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Citations for "The Comparative Statics of Changes in Risk Revisited"

by Gollier Christian

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  1. 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.
  2. Christian Gollier, 2005. "Optimal Illusions and Decisions under Risk," CESifo Working Paper Series 1382, CESifo Group Munich.
  3. Suyeol Ryu & Iltae Kim & Soo-Jong Kim, 2010. "Comparative Statics under Uncertainty with the Monotone Probability Ratio Order Revisited," Korean Economic Review, Korean Economic Association, vol. 26, pages 203-222.
  4. Eeckhoudt, L. & Gollier, C. & Schlesinger, H., 1996. "The No Loss Offset Provision and the Attitude Towards Risk of a Risk-Neutral Firm," Papers 96.409, Toulouse - GREMAQ.
  5. repec:dau:papers:123456789/1051 is not listed on IDEAS
  6. Burton Hollifield & Alan Kraus, . "Defining bad news: Changes in return distribution that decrease risky asset demand," GSIA Working Papers 2007-E32, Carnegie Mellon University, Tepper School of Business.
  7. Grant, S. & Kajii, A. & Polak, B., 1999. "Third Down with a Yard to Go: The Dixit-Skeath Conundrum on Equilibria in Competitive Games," ANU Working Papers in Economics and Econometrics 1999-375, Australian National University, College of Business and Economics, School of Economics.
  8. Gollier, Christian & Pierre-Francois KOEHL & Jean-Charles ROCHET, 1993. "Risk-Taking Behaviour With Expected Utility and Limited Liability: Applications to the Regulation of Financial Intermediaries," Working Papers 016, Risk and Insurance Archive.
  9. Gollier, Christian & Hammitt, James & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," TSE Working Papers 13-444, Toulouse School of Economics (TSE).
  10. Hau, Arthur, 2006. "Production under uncertainty with insurance or hedging," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 347-359, April.
  11. Jokung, Octave, 2013. "Monotonicity of asset price toward higher changes in risk," Economics Letters, Elsevier, vol. 118(1), pages 195-198.
  12. Saak, Alexander & Hennessy, David A., 2001. "Well-behaved cash flows," Economics Letters, Elsevier, vol. 73(1), pages 81-88, October.
  13. Gollier, Christian, 2009. "Portfolio Choices and Asset Prices: The Comparative Statics of Ambiguity Aversion," TSE Working Papers 09-068, Toulouse School of Economics (TSE).
  14. Snow, Arthur, 2003. "Substitution and income effects for increases in risk," Economics Letters, Elsevier, vol. 79(3), pages 313-317, June.
  15. Masamitsu Ohnishi & Yusuke Osaki, 2005. "The Monotonicity of Asset Prices with Changes in Risk," Discussion Papers in Economics and Business 05-14, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  16. Christian Gollier, 2007. "Whom should we believe? Aggregation of heterogeneous beliefs," Journal of Risk and Uncertainty, Springer, vol. 35(2), pages 107-127, October.
  17. A.Chateauneuf & G.Lakhnati, 2014. "Increases In Risk and Demand for Risky Asset," Working Papers 2014-600, Department of Research, Ipag Business School.
  18. Harris Schlesinger & Christian Gollier, 2001. "Changes in Risk and Asset Prices," CESifo Working Paper Series 443, CESifo Group Munich.
  19. Orazio P. Attanasio & Guglielmo Weber, 2010. "Consumption and Saving: Models of Intertemporal Allocation and Their Implications for Public Policy," NBER Working Papers 15756, National Bureau of Economic Research, Inc.
  20. Jean-Paul Chavas, 2012. "On learning and the economics of firm efficiency: a state-contingent approach," Journal of Productivity Analysis, Springer, vol. 38(1), pages 53-62, August.
  21. Christian Gollier, 2003. "Collective Risk-Taking Decisions with Heterogeneous Beliefs," CESifo Working Paper Series 909, CESifo Group Munich.
  22. 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.
  23. Grant, Simon & Kajii, Atsushi & Polak, Ben, 2001. ""Third down with a yard to go": recursive expected utility and the Dixit-Skeath conundrum," Economics Letters, Elsevier, vol. 73(3), pages 275-286, December.
  24. 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).
  25. 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.
  26. Cherbonnier, Frédéric & Gollier, Christian, 2015. "Decreasing aversion under ambiguity," Journal of Economic Theory, Elsevier, vol. 157(C), pages 606-623.
  27. 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.
  28. Christian Gollier, 2014. "Discounting and Growth," American Economic Review, American Economic Association, vol. 104(5), pages 534-37, May.
  29. Gollier, Christian, 2004. "Optimal Positive Thinking and Decisions under Risk," IDEI Working Papers 268, Institut d'Économie Industrielle (IDEI), Toulouse.
  30. Jouini, E. & Napp, C., 2008. "On Abel's concept of doubt and pessimism," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3682-3694, November.
  31. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
  32. Sarris, Alexander, 2002. "The demand for commodity insurance by developing country agricultural producers - theory and an application to cocoa in Ghana," Policy Research Working Paper Series 2887, The World Bank.
  33. 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.
  34. Gollier, Christian, 2007. "Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns," IDEI Working Papers 430, Institut d'Économie Industrielle (IDEI), Toulouse.
  35. 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).
  36. Gollier, Christian, 2003. "Who Should we Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs," IDEI Working Papers 201, Institut d'Économie Industrielle (IDEI), Toulouse.
  37. Iltae Kim & Suyeol Ryu, 2006. "The Comparative Statics for Linear Payoffs and Increases in Risk," Korean Economic Review, Korean Economic Association, vol. 22, pages 437-459.
  38. Chateauneuf, A. & Lakhnati, G., 2015. "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 44-48.
  39. Choi, Gyemyung & Kim, Iltae & Snow, Arthur, 2000. "Comparative statics predictions for the cross-effects of central dominance changes in risk with quasilinear payoffs," Economics Letters, Elsevier, vol. 66(1), pages 41-48, January.
  40. Christian Gollier & Pierre-François Koehl & Jean-Charles Rochet, 1996. "Risk-Taking Behavior with Limited Liability and Risk Aversion," Center for Financial Institutions Working Papers 96-13, Wharton School Center for Financial Institutions, University of Pennsylvania.
  41. Gollier, Christian, 2007. "Optimal expectations with complete markets," IDEI Working Papers 463, Institut d'Économie Industrielle (IDEI), Toulouse.
  42. Broll, Udo & Eckwert, Bernhard & Eickhoff, Andreas, 2012. "Financial intermediation and endogenous risk in the banking sector," Economic Modelling, Elsevier, vol. 29(5), pages 1618-1622.
  43. repec:dau:papers:123456789/198 is not listed on IDEAS
  44. Gollier, Christian, 1996. "Deductible insurance and production: A comment," Insurance: Mathematics and Economics, Elsevier, vol. 19(1), pages 55-59, December.
  45. Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz.
  46. Alain Chateauneuf & Ghizlane Lakhnati, 2005. "Increases in risk and demand for risky asset," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00194413, HAL.
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