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

by Chiaki Hara & James Huang & Christoph Kuzmics

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  1. Gollier, Christian & Zeckhauser, Richard, 2003. "Collective Investment Decision Making with Heterogeneous Time Preferences," IDEI Working Papers 198, Institut d'Économie Industrielle (IDEI), Toulouse.
  2. repec:esx:essedp:653 is not listed on IDEAS
  3. Beißner, Patrick, 2016. "Radner Equilibria under Ambiguous Volatility," Center for Mathematical Economics Working Papers 493, Center for Mathematical Economics, Bielefeld University.
  4. 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.
  5. Bjarne Astrup Jensen & Jørgen Aase Nielsen, 2016. "How suboptimal are linear sharing rules?," Annals of Finance, Springer, vol. 12(2), pages 221-243, May.
  6. Felix KUBLER & Karl SCHMEDDERS, "undated". "Non-parametric counterfactual analysis in dynamic general equilibrium," Swiss Finance Institute Research Paper Series 09-05, Swiss Finance Institute.
  7. 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.
  8. Flåm, Sjur Didrik, 2016. "Borch’s theorem, equal margins, and efficient allocation," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 162-168.
  9. Alexis Akira Toda & Kieran Walsh, 2015. "Asset Pricing and the One Percent," 2015 Meeting Papers 858, Society for Economic Dynamics.
  10. Christian Ghiglino & Alain Venditti, 2008. "The role of the wealth distribution on output volatility," Working Papers halshs-00281379, HAL.
  11. Christian Gollier, 2003. "Collective Risk-Taking Decisions with Heterogeneous Beliefs," CESifo Working Paper Series 909, CESifo Group Munich.
  12. Chiaki Hara & James Huang & Christoph Kuzmics, 2008. "Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem," KIER Working Papers 654, Kyoto University, Institute of Economic Research.
  13. Calvet, Laurent E. & Sodini, Paolo, 2013. "Twin picks: Disentangling the determinants of risk-taking in household portfolios," SAFE Working Paper Series 13, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  14. Campos, Rolf, 2013. "Risk-Sharing and Crises. Global Games of Regime Change with Endogenous Wealth," IESE Research Papers D/1064, IESE Business School.
  15. 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.
  16. 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.
  17. Chiaki Hara, 2005. "Heterogeneous Risk Attitudes in a Continuous-Time Model," KIER Working Papers 609, Kyoto University, Institute of Economic Research.
  18. 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.
  19. 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.
  20. Gollier, Christian, 2003. "Who Should we Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs," IDEI Working Papers 201, Institut d'Économie Industrielle (IDEI), Toulouse.
  21. 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.
  22. Dean T. Jamison & Julian Jamison, 2010. "Characterizing the amount and speed of discounting procedures," Working Papers 10-14, Federal Reserve Bank of Boston.
  23. Ghiglino, Christian & Venditti, Alain, 2011. "Wealth distribution and output fluctuations," Journal of Economic Theory, Elsevier, vol. 146(6), pages 2478-2509.
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