IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!)

Citations for "Increases in risk and in risk aversion"

by Diamond, Peter A. & Stiglitz, Joseph E.

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as
in new window


  1. 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.
  2. Snow, Arthur, 2003. "Substitution and income effects for increases in risk," Economics Letters, Elsevier, vol. 79(3), pages 313-317, June.
  3. Ronny Aboudi & Dominique Thon, 2010. "Characterizations of egalitarian binary relations as transitive closures with a special reference to Lorenz dominance and to single-crossing conditions," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 35(4), pages 575-593, October.
  4. Hennessy, David A., 1997. "Stochastic technologies and the adoption decision," Journal of Development Economics, Elsevier, vol. 54(2), pages 437-453, December.
  5. Keenan, Donald C. & Snow, Arthur, 2009. "Greater downside risk aversion in the large," Journal of Economic Theory, Elsevier, vol. 144(3), pages 1092-1101, May.
  6. Mao, Tiantian & Hu, Taizhong, 2012. "Characterization of left-monotone risk aversion in the RDEU model," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 413-422.
  7. Brookfield, David & Ormrod, Phillip, 2000. "Executive stock options: volatility, managerial decisions and agency costs," Journal of Multinational Financial Management, Elsevier, vol. 10(3-4), pages 275-295, December.
  8. Breuer, Janice Boucher & McDermott, John, 2012. "Culture, caution, and trust," Journal of Development Economics, Elsevier, vol. 97(1), pages 15-23.
  9. 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.
  10. Kurosaki, Takashi & Fafchamps, Marcel, 2002. "Insurance market efficiency and crop choices in Pakistan," Journal of Development Economics, Elsevier, vol. 67(2), pages 419-453, April.
  11. Weiss, Yoram, 1976. "The Wealth Effect in Occupational Choice," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 17(2), pages 292-307, June.
  12. repec:eee:mateco:v:71:y:2017:i:c:p:119-128 is not listed on IDEAS
  13. Muller, Alfred, 1998. "Another Tale of Two Tails: On Characterizations of Comparative Risk," Journal of Risk and Uncertainty, Springer, vol. 16(2), pages 187-197, May-June.
  14. W. Henry Chiu, 2005. "Skewness Preference, Risk Aversion, and the Precedence Relations on Stochastic Changes," Management Science, INFORMS, vol. 51(12), pages 1816-1828, December.
  15. Kihlstrom, Richard, 2009. "Risk aversion and the elasticity of substitution in general dynamic portfolio theory: Consistent planning by forward looking, expected utility maximizing investors," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 634-663, September.
  16. Kit Wong, 2000. "Insurance and the behavior of competitive firms under revenue risks: a note," Journal of Economics, Springer, vol. 71(3), pages 305-314, October.
  17. Grant, Simon & Quiggin, John, 2005. "Increasing uncertainty: a definition," Mathematical Social Sciences, Elsevier, vol. 49(2), pages 117-141, March.
  18. Paul M. Taube & Don N. MacDonald, 1989. "A Note on Residential Mortgage Selection: Borrower Decisions and Inflation Expectations," Journal of Real Estate Research, American Real Estate Society, vol. 4(1), pages 73-79.
  19. ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX Christian, 2003. "Aversion Analysis," Cahiers de recherche 2003-06, Universite de Montreal, Departement de sciences economiques.
    • ALLARD, Marie & BRONSARD, Camille & GOURIÉROUX, Christian, 2003. "Aversion Analysis," Cahiers de recherche 04-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  20. Mark Huggett, 2004. "Precautionary Wealth Accumulation," Review of Economic Studies, Oxford University Press, vol. 71(3), pages 769-781.
  21. Donald Keenan & Arthur Snow, 2012. "The Schwarzian derivative as a ranking of downside risk aversion," Journal of Risk and Uncertainty, Springer, vol. 44(2), pages 149-160, April.
  22. Vesa Kanniainen, 1993. "Optimal production of innovations under uncertainty," Journal of Economics, Springer, vol. 57(2), pages 147-168, June.
