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Expo-Power Utility: A ‘Flexible’ Form for Absolute and Relative Risk Aversion

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Cited by:

  1. Tamás Csermely & Alexander Rabas, 2016. "How to reveal people’s preferences: Comparing time consistency and predictive power of multiple price list risk elicitation methods," Journal of Risk and Uncertainty, Springer, vol. 53(2), pages 107-136, December.
  2. Andersson, Ola & Tyran, Jean-Robert & Wengström, Erik & Holm, Håkan J., 2013. "Risk Aversion Relates to Cognitive Ability: Fact or Fiction?," Working Paper Series 964, Research Institute of Industrial Economics.
  3. Jinkwon Lee, 2008. "The effect of the background risk in a simple chance improving decision model," Journal of Risk and Uncertainty, Springer, vol. 36(1), pages 19-41, February.
  4. Simone Cerreia‐Vioglio & David Dillenberger & Pietro Ortoleva, 2015. "Cautious Expected Utility and the Certainty Effect," Econometrica, Econometric Society, vol. 83, pages 693-728, March.
  5. Abdellaoui, Mohammed & Bleichrodt, Han, 2007. "Eliciting Gul's theory of disappointment aversion by the tradeoff method," Journal of Economic Psychology, Elsevier, vol. 28(6), pages 631-645, December.
  6. Carbajal De Nova, Carolina, 2017. "Synthetic data. A proposed method for applied risk management," MPRA Paper 77978, University Library of Munich, Germany, revised 28 Mar 2017.
  7. Edi Karni & Moshe Leshno & Sivan Rapaport, 2014. "Helping patients and physicians reach individualized medical decisions: theory and application to prenatal diagnostic testing," Theory and Decision, Springer, vol. 76(4), pages 451-467, April.
  8. Smith, William T. & Zhang, Qiang, 2007. "Asset pricing with multiplicative habit and power-expo preferences," Economics Letters, Elsevier, vol. 94(3), pages 319-325, March.
  9. Sebastian Ebert & Daniel Wiesen, 2014. "Joint measurement of risk aversion, prudence, and temperance," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 231-252, June.
  10. Kenneth C. Lichtendahl & Samuel E. Bodily, 2012. "Multiplicative Utilities for Health and Consumption," Decision Analysis, INFORMS, vol. 9(4), pages 314-328, December.
  11. Georgalos, Konstantinos & Paya, Ivan & Peel, David A., 2021. "On the contribution of the Markowitz model of utility to explain risky choice in experimental research," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 527-543.
  12. Ola Andersson & Håkan J. Holm & Jean-Robert Tyran & Erik Wengström, 2020. "Robust inference in risk elicitation tasks," Journal of Risk and Uncertainty, Springer, vol. 61(3), pages 195-209, December.
  13. Drichoutis, Andreas & Koundouri, Phoebe, 2011. "Estimating risk attitudes in conventional and artefactual lab experiments," MPRA Paper 28438, University Library of Munich, Germany.
  14. Thomas Astebro & José Mata & Luis Santos-Pinto, 2009. "Preference for Skew in Lotteries: Evidence from the Laboratory," Cahiers de Recherches Economiques du Département d'économie 09.09, Université de Lausanne, Faculté des HEC, Département d’économie.
  15. de Castro, Luciano & Galvao, Antonio F. & Noussair, Charles N. & Qiao, Liang, 2022. "Do people maximize quantiles?," Games and Economic Behavior, Elsevier, vol. 132(C), pages 22-40.
  16. Yao Thibaut Kpegli, 2023. "Smoothing Spline Method for Measuring Prospect Theory Components," Working Papers 2303, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  17. Alexander Tarasov & Robertas Zubrickas, 2023. "Optimal income taxation under monopolistic competition," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 76(2), pages 495-523, August.
  18. Berger, Loïc & Bosetti, Valentina, 2020. "Characterizing ambiguity attitudes using model uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 621-637.
  19. Horst Zank, 2001. "Cumulative Prospect Theory for Parametric and Multiattribute Utilities," Mathematics of Operations Research, INFORMS, vol. 26(1), pages 67-81, February.
  20. Alexia Gaudeul, 2013. "Social preferences under uncertainty," Jena Economics Research Papers 2013-024, Friedrich-Schiller-University Jena.
