse.
  87. Thierry Schneider & Caroline Schieber & Louis Eeckhoudt & Christian Gollier, 1997. "Economics of Radiation Protection: Equity Considerations," Theory and Decision, Springer, vol. 43(3), pages 241-251, November.
  88. V. I. Yukalov & D. Sornette, 2012. "Quantum decision making by social agents," Papers 1202.4918, arXiv.org.
  89. 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.
  90. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001. "Search under the Knightian Uncertainty," CIRJE F-Series CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo.
  91. David C. Nachman, 1972. "On Risk Aversion and Optimal Stopping," Discussion Papers 26, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  92. Gollier, Christian, 2008. "Understanding saving and portfolio choices with predictable changes in assets returns," Journal of Mathematical Economics, Elsevier, vol. 44(5-6), pages 445-458, April.
  93. 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.
  94. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Economic Consequences of Nth-Degree Risk Increases and Nth-Degree Risk Attitudes," Post-Print halshs-00927270, HAL.
  95. Hurlimann, Werner, 2002. "On immunization, stop-loss order and the maximum Shiu measure," Insurance: Mathematics and Economics, Elsevier, vol. 31(3), pages 315-325, December.
  96. Carlos Cáceres, 1987. "Garantía Oficial Implícita y Créditos Externos," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 24(72), pages 127-142.
  97. 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.
  98. Hartwick, John M., 2000. "Labor supply under wage uncertainty," Economics Letters, Elsevier, vol. 68(3), pages 319-325, September.
  99. Tzeng, Larry Y. & Wang, Jen-Hung, 2004. "Increase in risk and saving behavior," Journal of Economics and Business, Elsevier, vol. 56(5), pages 405-414.
  100. Sattinger, Michael, 2011. "The Markov consumption problem," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 409-416.
  101. Gollier, Christian, 2003. "Who Should we Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs," IDEI Working Papers 201, Institut d'Économie Industrielle (IDEI), Toulouse.
  102. 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.
  103. Chabi-Yo, Fousseni & Leisen, Dietmar P.J. & Renault, Eric, 2014. "Aggregation of preferences for skewed asset returns," Journal of Economic Theory, Elsevier, vol. 154(C), pages 453-489.
  104. Yoram Amiel & Frank Cowell, 2001. "Risk and inequality perceptions," LSE Research Online Documents on Economics 2058, London School of Economics and Political Science, LSE Library.
  105. Eeckhoudt, Louis & Etner, Johanna & Schroyen, Fred, 2009. "The values of relative risk aversion and prudence: A context-free interpretation," Mathematical Social Sciences, Elsevier, vol. 58(1), pages 1-7, July.
  106. Wu, C.C. & Lee, Jack C., 2007. "Estimation of a utility-based asset pricing model using normal mixture GARCH(1,1)," Economic Modelling, Elsevier, vol. 24(2), pages 329-349, March.
  107. Gollier, Christian, 2004. "Optimal Positive Thinking and Decisions under Risk," IDEI Working Papers 268, Institut d'Économie Industrielle (IDEI), Toulouse.
  108. Johanna Etner & Meglena Jeleva & Pierre-Andre Jouvet, 2009. "Pessimism Or Optimism: A Justification To Voluntary Contributions Toward Environmental Quality ," Australian Economic Papers, Wiley Blackwell, vol. 48(4), pages 308-319, December.
  109. Baker, Erin & Shittu, Ekundayo, 2008. "Uncertainty and endogenous technical change in climate policy models," Energy Economics, Elsevier, vol. 30(6), pages 2817-2828, November.
  110. Mak, Vincent & Zwick, Rami, 2009. ""Confidentially yours": Restricting information flow between trustees enhances trust-dependent transactions," Journal of Economic Behavior & Organization, Elsevier, vol. 70(1-2), pages 142-154, May.
  111. John, Kose & Reisz, Alexander S., 2010. "Temporal resolution of uncertainty, disclosure policy, and corporate debt yields," Journal of Corporate Finance, Elsevier, vol. 16(5), pages 655-678, December.
  112. Gollier, Christian, 2007. "Optimal expectations with complete markets," IDEI Working Papers 463, Institut d'Économie Industrielle (IDEI), Toulouse.
  113. C-René Dominique, 2008. "Behind the 2008 Capital Market Collapse," EERI Research Paper Series EERI_RP_2008_17, Economics and Econometrics Research Institute (EERI), Brussels.
  114. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  115. Shantayanan Devarajan, Hélène Ehrhart, Tuan Minh Le, Gaël Raballan, 2011. " Direct Redistribution, Taxation, and Accountability in Oil-Rich Economies- A Proposal- Working Paper 281," Working Papers 281, Center for Global Development.
  116. LANGE Andreas & TREICH Nicolas, 2007. "Uncertainty, Learning and Ambiguity in Economic Models on Climate Policy: Some Classical Results and New Directions," LERNA Working Papers 07.16.237, LERNA, University of Toulouse.
  117. Horowitz, I. & Thompson, P., 1995. "The sophisticated decision maker: All work and no pay?," Omega, Elsevier, vol. 23(1), pages 1-11, February.