  23. Rachel Huang & Larry Tzeng, 2006. "The design of an optimal insurance contract for irreplaceable commodities," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 11-21, July.
  24. Donald Meyer & Jack Meyer, 2011. "A Diamond-Stiglitz approach to the demand for self-protection," Journal of Risk and Uncertainty, Springer, vol. 42(1), pages 45-60, February.
  25. Silvers, Randy, 2012. "The value of information in a principal–agent model with moral hazard: The ex post contracting case," Games and Economic Behavior, Elsevier, vol. 74(1), pages 352-365.
  26. Machnes, Yaffa, 1995. "Deductible insurance and production," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 119-123, October.
  27. Kimball, Miles S, 1990. "Precautionary Saving in the Small and in the Large," Econometrica, Econometric Society, vol. 58(1), pages 53-73, January.
  28. Hellwig, Martin F., 2005. "A utilitarian approach to the provision and pricing of excludable public goods," Journal of Public Economics, Elsevier, vol. 89(11-12), pages 1981-2003, December.
  29. Rothenhäusler, Dominik & Schweizer, Nikolaus & Szech, Nora, 2016. "Guilt in voting and public good games," Working Paper Series in Economics 99, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  30. 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 243-259, May.
  31. Neilson, William S., 1995. "Comparative statics derivatives with nonlinear preferences," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 45-57.
  32. Kimball, Miles S, 1993. "Standard Risk Aversion," Econometrica, Econometric Society, vol. 61(3), pages 589-611, May.
  33. Hengjie Ai, 2004. "A Theory of Risk Aversion without the Independence Axiom," Econometric Society 2004 North American Summer Meetings 578, Econometric Society.
  34. Gine,Xavier & Jacoby,Hanan G., 2016. "Markets, contracts, and uncertainty in a groundwater economy," Policy Research Working Paper Series 7694, The World Bank.
  35. Mitusch, Kay & Nautz, Dieter, 2001. "Interest rate and liquidity risk management and the European money supply process," Journal of Banking & Finance, Elsevier, vol. 25(11), pages 2089-2101, November.
  36. Machnes, Yaffa, 1995. "Insurance and decision-taking," Economics Letters, Elsevier, vol. 48(2), pages 139-144, May.
  37. Joseph E. Stiglitz, 2017. "Where Modern Macroeconomics Went Wrong," NBER Working Papers 23795, National Bureau of Economic Research, Inc.
  38. Herz, Holger & Schunk, Daniel & Zehnder, Christian, 2014. "How do judgmental overconfidence and overoptimism shape innovative activity?," Games and Economic Behavior, Elsevier, vol. 83(C), pages 1-23.
  39. Joann Martens Weiner & Marcel Gérard, 2006. "Comment la compensation internationale des pertes et la répartition proportionnelle des revenus imposables peuvent affecter les choix des multinationales et la concurrence fiscale," Économie et Prévision, Programme National Persée, vol. 173(2), pages 65-77.
  40. Kreider, Brent, 1998. "Workers' Applications to Social Insurance Programs When Earnings and Eligibility Are Uncertain," Journal of Labor Economics, University of Chicago Press, vol. 16(4), pages 848-877, October.
  41. Leonard Mirman & Marc Santugini, 2014. "On risk aversion, classical demand theory, and KM preferences," Journal of Risk and Uncertainty, Springer, vol. 48(1), pages 51-66, February.
  42. Jordi Caballe & Joan Esteban, 2007. "Stochastic Dominance and Absolute Risk Aversion," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 28(1), pages 89-110, January.
  43. Burkle, Thomas, 2003. "The Advantage of Employing Workers With Short Time Perspectives," Institute for Research on Labor and Employment, Working Paper Series qt6pg5q88n, Institute of Industrial Relations, UC Berkeley.