  21. Adeyemi Esuola & Michael Hoy & Zahirul Islam & Calum G. Turvey, 2007. "Evaluating the effects of asymmetric information in a model of crop insurance," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 67(2), pages 341-356, November.
  22. Wu, Feng & Guan, Zhengfei, 2014. "Efficient Estimation of Risk Attitude with Seminonparametric Risk Modeling," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170625, Agricultural and Applied Economics Association.
  23. repec:ebl:ecbull:v:4:y:2007:i:26:p:1-10 is not listed on IDEAS
  24. Drichoutis, Andreas C. & Nayga, Rodolfo M., 2013. "Eliciting risk and time preferences under induced mood states," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 45(C), pages 18-27.
  25. Cao, Ruixuan & Carpentier, Alain & Gohin, Alexandre, 2011. "Measuring farmers’ risk aversion: the unknown properties of the value function," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114623, European Association of Agricultural Economists.
  26. David Alan Peel, 2013. "On the Implications of the Markowitz Model of Utility embodying Gain Seeking Preferences for Odds on Betting and Bookmakers choice of Spread or Odds Betting," Economics Bulletin, AccessEcon, vol. 33(2), pages 1420-1428.
  27. Antoni Bosch-Domènech & Joaquim Silvestre, 2013. "Measuring risk aversion with lists: a new bias," Theory and Decision, Springer, vol. 75(4), pages 465-496, October.
  28. Eric Luxenberg & Stephen Boyd, 2022. "Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization," Papers 2205.04563, arXiv.org, revised Aug 2022.
  29. Johansson-Stenman, Olof, 2010. "Risk aversion and expected utility of consumption over time," Games and Economic Behavior, Elsevier, vol. 68(1), pages 208-219, January.
  30. Jonathan P. Beauchamp & Daniel J. Benjamin & David I. Laibson & Christopher F. Chabris, 2020. "Measuring and controlling for the compromise effect when estimating risk preference parameters," Experimental Economics, Springer;Economic Science Association, vol. 23(4), pages 1069-1099, December.
  31. Helga Fehr-Duda & Adrian Bruhin & Thomas Epper & Renate Schubert, 2010. "Rationality on the rise: Why relative risk aversion increases with stake size," Journal of Risk and Uncertainty, Springer, vol. 40(2), pages 147-180, April.
  32. David Peel & David Law, 2007. "Betting on odds on Favorites as an Optimal Choice in Cumulative Prospect Theory," Economics Bulletin, AccessEcon, vol. 4(26), pages 1-10.
  33. Mohammed Abdellaoui & Han Bleichrodt & Corina Paraschiv, 2007. "Loss Aversion Under Prospect Theory: A Parameter-Free Measurement," Management Science, INFORMS, vol. 53(10), pages 1659-1674, October.
  34. Just, David R., 2011. "Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter?," Journal of Econometrics, Elsevier, vol. 162(1), pages 25-34, May.
  35. March, Christoph & Sahm, Marco, 2018. "Contests as selection mechanisms: The impact of risk aversion," Journal of Economic Behavior & Organization, Elsevier, vol. 150(C), pages 114-131.
  36. Kim, Tae-Hun, 2008. "The measurement of farmers' risk attitudes using a non-structural approach," Journal of Rural Development/Nongchon-Gyeongje, Korea Rural Economic Institute, vol. 31(2), pages 1-18, May.
  37. Glenn W. Harrison & J. Todd Swarthout, 2023. "Cumulative Prospect Theory in the Laboratory: A Reconsideration," Research in Experimental Economics, in: Models of Risk Preferences: Descriptive and Normative Challenges, volume 22, pages 107-192, Emerald Group Publishing Limited.
  38. Konstantinos Georgalos & Ivan Paya & David Peel, 2023. "Higher order risk attitudes: new model insights and heterogeneity of preferences," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 145-192, March.
  39. Iturbe-Ormaetxe, Iñigo & Ponti, Giovanni & Tomás, Josefa, 2019. "Is it myopia or loss aversion? A study on investment game experiments," Economics Letters, Elsevier, vol. 180(C), pages 36-40.
