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Citations for "Increasing risk II: Its economic consequences"

by Rothschild, Michael & Stiglitz, Joseph E.

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  1. Caballé, Jordi & Pomansky, Alexey, 1995. "Mixed Risk Aversion," Working Paper Series 444, Research Institute of Industrial Economics.
  2. Sanjit Dhami & Ali al-Nowaihi, 2013. "Dominance Concepts for Fehr-Schmidt Preferences," Discussion Papers in Economics 13/09, Department of Economics, University of Leicester.
  3. 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.
  4. Ali Ahmed, 2007. "Decisions under unpredictable losses: An examination of the restated diversification principle," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 2, pages 312-316, October.
  5. 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.
  6. 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.
  7. Christos Koulovatianos & Leonard J. Mirman & Marc Santugini, 2007. "Optimal Growth and Uncertainty: Learning," Cahiers de recherche 07-05, HEC Montréal, Institut d'économie appliquée, revised Feb 2008.
  8. 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.
  9. 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.
  10. 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.
  11. 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).
  12. 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.
  13. Wagener, Andreas, 2004. "On intergenerational risk sharing within social security schemes," European Journal of Political Economy, Elsevier, vol. 20(1), pages 181-206, March.
  14. Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci & Luigi Montrucchio, 2010. "Probabilistic Sophistication, Second Order Stochastic Dominance, and Uncertainty Aversion," Carlo Alberto Notebooks 174, Collegio Carlo Alberto.
  15. Gollier, Christian & Muermann, Alexander, 2006. "Optimal choice and beliefs with ex ante savoring and ex post disappointment," CFS Working Paper Series 2006/28, Center for Financial Studies (CFS).
  16. Pope, Rulon D. & Just, Richard E., 1977. "On The Competitive Firm Under Production Uncertainty," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 21(02), August.
  17. Bossert, Walter & D'Ambrosio, Conchita, 2013. "Measuring Economic Insecurity," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  18. 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.
  19. Christian Gollier, 2003. "Collective Risk-Taking Decisions with Heterogeneous Beliefs," CESifo Working Paper Series 909, CESifo Group Munich.
  20. 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.
  21. 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.
  22. Jean Fernand Nguema, 2005. "Stochastic dominance on optimal portfolio with one risk-less and two risky assets," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-7.
  23. Zabojnik, Jan, 1996. "Pay-performance sensitivity and production uncertainty," Economics Letters, Elsevier, vol. 53(3), pages 291-296, December.
  24. Wing-Keung Wong & Raymond H. Chan, 2005. "Prospect and Markowitz Stochastic Dominance," Departmental Working Papers wp0505, National University of Singapore, Department of Economics.
  25. 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.
  26. 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.
  27. Douglas W. Elmendorf & Miles S. Kimball, 1991. "Taxation of Labor Income and the Demand For Risky Assets," NBER Working Papers 3904, National Bureau of Economic Research, Inc.
  28. Heufer, Jan, 2014. "Nonparametric comparative revealed risk aversion," Journal of Economic Theory, Elsevier, vol. 153(C), pages 569-616.
  29. Chod, Jiri & Lyandres, Evgeny, 2011. "Strategic IPOs and product market competition," Journal of Financial Economics, Elsevier, vol. 100(1), pages 45-67, April.
  30. 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.
  31. Hui Chen & Nengjiu Ju & Jianjun Miao, 2008. "Dynamic Asset Allocation with Ambiguous Return Predictability," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-179, Boston University - Department of Economics, revised Feb 2009.
  32. 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.
  33. James S. Costain, 1998. "A simple model of multiple equilibria based on risk," Economics Working Papers 407, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 1999.
  34. 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.
  35. Edward Schlee & Christian Gollier, . "Information and the Equity Premium," Working Papers 2133505, Department of Economics, W. P. Carey School of Business, Arizona State University.
  36. Baiardi, Donatella & De Donno, Marzia & Magnani, Marco & Menegatti, Mario, 2015. "New results on precautionary saving under two risks," Economics Letters, Elsevier, vol. 130(C), pages 17-20.
  37. Keith Blackburn & Dimitrios Varvarigos, 2005. "Growth, Uncertainty and Finance," The School of Economics Discussion Paper Series 0525, Economics, The University of Manchester.
