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Citations for "Increases in risk and in risk aversion"

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

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  1. Hildreth, Clifford & Kislev, Yoav, 1980. "A Model Of Yield Variability And Price Effect," Staff Papers 13755, University of Minnesota, Department of Applied Economics.
  2. repec:hal:wpaper:hal-00813199 is not listed on IDEAS
  3. Ludkovski, Michael & Rüschendorf, Ludger, 2008. "On comonotonicity of Pareto optimal risk sharing," Statistics & Probability Letters, Elsevier, vol. 78(10), pages 1181-1188, August.
  4. 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.
  5. A.Chateauneuf & G.Lakhnati, 2014. "Increases In Risk and Demand for Risky Asset," Working Papers 2014-600, Department of Research, Ipag Business School.
  6. Georges Dionne & Marc Santugini, 2012. "Entry, Imperfect Competition, and Futures Market for the Input," Cahiers de recherche 1215, CIRPEE.
  7. Gine,Xavier & Jacoby,Hanan G., 2016. "Markets, contracts, and uncertainty in a groundwater economy," Policy Research Working Paper Series 7694, The World Bank.
  8. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2006. "Multiplicative Background Risk," Management Science, INFORMS, vol. 52(1), pages 146-153, January.
  9. "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.
  10. Robert J. Aumann & Roberto Serrano, 2007. "An economic index of riskiness," Working Papers 2007-08, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales.
  11. Grant, S. & Quiggin, J., 2001. "A Model-Free Definition of Increasing Uncertainty," Discussion Paper 2001-84, Tilburg University, Center for Economic Research.
  12. 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.
  13. 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.
  14. Holger Herz & Daniel Schunk & Christian Zehnder, 2013. "How do judgmental overconfidence and overoptimism shape innovative activity?," ECON - Working Papers 106, Department of Economics - University of Zurich, revised Nov 2013.
  15. Andreas Wagener, 2007. "Saving and Retirement Decisions with Pension Risk," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 63(1), pages 107-132, March.
  16. Ben-Shahar, Danny, 1998. "On the Optimality of the Hybrid Tenure Mode," Journal of Housing Economics, Elsevier, vol. 7(1), pages 69-92, March.
  17. Jordi Caballé & Joan Esteban, 2002. "Stochastic dominance and absolute risk aversion," Economics Working Papers 643, Department of Economics and Business, Universitat Pompeu Fabra.
  18. Kimball, Miles S, 1993. "Standard Risk Aversion," Econometrica, Econometric Society, vol. 61(3), pages 589-611, May.
  19. 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.
  20. Klaas Schulze, 2015. "General dual measures of riskiness," Theory and Decision, Springer, vol. 78(2), pages 289-304, February.
  21. Hellwig, Martin, 2003. "A Utilitarian Approach to the Provision and Pricing of Excludable Public Goods," Sonderforschungsbereich 504 Publications 03-36, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  22. 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.
  23. 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).
  24. Leonard J. Mirman & Marc Santugini, 2011. "On Risk Aversion, Classical Demand Theory, and KM Preferences," Cahiers de recherche 1132, CIRPEE.
  25. 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.
  26. 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.
  27. Yoram Weiss, 1973. "The Wealth Effect in Occupational Choice," Working Papers 424, Princeton University, Department of Economics, Industrial Relations Section..
  28. 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.
  29. Muller, Alfred, 1998. "Comparing risks with unbounded distributions," Journal of Mathematical Economics, Elsevier, vol. 30(2), pages 229-239, September.
  30. Arthur Charpentier & Alfred Galichon & Marc Henry, 2012. "Local Utility and Multivariate Risk Aversion," CIRANO Working Papers 2012s-17, CIRANO.
  31. 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.
  32. Alfred Mueller, 1996. "Another tale of two tails: On characterizations of comparative risk," Working Papers 025, Risk and Insurance Archive.
  33. 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.
  34. 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.
