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Citations for "Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules"

by Hara, Chiaki & Huang, James & Kuzmics, Christoph

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  1. Marc Fleurbaey & Stephane Zuber, 2017. "Fair Utilitarianism," Working Papers 088_2017, Princeton University, Department of Economics, Econometric Research Program..
  2. Ghiglino, Christian & Venditti, Alain, 2008. "The role of the wealth distribution on output volatility," Economics Discussion Papers 3003, University of Essex, Department of Economics.
  3. Gollier, Christian, 2003. "Who Should we Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs," IDEI Working Papers 201, Institut d'Économie Industrielle (IDEI), Toulouse.
  4. Carlier, G. & Lachapelle, A., 2011. "A numerical approach for a class of risk-sharing problems," Journal of Mathematical Economics, Elsevier, vol. 47(1), pages 1-13, January.
  5. Laurent E. Calvet & Paolo Sodini, 2014. "Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios," Journal of Finance, American Finance Association, vol. 69(2), pages 867-906, 04.
  6. Sylvia Sarantopoulou-Chiourea & George Skiadopoulos, 2015. "A New Predictor of Real Economic Activity: The S&P 500 Option Implied Risk Aversion," Working Papers 741, Queen Mary University of London, School of Economics and Finance.
  7. Hennessy, David A. & Lapan, Harvey E., 2006. "On the nature of certainty equivalent functionals," Journal of Mathematical Economics, Elsevier, vol. 43(1), pages 1-10, December.
  8. Marc Fleurbaey & Stéphane Zuber, 2017. "Fair Utilitarianism," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01441070, HAL.
  9. Marc Fleurbaey & Stéphane Zuber, 2017. "Fair Utilitarianism," Documents de travail du Centre d'Economie de la Sorbonne 17005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  10. Elyès Jouini & Clotilde Napp & Diego Nocetti, 2013. "Collective risk aversion," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 40(2), pages 411-437, February.
  11. Christian Gollier & Richard Zeckhauser, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," NBER Working Papers 9629, National Bureau of Economic Research, Inc.
  12. Felix Kubler & Karl Schmedders, 2010. "Non-parametric counterfactual analysis in dynamic general equilibrium," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 45(1), pages 181-200, October.
  13. Christian Gollier, 2003. "Collective Risk-Taking Decisions with Heterogeneous Beliefs," CESifo Working Paper Series 909, CESifo Group Munich.
  14. Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2007. "Representative consumer's risk aversion and efficient risk-sharing rules," Journal of Economic Theory, Elsevier, vol. 137(1), pages 652-672, November.
  15. repec:esx:essedp:653 is not listed on IDEAS
  16. Jamison Dean T. & Jamison Julian, 2011. "Characterizing the Amount and Speed of Discounting Procedures," Journal of Benefit-Cost Analysis, De Gruyter, vol. 2(2), pages 1-56, April.
  17. Bjarne Astrup Jensen & Jørgen Aase Nielsen, 2016. "How suboptimal are linear sharing rules?," Annals of Finance, Springer, vol. 12(2), pages 221-243, May.
  18. Chiaki Hara, 2006. "Heterogeneous Risk Attitudes In A Continuous-Time Model," The Japanese Economic Review, Japanese Economic Association, vol. 57(3), pages 377-405.
  19. Hara, Chiaki & Huang, James & Kuzmics, Christoph, 2011. "Effects of background risks on cautiousness with an application to a portfolio choice problem," Journal of Economic Theory, Elsevier, vol. 146(1), pages 346-358, January.
  20. Campos, Rodolfo G., 2013. "Risk-sharing and crises. Global games of regime change with endogenous wealth," Journal of Economic Theory, Elsevier, vol. 148(4), pages 1624-1658.
  21. Ghiglino, Christian & Venditti, Alain, 2011. "Wealth distribution and output fluctuations," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2478-2509.
  22. Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
  23. Dean T. Jamison & Julian Jamison, 2010. "Characterizing the amount and speed of discounting procedures," Working Papers 10-14, Federal Reserve Bank of Boston.
  24. Chiaki Hara & James Huang & Christoph Kuzmics, 2006. "Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks," KIER Working Papers 621, Kyoto University, Institute of Economic Research.
  25. Flåm, Sjur Didrik, 2016. "Borch’s theorem, equal margins, and efficient allocation," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 162-168.
  26. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
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