  38. Xavier Vollenweider & Salvatore Di Falco & Cathal O�Donoghue, 2011. "The impact of risk on inequality: evidence from the Irish agricultural sector," GRI Working Papers 47, Grantham Research Institute on Climate Change and the Environment.
  39. Nuno Limão & Giovanni Maggi, 2013. "Uncertainty and Trade Agreements," NBER Working Papers 18703, National Bureau of Economic Research, Inc.
  40. Elizabeth Caucutt & Lance Lochner & Youngmin Park, 2015. "Correlation, Consumption, Confusion, or Constraints: Why do Poor Children Perform so Poorly?," Working Papers 2015-005, Human Capital and Economic Opportunity Working Group.
  41. 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.
  42. Jouini, Elyès & Napp, Clotilde & Nocetti, Diego, 2013. "Economic consequences of Nth-degree risk increases and Nth-degree risk attitudes," Economics Papers from University Paris Dauphine 123456789/12392, Paris Dauphine University.
  43. 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.
  44. 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.
  45. 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.
  46. 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.
  47. Gollier, Christian & Schlesinger, Harris, 1996. "Portfolio choice under noisy asset returns," Economics Letters, Elsevier, vol. 53(1), pages 47-51, October.
  48. Anderberg, Dan & Andersson, Fredrik, 2003. "Investments in human capital, wage uncertainty, and public policy," Journal of Public Economics, Elsevier, vol. 87(7-8), pages 1521-1537, August.
  49. Apps, Patricia & Andrienko, Yuri & Rees, Ray, 2012. "Risk and Saving in Two-Person Households: More Scope for Precautionary Saving," IZA Discussion Papers 6824, Institute for the Study of Labor (IZA).
  50. 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.
  51. 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.
  52. Nassim N. Taleb & Raphael Douady, 2012. "Mathematical Definition, Mapping, and Detection of (Anti)Fragility," Papers 1208.1189, arXiv.org.
  53. Broll, Udo & Battermann, Harald L. & Wahl, Jack E., 2006. "Utility Functions of Equivalent Form and the Effect of Parameter Changes on Optimum Decision Making," Dresden Discussion Paper Series in Economics 02/06, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  54. 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.
  55. Yann Bramoullé & Rachel Kranon, 2005. "Risk-Sharing Networks," Cahiers de recherche 0526, CIRPEE.
  56. 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.
  57. 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.
  58. 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.
  59. 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.
  60. Dietrich Earnhart, 2000. "Liability for Past Environmental Contamination and Privatization," William Davidson Institute Working Papers Series 302, William Davidson Institute at the University of Michigan.
  61. K Blackburn & A Pelloni, 2001. "On the Relationship Between Growth and Volatility in Learning-by-Doing Economies," Centre for Growth and Business Cycle Research Discussion Paper Series 01, Economics, The Univeristy of Manchester.
  62. Michael Sattinger, 2010. "The Markov Consumption Problem," Discussion Papers 10-02, University at Albany, SUNY, Department of Economics.
  63. 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.
  64. Haim Shalit, 1995. "Mean-Gini analysis of stochastic externalities: The case of groundwater contamination," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 6(1), pages 37-52, July.
  65. Lien, Donald & Wong, Kit Pong, 2005. "Multinationals and futures hedging under liquidity constraints," Global Finance Journal, Elsevier, vol. 16(2), pages 210-220, December.
  66. Nocetti, Diego C., 2013. "The LeChatelier principle for changes in risk," Journal of Mathematical Economics, Elsevier, vol. 49(6), pages 460-466.
  67. Alfred Mueller, 1996. "Another tale of two tails: On characterizations of comparative risk," Working Papers 025, Risk and Insurance Archive.
  68. 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.
  69. repec:ebl:ecbull:v:7:y:2005:i:7:p:1-7 is not listed on IDEAS
  70. 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.
  71. Robert B. Barsky, 1986. "Why Don't the Prices of Stocks and Bonds Move Together?," NBER Working Papers 2047, National Bureau of Economic Research, Inc.
  72. Donatella Baiardi & Marco Magnani & Mario Menegatti, 2014. "Precautionary saving under many risks," Journal of Economics, Springer, vol. 113(3), pages 211-228, November.
  73. S. Boragan Aruoba, 2004. "Data Uncertainty in General Equilibrium," Computing in Economics and Finance 2004 131, Society for Computational Economics.
  74. Paul A. de Hek, 2002. "Endogenous Technological Change under Uncertainty," Tinbergen Institute Discussion Papers 02-047/2, Tinbergen Institute, revised 08 Nov 2002.