  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. Broll, Udo & Wong, Kit Pong, 2003. "Capital structure and the firm under uncertainty," Dresden Discussion Paper Series in Economics 20/03, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  46. O'Donnell, Owen, 1995. "Labour supply and saving decisions with uncertainty over sickness," Journal of Health Economics, Elsevier, vol. 14(4), pages 491-504, October.
  47. Vergara, Marcos, 2017. "Precautionary saving: A taxonomy of prudence," Economics Letters, Elsevier, vol. 150(C), pages 18-20.
  48. Hildreth, Clifford & Kislev, Yoav, 1980. "A Model Of Yield Variability And Price Effect," Staff Papers 13755, University of Minnesota, Department of Applied Economics.
  49. Dominik Rothenhaüsler & Nikolaus Schweizer & Nora Szech, 2016. "Guilt in Voting and Public Good Games," Working Papers 2016-026, Human Capital and Economic Opportunity Working Group.
  50. Dziuda, Wioletta, 2011. "Strategic argumentation," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1362-1397, July.
  51. Weiyong YANG, 2003. "Reforms, agricultural risks and agro-industrial diversification in rural China: Evidence from Chinese Provinces," Working Papers 200318, CERDI.
  52. 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.
  53. Lee, ChoongSup, 1995. "Optimal medical treatment under asymmetric information," Journal of Health Economics, Elsevier, vol. 14(4), pages 419-441, October.
  54. Grant, S. & Quiggin, J., 2001. "A Model-Free Definition of Increasing Uncertainty," Discussion Paper 2001-84, Tilburg University, Center for Economic Research.
  55. Grant, Simon & Kajii, Atsushi, 1998. "AUSI expected utility: An anticipated utility theory of relative disappointment aversion," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 277-290, November.
  56. Klaas Schulze, 2015. "General dual measures of riskiness," Theory and Decision, Springer, vol. 78(2), pages 289-304, February.
  57. 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.
  58. Röthig, Andreas, 2008. "The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence," Darmstadt Discussion Papers in Economics 190, Darmstadt University of Technology, Department of Law and Economics.
  59. David Crainich & Louis Eeckhoudt, 2008. "On the intensity of downside risk aversion," Journal of Risk and Uncertainty, Springer, vol. 36(3), pages 267-276, June.
  60. Joseph E. Stiglitz & Andrew Weiss, 1987. "Macro-Economic Equilibrium and Credit Rationing," NBER Working Papers 2164, National Bureau of Economic Research, Inc.
  61. Marcel Gérard & Joann Weiner, 2003. "Cross-Border Loss Offset and Formulary Apportionment: How do they affect multijurisdictional firm investment spending and interjurisdictional tax competition ?," CESifo Working Paper Series 1004, CESifo Group Munich.
  62. Glenn C. Loury, 1978. "The Optimal Exploitation of an Unknown Reserve," Review of Economic Studies, Oxford University Press, vol. 45(3), pages 621-636.
  63. Gollier, Christian & Schlesinger, Harris, 2002. "Changes in risk and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(4), pages 747-760, May.
  64. Muller, Alfred, 1998. "Comparing risks with unbounded distributions," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
  65. Frewer, Geoff, 1985. "Optimal Destabilisation, Active Learning and the Choice of Step Length in Policy Reform," The Warwick Economics Research Paper Series (TWERPS) 265, University of Warwick, Department of Economics.
  66. Feinerman, Eli & Finkelshtain, Israel, 1996. "Introducing socioeconomic characteristics into production analysis under risk," Agricultural Economics, Blackwell, vol. 13(3), pages 149-161, February.
  67. Dionne, Georges & Santugini, Marc, 2014. "Entry, imperfect competition, and futures market for the input," International Journal of Industrial Organization, Elsevier, vol. 35(C), pages 70-83.
  68. Courbage, Christophe & Rey, Béatrice & Treich, Nicolas, 2013. "Prevention and precaution," TSE Working Papers 13-445, Toulouse School of Economics (TSE).