  40. Zank H., 1998. "Cumulative Prospect Theory for Parametric and Multiattribute Utilities," Research Memorandum 008, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  41. Benjamin L. Collier & Daniel Schwartz & Howard C. Kunreuther & Erwann O. Michel-Kerjan, 2017. "Risk Preferences in Small and Large Stakes: Evidence from Insurance Contract Decisions," NBER Working Papers 23579, National Bureau of Economic Research, Inc.
  42. Bleichrodt, Han & Doctor, Jason & Stolk, Elly, 2005. "A nonparametric elicitation of the equity-efficiency trade-off in cost-utility analysis," Journal of Health Economics, Elsevier, vol. 24(4), pages 655-678, July.
  43. Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, E. Elisabet, 2010. "Preference heterogeneity in experiments: Comparing the field and laboratory," Journal of Economic Behavior & Organization, Elsevier, vol. 73(2), pages 209-224, February.
  44. Stephen L. Cheung, 2020. "Eliciting utility curvature in time preference," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 493-525, June.
  45. Daniel Gregg & John Rolfe, 2017. "Risk Behaviours and Grazing Land Management: A Framed Field Experiment and Linkages to Range Land Condition," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(3), pages 682-709, September.
  46. Bocqueho, Geraldine & Jacquet, Florence & Reynaud, Arnaud, 2011. "Expected Utility or Prospect Theory Maximizers? Results from a Structural Model based on Field-experiment Data," 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland 114257, European Association of Agricultural Economists.
  47. Ruo Jia & Zenan Wu, 2019. "Insurer commitment and dynamic pricing pattern," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(1), pages 87-135, March.
  48. Peel, D.A. & Zhang, Jie, 2012. "On the potential for observational equivalence in experiments on risky choice when a power value function is assumed," Economics Letters, Elsevier, vol. 116(1), pages 8-10.
  49. Klaus Abbink & Jordi Brandts & Benedikt Herrmann & Henrik Orzen, 2010. "Intergroup Conflict and Intra-group Punishment in an Experimental Contest Game," American Economic Review, American Economic Association, vol. 100(1), pages 420-447, March.
  50. Fan-chin Kung & Haiyong Liu, 2019. "Underinsurance Caused by Uninsurable Losses in the Public Goods and Personal Assets," Review of Economics & Finance, Better Advances Press, Canada, vol. 15, pages 14-22, February.
  51. Andreas C. Drichoutis & Jayson L. Lusk, 2016. "What can multiple price lists really tell us about risk preferences?," Journal of Risk and Uncertainty, Springer, vol. 53(2), pages 89-106, December.
  52. Irene Comeig & Charles A. Holt & Ainhoa Jaramillo-Gutiérrez, 2015. "Dealing with risk: Gender, stakes, and probability effects," Discussion Papers in Economic Behaviour 0215, University of Valencia, ERI-CES.
  53. Wu, Steven Y. & Roe, Brian E. & Sporleder, Thomas L. & Nazaryan, Natalie, 2005. "An Experimental Investigation Of Alternative Incentive Schemes With Heterogeneous Agents," Working Papers 28318, Ohio State University, Department of Agricultural, Environmental and Development Economics.
  54. Steffen Andersen & John Fountain & Glenn Harrison & E. Rutström, 2014. "Estimating subjective probabilities," Journal of Risk and Uncertainty, Springer, vol. 48(3), pages 207-229, June.
  55. Keith Coble & Jayson Lusk, 2010. "At the nexus of risk and time preferences: An experimental investigation," Journal of Risk and Uncertainty, Springer, vol. 41(1), pages 67-79, August.
  56. Jan Hausfeld & Sven Resnjanskij, 2017. "Risky Decisions and the Opportunity Costs of Time," TWI Research Paper Series 108, Thurgauer Wirtschaftsinstitut, Universität Konstanz.
  57. Swati Dhingra & John Morrow, 2019. "Monopolistic Competition and Optimum Product Diversity under Firm Heterogeneity," Journal of Political Economy, University of Chicago Press, vol. 127(1), pages 196-232.
  58. Inmaculada Rodríguez-Puerta & Alberto A. Álvarez-López, 2022. "A model for the optimal selection of lenders," Annals of Operations Research, Springer, vol. 313(2), pages 1269-1284, June.