  75. Muller, Alfred, 1998. "Comparing risks with unbounded distributions," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
  76. Gradstein, Mark, 2002. "Rules, stability, and growth," Journal of Development Economics, Elsevier, vol. 67(2), pages 471-484, April.
  77. 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).
  78. K Blackburn & D Varvarigos, 2005. "Growth, Uncertainty and Finance," Centre for Growth and Business Cycle Research Discussion Paper Series 48, Economics, The Univeristy of Manchester.
  79. 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.
  80. Lizyayev, Andrey & Ruszczyński, Andrzej, 2012. "Tractable Almost Stochastic Dominance," European Journal of Operational Research, Elsevier, vol. 218(2), pages 448-455.
  81. M. Menegatti & F. Rebessi, 2010. "On the substitution between saving and prevention," Economics Department Working Papers 2010-EP03, Department of Economics, Parma University (Italy).
  82. 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.
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  84. repec:hal:journl:halshs-00211906 is not listed on IDEAS
  85. Miles S. Kimball, 1991. "Standard Risk Aversion," NBER Technical Working Papers 0099, National Bureau of Economic Research, Inc.
  86. 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.
  87. 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.
  88. 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.
  89. Eeckhoudt, Louis & Schlesinger, Harris, 2009. "On the utility premium of Friedman and Savage," Economics Letters, Elsevier, vol. 105(1), pages 46-48, October.
  90. 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.
  91. Elie Appelbaum & Eliakim Katz, 2005. "Political extremism in the presence of a free rider problem," Working Papers 2005_3, York University, Department of Economics.
  92. V. I. Yukalov & D. Sornette, 2012. "Quantum decision making by social agents," Papers 1202.4918, arXiv.org.
  93. Gollier, Christian, 2007. "Optimal expectations with complete markets," IDEI Working Papers 463, Institut d'Économie Industrielle (IDEI), Toulouse.
  94. A.Chateauneuf & G.Lakhnati, 2014. "Increases In Risk and Demand for Risky Asset," Working Papers 2014-600, Department of Research, Ipag Business School.
  95. 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.
  96. Robison, Lindon J. & Hanson, Steven D., 1995. "Analyzing Firm Response to Risk Using Mean-Variance Models," Staff Papers 201207, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  97. 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.
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  99. Kimball, Miles S, 1990. "Precautionary Saving in the Small and in the Large," Econometrica, Econometric Society, vol. 58(1), pages 53-73, January.
  100. Ali Ahmed & Göran Skogh, 2006. "Choices at various levels of uncertainty: An experimental test of the restated diversification theorem," Journal of Risk and Uncertainty, Springer, vol. 33(3), pages 183-196, December.
  101. 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.
  102. Gollier, Christian, 2007. "Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns," IDEI Working Papers 430, Institut d'Économie Industrielle (IDEI), Toulouse.
  103. 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.
  104. Gollier, Christian & Hammitt, James & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers 804, Institut d'Économie Industrielle (IDEI), Toulouse.
  105. 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.
  106. Menegatti, Mario, 2001. "On the Conditions for Precautionary Saving," Journal of Economic Theory, Elsevier, vol. 98(1), pages 189-193, May.
  107. Gollier, Christian, 2004. "Optimal Positive Thinking and Decisions under Risk," IDEI Working Papers 268, Institut d'Économie Industrielle (IDEI), Toulouse.
  108. Edoardo Di Porto, 2009. "Audit, tax compliance and undeclared work: an empirical analysis," LABORatorio R. Revelli Working Papers Series 94, LABORatorio R. Revelli, Centre for Employment Studies.
  109. Subho Banerjee & Robert Ewing, 2004. "Risk, wellbeing and public policy," Economic Roundup, The Treasury, Australian Government, issue 2, pages 21-44, August.
  110. David C. Nachman, 1972. "On Risk Aversion and Optimal Stopping," Discussion Papers 26, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  111. Ludkovski, Michael & Rüschendorf, Ludger, 2008. "On comonotonicity of Pareto optimal risk sharing," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1181-1188, August.
  112. Horowitz, I. & Thompson, P., 1995. "The sophisticated decision maker: All work and no pay?," Omega, Elsevier, vol. 23(1), pages 1-11, February.