  118. Meyer, Donald J. & Meyer, Jack, 2005. "Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility," Journal of Monetary Economics, Elsevier, vol. 52(8), pages 1497-1515, November.
  119. Paul A. de Hek, 2003. "Endogenous Technological Change under Uncertainty," DEGIT Conference Papers c008_025, DEGIT, Dynamics, Economic Growth, and International Trade.
  120. Frank A Cowell & Guillermo Cruces, 2003. "Perceptions of Risk: an Experimental Approach using Internet Questionnaires," STICERD - Distributional Analysis Research Programme Papers 70, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
  121. Higashi, Youichiro & Hyogo, Kazuya & Takeoka, Norio, 2009. "Subjective random discounting and intertemporal choice," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1015-1053, May.
  122. Padamja Singal & Stephen D. Smith, 1999. "Expected stock returns and volatility in a production economy: a theory and some evidence," Working Paper 99-8, Federal Reserve Bank of Atlanta.
  123. Ed Balsdon, 2003. "Political Economy and the Decomposition of Environmental Income Effects," Working Papers 0007, San Diego State University, Department of Economics.
  124. Bramoullé, Yann & Kranton, Rachel, 2007. "Risk-sharing networks," Journal of Economic Behavior & Organization, Elsevier, vol. 64(3-4), pages 275-294.
  125. Fong, Wai Mun & Lean, Hooi Hooi & Wong, Wing Keung, 2008. "Stochastic dominance and behavior towards risk: The market for Internet stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 194-208, October.
  126. 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.
  127. Lien, Donald & Wong, Kit Pong, 2005. "Multinationals and futures hedging under liquidity constraints," Global Finance Journal, Elsevier, vol. 16(2), pages 210-220, December.
  128. 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.
  129. Barsky, Robert B, 1989. "Why Don't the Prices of Stocks and Bonds Move Together?," American Economic Review, American Economic Association, vol. 79(5), pages 1132-45, December.
  130. Earnhart, Dietrich, 2000. "Liability for Past Environmental Contamination and Privatization," CEPR Discussion Papers 2571, C.E.P.R. Discussion Papers.
  131. 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).
  132. Gan, Quan, 2014. "Location-scale portfolio selection with factor-recentered skew normal asset returns," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 176-187.
  133. André De Palma & Nathalie Picard & Jean-Luc Prigent, 2009. "Prise en compte de l'attitude face au risque dans le cadre de la directive MiFID," Working Papers hal-00418892, HAL.
  134. Zabojnik, Jan, 1996. "Pay-performance sensitivity and production uncertainty," Economics Letters, Elsevier, vol. 53(3), pages 291-296, December.
  135. Takao Asano & Hiroko Okudaira & Masaru Sasaki, 2015. "An Experimental Test of a Search Model under Ambiguity," KIER Working Papers 913, Kyoto University, Institute of Economic Research.
  136. 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.
  137. Kroll, Yoram & Leshno, Moshe & Levy, Haim & Spector, Yishay, 1995. "Increasing risk, decreasing absolute risk aversion and diversification," Journal of Mathematical Economics, Elsevier, vol. 24(6), pages 537-556.
  138. Marco Alderighi & Christophe Feder, 2014. "Political competition, power allocation and welfare in unitary and federal systems," Working Paper Series 23_14, The Rimini Centre for Economic Analysis.
  139. Collard, Fabrice & Dellas, Harris, 1999. "Cyclical Risk, Sectoral Allocations and Growth," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 125-134, January.
  140. Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
  141. Seidl, Christian & Camacho Cuena, Eva & Morone, Andrea, 2003. "Income Distributions versus Lotteries Happiness, Response-Mode Effects, and Preference," Economics Working Papers 2003,01, Christian-Albrechts-University of Kiel, Department of Economics.
  142. repec:hal:journl:halshs-00594082 is not listed on IDEAS
  143. Guy Meunier & Jean-Pierre Ponssard & Catherine Thomas, 2013. "Capacity Investment under Demand Uncertainty: The Role of Imports in the U.S. Cement Industry," Working Papers hal-00816410, HAL.
  144. Limão, Nuno & Maggi, Giovanni, 2013. "Uncertainty and Trade Agreements," CEPR Discussion Papers 9301, C.E.P.R. Discussion Papers.
  145. Gollier, Christian, 1993. "Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order," Working Papers 014, Risk and Insurance Archive.
  146. Varvarigos, Dimitrios, 2008. "Sustained output growth under uncertainty: A simple model with human capital," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1468-1478, December.
  147. Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
  148. Hurley, Terrance M., 2010. "A review of agricultural production risk in the developing world," Working Papers 188476, HarvestChoice.
  149. Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.
  150. Wong, Kit Pong, 2015. "A regret theory of capital structure," Finance Research Letters, Elsevier, vol. 12(C), pages 48-57.
  151. Keith Blackburn & Dimitrios Varvarigos, 2006. "Human Capital Accumulation in a Stochastic Environment: Some New Results on the Relationship Between Growth and Volatility," The School of Economics Discussion Paper Series 0618, Economics, The University of Manchester.
  152. Bulinskaya, E. V., 2004. "Stochastic orders and inventory problems," International Journal of Production Economics, Elsevier, vol. 88(2), pages 125-135, March.
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