  69. Ghatak, Maitreesh & Pandey, Priyanka, 2000. "Contract choice in agriculture with joint moral hazard in effort and risk," Journal of Development Economics, Elsevier, vol. 63(2), pages 303-326, December.
  70. Robert, Christian Y. & Therond, Pierre-E., 2014. "Distortion Risk Measures, Ambiguity Aversion and Optimal Effort," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 44(02), pages 277-302, May.
  71. Fafchamps, Marcel & Udry, Christopher & Czukas, Katherine, 1998. "Drought and saving in West Africa: are livestock a buffer stock?," Journal of Development Economics, Elsevier, vol. 55(2), pages 273-305, April.
  72. Hennessy, David A., 1993. "Applications of contingent claims theory to microeconomic problems," ISU General Staff Papers 1993010108000011822, Iowa State University, Department of Economics.
  73. Kit Pong Wong, 1996. "Further results on comparative statics under uncertainty. A comment on Machnes," European Journal of Political Economy, Elsevier, vol. 11(4), pages 761-768, April.
  74. Éric Langlais, 1995. "Aversion au risque et prudence : le cas d'un risque de taux d'intérêt," Revue Économique, Programme National Persée, vol. 46(4), pages 1099-1119.
  75. Ben-Shahar, Danny, 1998. "On the Optimality of the Hybrid Tenure Mode," Journal of Housing Economics, Elsevier, vol. 7(1), pages 69-92, March.
  76. Sudhir A. Shah, 2016. "How Risky Is A Random Process?," Working papers 252, Centre for Development Economics, Delhi School of Economics.
  77. Bar-Shira, Ziv & Finkelshtain, Israel & Simhon, Avi, 2006. "Competitive Equilibrium of an Industry with Labor Managed Firms and Price Risk," Journal of Rural Cooperation, Hebrew University, Center for Agricultural Economic Research, vol. 34(1).
  78. Ana Paula Martins, 2008. "Uninsurable Risks: Uncertainty in Production, the Value of Information and Price Dispersion," Economics Bulletin, AccessEcon, vol. 28(8), pages 1.
  79. Boschi, Melisso & Goenka, Aditya, 2012. "Relative risk aversion and the transmission of financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(1), pages 85-99.
  80. Xu, Zuo Quan, 2014. "Investment under duality risk measure," European Journal of Operational Research, Elsevier, vol. 239(3), pages 786-793.
  81. Zou, Liang, 1995. "Incentive contracting with hidden choices of effort and risk," Economics Letters, Elsevier, vol. 47(3-4), pages 311-316, March.
  82. Chateauneuf, A. & Lakhnati, G., 2015. "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 44-48.
  83. Donald C. Keenan & Arthur Snow, 2016. "Strong Increases in Downside Risk Aversion," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 41(2), pages 149-161, September.
  84. Georges Dionne & Marc Santugini, 2015. "Production Flexibility and Hedging," Risks, MDPI, Open Access Journal, vol. 3(4), pages 1-10, December.
  85. Roumasset, James A., 1974. "Estimating The Risk Of Alternate Techniques: Nitrogenous Fertilization Of Rice In The Philippines," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 42(04), December.
  86. Klabjan, Diego & Olszewski, Wojciech & Wolinsky, Asher, 2014. "Attributes," Games and Economic Behavior, Elsevier, vol. 88(C), pages 190-206.
  87. Broll, Udo & Wong, Keith K.P., 2010. "The firm under uncertainty: capital structure and background risk," Dresden Discussion Paper Series in Economics 04/10, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  88. 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.
  89. Arthur Charpentier & Alfred Galichon & Marc Henry, 2016. "Local Utility and Multivariate Risk Aversion," Mathematics of Operations Research, INFORMS, vol. 41(2), pages 466-476, May.
  90. Martin Guzman & Joseph E. Stiglitz, 2016. "Pseudo-wealth and Consumption Fluctuations," NBER Working Papers 22838, National Bureau of Economic Research, Inc.
  91. Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004. "Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model," Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.