  113. Chamorro Elosua, Arritokieta & Usategui Díaz de Otalora, José María, 2013. "A Note on Risk Acceptance, Bankruptcy Avoidance and Riskiness Measures," DFAEII Working Papers 10739, University of the Basque Country - Department of Foundations of Economic Analysis II.
  114. 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.
  115. Wong, Kit Pong, 2015. "A regret theory of capital structure," Finance Research Letters, Elsevier, vol. 12(C), pages 48-57.
  116. Baker, Erin & Shittu, Ekundayo, 2008. "Uncertainty and endogenous technical change in climate policy models," Energy Economics, Elsevier, vol. 30(6), pages 2817-2828, November.
  117. 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.
  118. 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.
  119. Sattinger, Michael, 2013. "Safety first consumption," Journal of Economic Theory, Elsevier, vol. 148(1), pages 306-321.
  120. Gajdos, Thibault & Weymark, John A., 2012. "Introduction to inequality and risk," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1313-1330.
  121. Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
  122. 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.
  123. Christian Gollier, 2011. "Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion," Review of Economic Studies, Oxford University Press, vol. 78(4), pages 1329-1344.
  124. Straathof,Bas, 2002. "Micro-uncertainty and growth," Research Memorandum 001, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  125. Zhang, Ran, 2015. "A theoretical analysis on H-share discount," Economic Modelling, Elsevier, vol. 46(C), pages 262-268.
  126. Jokung, Octave, 2013. "Monotonicity of asset price toward higher changes in risk," Economics Letters, Elsevier, vol. 118(1), pages 195-198.
  127. Christian Gollier, 2005. "Optimal Illusions and Decisions under Risk," CESifo Working Paper Series 1382, CESifo Group Munich.
  128. 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.
  129. Fong, Wai Mun, 2010. "A stochastic dominance analysis of yen carry trades," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1237-1246, June.
  130. Saito, Makoto & Shiratsuka, Shigenori, 2003. "Precautionary Motives versus Waiting Options: Evidence from Aggregate Household Saving in Japan," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 21(3), pages 1-20, October.
  131. 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.
  132. Joseph E. Stiglitz, 1981. "Utilitarianism and Horizontal Equity: The Case for Random Taxation," NBER Working Papers 0694, National Bureau of Economic Research, Inc.
  133. Chan, Raymond H. & Clark, Ephraim & Wong, Wing-Keung, 2012. "On the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors," MPRA Paper 42676, University Library of Munich, Germany.
  134. Enrico De Giorgi, . "Reward-Risk Portfolio Selection and Stochastic Dominance," IEW - Working Papers 121, Institute for Empirical Research in Economics - University of Zurich.
  135. Gollier, Christian, 2003. "Who Should we Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs," IDEI Working Papers 201, Institut d'Économie Industrielle (IDEI), Toulouse.
  136. 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.
  137. Collard, Fabrice & Dellas, Harris, 1999. "Cyclical Risk, Sectoral Allocations and Growth," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 125-134, January.
  138. 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.
  139. Ed Balsdon, 2003. "Political Economy and the Decomposition of Environmental Income Effects," Working Papers 0007, San Diego State University, Department of Economics.
  140. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001. "Search under the Knightian Uncertainty," CIRJE F-Series CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo.
  141. 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.
  142. Saïd Hanchane & David Touahri, 2004. "Human capital accumulation over the life cycle under multiple sources of uncertainty," Working Papers halshs-00010248, HAL.
  143. Paolo Tasca & Stefano Battiston, . "Diversification and Financial Stability," Working Papers CCSS-11-001, ETH Zurich, Chair of Systems Design.
  144. Hartwick, John M., 2000. "Labor supply under wage uncertainty," Economics Letters, Elsevier, vol. 68(3), pages 319-325, September.
  145. Earnhart, Dietrich, 2000. "Liability for Past Environmental Contamination and Privatization," CEPR Discussion Papers 2571, C.E.P.R. Discussion Papers.
  146. 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.
  147. 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.
  148. Vesna Prasnikar, 1993. "Binary Lottery Payoffs: Do They Control Risk Aversion?," Discussion Papers 1059, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  149. Johanna ETNER & Pierre-André JOUVET, 2001. "Comportement des groupes d’investissement face à une incertitude sur l’environnement," Discussion Papers (REL - Recherches Economiques de Louvain) 2001013, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  150. 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.
  151. 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.
  152. 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.
  153. Chateauneuf, A. & Lakhnati, G., 2015. "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 44-48.
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