  59. D. A. Peel & Jie Zhang & D. Law, 2008. "The Markowitz model of utility supplemented with a small degree of probability distortion as an explanation of outcomes of Allais experiments over large and small payoffs and gambling on unlikely outc," Applied Economics, Taylor & Francis Journals, vol. 40(1), pages 17-26.
  60. Wilcox, Nathaniel T., 2011. "'Stochastically more risk averse:' A contextual theory of stochastic discrete choice under risk," Journal of Econometrics, Elsevier, vol. 162(1), pages 89-104, May.
  61. Enrico G. De Giorgi & Thierry Post, 2011. "Loss Aversion with a State-Dependent Reference Point," Management Science, INFORMS, vol. 57(6), pages 1094-1110, June.
  62. Loic Berger & Valentina Bosetti, 2016. "Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion," Working Papers 2016.37, Fondazione Eni Enrico Mattei.
  63. Peel, D.A., 2013. "Heterogeneous agents and the implications of the Markowitz model of utility for multi-prize lottery tickets," Economics Letters, Elsevier, vol. 119(3), pages 264-267.
  64. Jakusch, Sven Thorsten, 2017. "On the applicability of maximum likelihood methods: From experimental to financial data," SAFE Working Paper Series 148, Leibniz Institute for Financial Research SAFE, revised 2017.
  65. Mitra, Tapan & Roy, Santanu, 2012. "Sustained positive consumption in a model of stochastic growth: The role of risk aversion," Journal of Economic Theory, Elsevier, vol. 147(2), pages 850-880.
  66. De Nova, Carolina Carbajal, 2021. "Synthetic data. A novel proposed method for applied risk management," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 311085, Agricultural Economics Society - AES.
  67. Mulligan, Karen & Baid, Drishti & Doctor, Jason N. & Phelps, Charles E. & Lakdawalla, Darius N., 2024. "Risk preferences over health: Empirical estimates and implications for medical decision-making," Journal of Health Economics, Elsevier, vol. 94(C).
  68. William T. Smith, 2022. "The optimal hedge ratio: A solution, a conjecture, and a challenge," Economics Bulletin, AccessEcon, vol. 42(2), pages 877-888.
  69. Saak, Alexander E. & Hennessy, David A., 2001. "Location, Land Quality, And Rental Volatility," 2001 Annual meeting, August 5-8, Chicago, IL 20747, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  70. Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring risk aversion with lists: A new bias," Working Papers 239, University of California, Davis, Department of Economics.
  71. Drichoutis, Andreas C. & Koundouri, Phoebe, 2012. "Estimating risk attitudes in conventional and artefactual lab experiments: The importance of the underlying assumptions," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-15.
  72. Kenneth C. Lichtendahl & Samuel E. Bodily, 2010. "Preferences for Consumption Streams: Scale Invariance, Correlation Aversion, and Delay Aversion Under Mortality Risk," Operations Research, INFORMS, vol. 58(4-part-1), pages 985-997, August.
  73. Bulut, Harun & Collins, Keith J., 2013. "Political Economy of Crop Insurance Risk Subsidies under Imperfect Information," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150577, Agricultural and Applied Economics Association.
  74. Ranoua Bouchouicha & Ferdinand M. Vieider, 2017. "Accommodating stake effects under prospect theory," Journal of Risk and Uncertainty, Springer, vol. 55(1), pages 1-28, August.
  75. An, Galina & Becker, Charles M., 2013. "Uncertainty, Insecurity, and Emigration from Kazakhstan to Russia," World Development, Elsevier, vol. 42(C), pages 44-66.
  76. Swati Dhingra & John Morrow, 2012. "The Impact of Integration on Productivity and Welfare Distortions Under Monopolistic Competition," FIW Working Paper series 088, FIW.
  77. Arnade, Carlos Anthony & Cooper, Joseph C., 2012. "Acreage Response under Varying Risk Preferences," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(3), pages 1-17.
  78. José-Luis Pinto-Prades & Han Bleichrodt, 2015. "The Validity of QALYs Under Non-Expected Utility," Working Papers 113, Barcelona School of Economics.
  79. Zank, H., 1998. "Cumulative prospect theory for parametric and multiattribute utilities," Research Memorandum 019, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  80. Holden , Stein, 2014. "Risky Choices of Poor People: Comparing Risk Preference Elicitation Approaches in Field Experiments," CLTS Working Papers 10/14, Norwegian University of Life Sciences, Centre for Land Tenure Studies, revised 10 Oct 2019.