  35. Neilson, William S., 1995. "Comparative statics derivatives with nonlinear preferences," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 45-57.
  36. Joseph E. Stiglitz & Andrew Weiss, 1987. "Macro-Economic Equilibrium and Credit Rationing," NBER Working Papers 2164, National Bureau of Economic Research, Inc.
  37. Robert Chambers & Giannis Karagiannis & Vangelis Tzouvelekas, 2009. "Yet Another Look at Pest Damage and Pesticide Productivity," Working Papers 0911, University of Crete, Department of Economics.
  38. Mark Huggett, 2003. "Precautionary Wealth Accumulation," Working Papers gueconwpa~03-03-09, Georgetown University, Department of Economics.
  39. repec:hal:journl:halshs-00212281 is not listed on IDEAS
  40. Chateauneuf, A. & Lakhnati, G., 2015. "Increases in risk and demand for a risky asset," Mathematical Social Sciences, Elsevier, vol. 75(C), pages 44-48.
  41. 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.
  42. Xu, Zuo Quan, 2014. "Investment under duality risk measure," European Journal of Operational Research, Elsevier, vol. 239(3), pages 786-793.
  43. Klabjan, Diego & Olszewski, Wojciech & Wolinsky, Asher, 2014. "Attributes," Games and Economic Behavior, Elsevier, vol. 88(C), pages 190-206.
  44. 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.
  45. Kimball, Miles S, 1990. "Precautionary Saving in the Small and in the Large," Econometrica, Econometric Society, vol. 58(1), pages 53-73, January.
  46. 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.
  47. Zou, Liang, 1995. "Incentive contracting with hidden choices of effort and risk," Economics Letters, Elsevier, vol. 47(3-4), pages 311-316, March.
  48. 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.
  49. 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.
  50. 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.
  51. Kreider, Brent, 1998. "Workers' Applications to Social Insurance Programs when Earnings and Eligibility Are Uncertain," Staff General Research Papers Archive 5189, Iowa State University, Department of Economics.
  52. Marcel Fafchamps & Chris Udry & Katherine Czukas, . "Drought and Saving in West Africa: Are Livestock a Buffer Stock?," Working Papers 97013, Stanford University, Department of Economics.
  53. Joseph G. Haubrich & Robert G. King, 1990. "Sticky prices, money, and business fluctuations," Working Paper 9008, Federal Reserve Bank of Cleveland.
  54. Günter Franke & Richard C. Stapleton & Marti G. Subrahmanyam, 2005. "Incremental Risk Vulnerability," CoFE Discussion Paper 05-08, Center of Finance and Econometrics, University of Konstanz.
  55. David P. Myatt & Justin P. Johnson, 2004. "On the Simple Economics of Advertising, Marketing, and Product Design," Economics Series Working Papers 185, University of Oxford, Department of Economics.
  56. W.H. Chiu & L. Eeckhoudt, 2010. "The effects of stochastic wages and non-labor income on labor supply: update and extensions," Post-Print halshs-00485771, HAL.
  57. Takashi Kurosaki & Marcel Fafchamps, 1998. "Insurance Market Efficiency and Crop Choices in Pakistan," Discussion Paper Series a358, Institute of Economic Research, Hitotsubashi University.
  58. Grant, Simon & Quiggin, John, 2004. "Increasing Uncertainty: A Definition," Risk and Sustainable Management Group Working Papers 151163, University of Queensland, School of Economics.
  59. Hengjie Ai, 2004. "A Theory of Risk Aversion without the Independence Axiom," Econometric Society 2004 North American Summer Meetings 578, Econometric Society.
  60. Rachel J. Huang & Larry Y. Tzeng, 2006. "The design of an optimal insurance contract for irreplaceable commodities," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 31(1), pages 11-21, July.
  61. 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.
  62. Machnes, Yaffa, 1995. "Deductible insurance and production," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 119-123, October.