  92. Yoshitaka Sakagami, 2016. "A note on fourth-order risk aversion," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 39(1), pages 105-111, April.
  93. Huggett, Mark & Ospina, Sandra, 2001. "Aggregate precautionary savings: when is the third derivative irrelevant?," Journal of Monetary Economics, Elsevier, vol. 48(2), pages 373-396, October.
  94. Turan G. Bali & Nusret Cakici & Fousseni Chabi-Yo, 2011. "A Generalized Measure of Riskiness," Management Science, INFORMS, vol. 57(8), pages 1406-1423, August.
  95. Isik, Murat, 2003. "Environmental Regulation And The Optimal Location Of The Firm Under Uncertainty," 2003 Annual meeting, July 27-30, Montreal, Canada 22066, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  96. Robert G. Chambers & Giannis Karagiannis & Vangelis Tzouvelekas, 2009. "Yet Another Look at Pest Damage and Pesticide Productivity," Working Papers 0911, University of Crete, Department of Economics.
  97. Feinerman, Eli & Finkelshtain, Israel, 1996. "Introducing socioeconomic characteristics into production analysis under risk," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 13(3), February.
  98. repec:acb:camaaa:2007-28 is not listed on IDEAS
  99. James Huang & Richard Stapleton, 2017. "Higher-order risk vulnerability," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 63(2), pages 387-406, February.
  100. Andreas Wagener, 2007. "Saving and Retirement Decisions with Pension Risk," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 63(1), pages 107-132, March.
  101. Ludkovski, Michael & Rüschendorf, Ludger, 2008. "On comonotonicity of Pareto optimal risk sharing," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1181-1188, August.
  102. Ramser, Hans Jürgen, 1979. "Investition, Unsicherheit und unvollständige Information," Discussion Papers, Series I 131, University of Konstanz, Department of Economics.
  103. Zak, Paul J. & Feng, Yi & Kugler, Jacek, 2002. "Immigration, fertility, and growth," Journal of Economic Dynamics and Control, Elsevier, vol. 26(4), pages 547-576, April.
  104. Jean-Pierre Laffargue, 1977. "La spéculation sur le marché des changes : définitions et paradoxes," Revue Économique, Programme National Persée, vol. 28(4), pages 560-580.
  105. Jiehua Chen & Kirk R. Pruhs & Gerhard J. Woeginger, 2017. "The one-dimensional Euclidean domain: finitely many obstructions are not enough," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 48(2), pages 409-432, February.
  106. Orosel, Gerhard O., 1996. "Informational efficiency and welfare in the stock market," European Economic Review, Elsevier, vol. 40(7), pages 1379-1411, August.
  107. Phelim P. Boyle & Chenghu Ma, 2013. "Mean-Preserving-Spread Risk Aversion and The CAPM," WISE Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  108. Robert J. Aumann & Roberto Serrano, 2008. "An Economic Index of Riskiness," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 810-836, October.
  109. repec:eee:mateco:v:72:y:2017:i:c:p:70-81 is not listed on IDEAS
  110. "Ishii, Yasunori", 1982. "A Study on the Effects of Income, Interest Rate and Price Uncertainties upon Optimal Consumption-Saving Decisions," Economic Review, Hitotsubashi University, vol. 33(3), pages 251-258, July.
  111. Donald Keenan & Donald Rudow & Arthur Snow, 2008. "Risk preferences and changes in background risk," Journal of Risk and Uncertainty, Springer, vol. 36(2), pages 139-152, April.
  112. Robledo, Julio R., 1999. "Strategic risk taking when there is a public good to be provided privately," Journal of Public Economics, Elsevier, vol. 71(3), pages 403-414, March.
  113. repec:hal:wpaper:hal-00813199 is not listed on IDEAS
  114. repec:hal:journl:halshs-00212281 is not listed on IDEAS
  115. W. Chiu, 2005. "A Note on Partial Insurance and the Arrow-Pratt Measure of Risk Aversion," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 30(1), pages 35-40, June.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.