  81. William T. Smith, 2023. "The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge," Economics Bulletin, AccessEcon, vol. 43(2), pages 748-758.
  82. Peel, D.A. & Zhang, Jie, 2009. "The expo-power value function as a candidate for the work-horse specification in parametric versions of cumulative prospect theory," Economics Letters, Elsevier, vol. 105(3), pages 326-329, December.
  83. Kuznar, Lawrence A. & Frederick, William G., 2003. "Environmental constraints and sigmoid utility: implications for value, risk sensitivity, and social status," Ecological Economics, Elsevier, vol. 46(2), pages 293-306, September.
  84. Müller, Stephan & Rau, Holger A., 2019. "Decisions under uncertainty in social contexts," Games and Economic Behavior, Elsevier, vol. 116(C), pages 73-95.
  85. Klaus Abbink & Jordi Brandts & Benedikt Herrmann & Henrik Orzen, 2010. "Intergroup Conflict and Intra-group Punishment in an Experimental Contest Game," American Economic Review, American Economic Association, vol. 100(1), pages 420-447, March.
  86. Peel, D.A., 2010. "On lottery sales, jackpot sizes and irrationality: A cautionary note," Economics Letters, Elsevier, vol. 109(3), pages 161-163, December.
  87. Renan-Ulrich Goetz & Alois Keusch & Joan Ribas-Tur, 2005. "The Efficiency of Direct Payments versus Tax Reductions under Uncertainty," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 115-127, March.
  88. Inigo Iturbe-Ormaetxe & Giovanni Ponti & Josefa Tomás, 2015. "Some (Mis)facts about Myopic Loss Aversion," Working Papers CESARE 6/2015, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  89. William T. Smith & Qiang Zhang, 2006. "Asset Pricing With Multiplicative Habit and Power-Expo Preferences (Subsequently published in "Economics Letters", 2007, 94(3), 319-325. )," CARF F-Series CARF-F-070, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  90. Young-Il Kim & Jungmin Lee, 2012. "Estimating Risk Aversion Using Individual-Level Survey Data," Korean Economic Review, Korean Economic Association, vol. 28, pages 221-239.
  91. Loic Berger & Valentina Bosetti, 2016. "Ellsberg Re-revisited: An Experiment Disentangling Model Uncertainty and Risk Aversion," Working Papers 2016.37, Fondazione Eni Enrico Mattei.
  92. Samuel Mongrut Montalván, 2016. "Discount Rates for Seed Capital Investments," Working Papers 16-01, Centro de Investigación, Universidad del Pacífico.
  93. Felix Kubler & Larry Selden & Xiao Wei, 2014. "When Is a Risky Asset "Urgently Needed"?," American Economic Journal: Microeconomics, American Economic Association, vol. 6(2), pages 131-162, May.
  94. Spreeuw, Jaap, 2014. "Archimedean copulas derived from utility functions," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 235-242.
  95. Glenn Harrison & J. Swarthout, 2014. "Experimental payment protocols and the Bipolar Behaviorist," Theory and Decision, Springer, vol. 77(3), pages 423-438, October.
  96. Wu, Steven Y. & Roe, Brian E., 2006. "AJAE Appendix: Tournaments, Fairness, and Risk," American Journal of Agricultural Economics APPENDICES, Agricultural and Applied Economics Association, vol. 88(3), pages 1-44, August.
  97. Tobias Huber & Johannes G. Jaspersen & Andreas Richter & Dennis Strümpel, 2023. "On the change of risk aversion in wealth: a field experiment in a closed economic system," Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 1-26, March.
  98. Keenan, Donald C. & Snow, Arthur, 2012. "Ross risk vulnerability for introductions and changes in background risk," Journal of Mathematical Economics, Elsevier, vol. 48(4), pages 197-206.
  99. Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2010. "Behavioral econometrics for psychologists," Journal of Economic Psychology, Elsevier, vol. 31(4), pages 553-576, August.
  100. William E. Nganje & Linda D. Burbidge & Elisha K. Denkyirah & Elvis M. Ndembe, 2021. "Predicting Food-Safety Risk and Determining Cost-Effective Risk-Reduction Strategies," JRFM, MDPI, vol. 14(9), pages 1-18, September.