  63. Ramser, Hans Jürgen, 1979. "Investition, Unsicherheit und unvollständige Information," Discussion Papers, Series I 131, University of Konstanz, Department of Economics.
  64. 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.
  65. 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.
  66. Harris Schlesinger & Christian Gollier, 2001. "Changes in Risk and Asset Prices," CESifo Working Paper Series 443, CESifo Group Munich.
  67. 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.
  68. Courbage, Christophe & Rey, Béatrice & Treich, Nicolas, 2013. "Prevention and precaution," IDEI Working Papers 805, Institut d'Économie Industrielle (IDEI), Toulouse.
  69. 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.
  70. 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.
  71. 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.
  72. D. Crainich & L. Eeckhoudt, 2008. "On the intensity of downside risk aversion," Post-Print hal-00292420, HAL.
  73. Martin Guzman & Joseph E. Stiglitz, 2016. "Pseudo-wealth and Consumption Fluctuations," NBER Working Papers 22838, National Bureau of Economic Research, Inc.
  74. Kanniainen, Vesa, 1991. "Optimal Production of Innovations Under Uncertainty," Discussion Papers 348, The Research Institute of the Finnish Economy.
  75. Turan G. Bali & Nusret Cakici & Fousseni Chabi-Yo, 2011. "A Generalized Measure of Riskiness," Management Science, INFORMS, vol. 57(8), pages 1406-1423, August.
  76. Ana Paula Martins, 2007. "Uninsurable Risks: Uncertainty in Production, the Value of Information and Price Dispersion," Annals of Economics and Finance, Society for AEF, vol. 8(2), pages 341-383, November.
  77. 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.
  78. 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.
  79. Breuer, Janice Boucher & McDermott, John, 2012. "Culture, caution, and trust," Journal of Development Economics, Elsevier, vol. 97(1), pages 15-23.
  80. GRANT, Simon & KAJII, Atsushi, 1994. "Ausi Expected Utility : An Anticipated Utility Theory of Relative Disappointment Aversion," CORE Discussion Papers 1994045, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  81. Christian Robert & Pierre-Emmanuel Thérond, 2014. "Distortion risk measures, ambiguity aversion and optimal effort," Post-Print hal-00813199, HAL.
  82. Lee, ChoongSup, 1995. "Optimal medical treatment under asymmetric information," Journal of Health Economics, Elsevier, vol. 14(4), pages 419-441, October.
  83. 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).
  84. repec:hal:journl:halshs-00211906 is not listed on IDEAS
  85. Dziuda, Wioletta, 2011. "Strategic argumentation," Journal of Economic Theory, Elsevier, vol. 146(4), pages 1362-1397, July.
  86. 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.
  87. Hennessy, David A., 1997. "Stochastic technologies and the adoption decision," Journal of Development Economics, Elsevier, vol. 54(2), pages 437-453, December.
  88. 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.
  89. 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.
  90. Machnes, Yaffa, 1995. "Insurance and decision-taking," Economics Letters, Elsevier, vol. 48(2), pages 139-144, May.
  91. Georges Dionne & Marc Santugini, 2014. "Production Flexibility and Hedging," Cahiers de recherche 1417, CIRPEE.
  92. 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.
  93. Sudhir A. Shah, 2016. "How Risky Is A Random Process?," Working papers 252, Centre for Development Economics, Delhi School of Economics.
  94. 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.
  95. 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.
  96. 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.
  97. 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.
  98. Glenn C. Loury, 1977. "The Optimal Exploitation of an Unknown Reserve," Discussion Papers 255, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  99. Feinerman, Eli & Finkelshtain, Israel, 1996. "Introducing socioeconomic characteristics into production analysis under risk," Agricultural Economics, Blackwell, vol. 13(3), pages 149-161, February.
  100. Snow, Arthur, 2003. "Substitution and income effects for increases in risk," Economics Letters, Elsevier, vol. 79(3), pages 313-317, June.
  101. 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.
  102. 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.
  103. 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.
  104. 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.
  105. 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.
  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. 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.
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