  101. Steffen Andersen & John Fountain & Glenn Harrison & Arne Hole & E. Rutström, 2012. "Inferring beliefs as subjectively imprecise probabilities," Theory and Decision, Springer, vol. 73(1), pages 161-184, July.
  102. Edi Karni, 2009. "A theory of medical decision making under uncertainty," Journal of Risk and Uncertainty, Springer, vol. 39(1), pages 1-16, August.
  103. Denis Conniffe, 2007. "The Flexible Three Parameter Utility Function," Annals of Economics and Finance, Society for AEF, vol. 8(1), pages 57-63, May.
  104. Andreas C. Drichoutis & Rodolfo M. Nayga, 2015. "Do risk and time preferences have biological roots?," Southern Economic Journal, John Wiley & Sons, vol. 82(1), pages 235-256, July.
  105. Alexander Tarasov & Robertas Zubrickas, 2021. "Optimal Income Taxation under Monopolistic Competition," CESifo Working Paper Series 9309, CESifo.
  106. Antoni Bosch-Domènech & Joaquim Silvestre, 2012. "Measuring risk aversion with lists: A new bias," Working Papers 88, University of California, Davis, Department of Economics.
  107. Kvamme, Maria Knoph & Gyrd-Hansen, Dorte & Olsen, Jan Abel & Kristiansen, Ivar Sønbø, 2010. "Increasing marginal utility of small increases in life-expectancy?: Results from a population survey," Journal of Health Economics, Elsevier, vol. 29(4), pages 541-548, July.
  108. Kim, Young-Il & Lee, Jungmin, 2014. "The long-run impact of a traumatic experience on risk aversion," Journal of Economic Behavior & Organization, Elsevier, vol. 108(C), pages 174-186.
  109. Emmanuel Jurczenko & Bertrand Maillet & Paul Merlin, 2008. "Efficient Frontier for Robust Higher-order Moment Portfolio Selection," Post-Print halshs-00336475, HAL.
  110. Antoni Bosch-Domènech & Joaquim Silvestre, 2013. "Measuring risk aversion with lists: a new bias," Theory and Decision, Springer, vol. 75(4), pages 465-496, October.
  111. Serrao, Amilcar & Coelho, Luis, 2000. "The Role Of Area-Yield Crop Insurance In Farmers' Adjustment Against Risk In A Dryland Region Of Portugal," 2000 Annual meeting, July 30-August 2, Tampa, FL 21841, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  112. Schumann, Keith D. & Richardson, James W. & Lien, Gudbrand D. & Hardaker, J. Brian, 2004. "Stochastic Efficiency Analysis Using Multiple Utility Functions," 2004 Annual meeting, August 1-4, Denver, CO 19957, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  113. Ruo Jia & Zenan Wu, 2019. "Insurer commitment and dynamic pricing pattern," The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 44(1), pages 87-135, March.
  114. Smith, V. & De Pinto, A. & Robertson, R., 2018. "The Role of Risk in the Context of Climate Change, Land Use Choices and Crop Production: Evidence from Zambia," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 277315, International Association of Agricultural Economists.
  115. Brice Corgnet & Roberto Hernan-Gonzalez & Yao Thibaut Kpegli & Adam Zylbersztejn, 2023. "Against the Odds! The Tradeoff Between Risk and Incentives is Alive and Well," Working Papers 2305, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
  116. Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris, 2013. "Pareto utility," Theory and Decision, Springer, vol. 75(1), pages 43-57, July.
  117. Cosmina Lelia Voinea, 2017. "Managerial Cognition, Strategy and Performance of Foreign SMEs in Romania," International Business Research, Canadian Center of Science and Education, vol. 10(12), pages 48-67, December.
  118. Steffen Andersen & Amalia Girolamo & Glenn Harrison & Morten Lau, 2014. "Risk and time preferences of entrepreneurs: evidence from a Danish field experiment," Theory and Decision, Springer, vol. 77(3), pages 341-357, October.
  119. Settlage, Daniel M. & Preckel, Paul V., 2002. "Robustness Of Non-Parametric Measurement Of Efficiency And Risk Aversion," 2002 Annual meeting, July 28-31, Long Beach, CA 19765, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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