Exploring Higher Order Risk Effects
Citations
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Cited by:
- Paan Jindapon & Christopher Whaley, 2015. "Risk lovers and the rent over-investment puzzle," Public Choice, Springer, vol. 164(1), pages 87-101, July.
- Chaigneau, Pierre & Sahuguet, Nicolas & Sinclair-Desgagné, Bernard, 2017.
"Prudence and the convexity of compensation contracts,"
Economics Letters, Elsevier, vol. 157(C), pages 14-16.
- Pierre Chaigneau & Nicolas Sahuguet & Bernard Sinclair-Desgagné, 2017. "Prudence and the convexity of compensation contracts," Post-Print halshs-02292785, HAL.
- Eric Cardella & Carl Kitchens, 2017. "The impact of award uncertainty on settlement negotiations," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 333-367, June.
- Takehito Masuda & Eungik Lee, 2019.
"Higher order risk attitudes and prevention under different timings of loss,"
Experimental Economics, Springer;Economic Science Association, vol. 22(1), pages 197-215, March.
- Takehito Masuda & Eungik Lee, 2018. "Higher order risk attitudes and prevention under different timings of loss," ISER Discussion Paper 1034, Institute of Social and Economic Research, Osaka University.
- Breaban, Adriana & van de Kuilen, Gijs & Noussair, Charles, 2016.
"Prudence, Personality, Cognitive Ability and Emotional State,"
Other publications TiSEM
9a01a5ab-e03d-49eb-9cd7-4, Tilburg University, School of Economics and Management.
- Breaban, Adriana & van de Kuilen, Gijs & Noussair, Charles, 2016. "Prudence, Personality, Cognitive Ability and Emotional State," Discussion Paper 2016-030, Tilburg University, Center for Economic Research.
- 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.
- Ebert, Sebastian & Wiesen, Daniel, 2010. "Joint measurement of risk aversion, prudence and temperance," Bonn Econ Discussion Papers 20/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Schneider, Sebastian O. & Sutter, Matthias, 2020. "Higher Order Risk Preferences: Experimental Measures, Determinants and Related Field Behavior," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224643, Verein für Socialpolitik / German Economic Association.
- Timo Heinrich & Thomas Mayrhofer, 2018. "Higher-order risk preferences in social settings," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 434-456, June.
- Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART - LERECO 14-01, INRAE UMR SMART-LERECO.
- Fairley, Kim & Sanfey, Alan G., 2020. "The role of demographics on adolescents’ preferences for risk, ambiguity, and prudence," Journal of Economic Behavior & Organization, Elsevier, vol. 179(C), pages 784-796.
- Colasante, Annarita & Riccetti, Luca, 2020. "Risk aversion, prudence and temperance: It is a matter of gap between moments," Journal of Behavioral and Experimental Finance, Elsevier, vol. 25(C).
- Georges Dionne & Jingyuan Li & Cedric Okou, 2012. "An Extension of the Consumption-based CAPM Model," Cahiers de recherche 1214, CIRPEE.
- Ebert, Sebastian, 2015. "On skewed risks in economic models and experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 85-97.
- Timo Heinrich & Thomas Mayrhofer, 2014. "Higher-order Risk Preferences in Social Settings - An Experimental Analysis," Ruhr Economic Papers 0508, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Loubergé, Henri & Malevergne, Yannick & Rey, Béatrice, 2020.
"New Results for additive and multiplicative risk apportionment,"
Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 140-151.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers 1915, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2020. "New Results for additive and multiplicative risk apportionment," Post-Print halshs-02930294, HAL.
- Henri Loubergé & Yannick Malevergne & Béatrice Rey, 2019. "New Results for Additive and Multiplicative Risk Apportionment," Working Papers halshs-02100855, HAL.
- repec:zbw:rwirep:0508 is not listed on IDEAS
- Christian Gollier & James Hammitt & Nicolas Treich, 2013.
"Risk and choice: A research saga,"
Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 129-145, October.
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," TSE Working Papers 13-444, Toulouse School of Economics (TSE).
- Gollier, Christian & Hammitt, James K. & Treich, Nicolas, 2013. "Risk and Choice: A Research Saga," IDEI Working Papers 804, Institut d'Économie Industrielle (IDEI), Toulouse.
- Miriam Krieger & Thomas Mayrhofer, 2012. "Patient Preferences and Treatment Thresholds under Diagnostic Risk – An Economic Laboratory Experiment," Ruhr Economic Papers 0321, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- Marie-Hélène Broihanne & Maxime Merli & Patrick Roger, 2016. "Diversification, gambling and market forces," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 129-157, July.
- Sebastian Ebert, 2013.
"Moment characterization of higher-order risk preferences,"
Theory and Decision, Springer, vol. 74(2), pages 267-284, February.
- Ebert, Sebastian, 2010. "Moment characterization of higher-order risk preferences," Bonn Econ Discussion Papers 17/2010, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Li, Jingyuan & Liu, Dongri & Wang, Jianli, 2016. "Risk aversion with two risks: A theoretical extension," Journal of Mathematical Economics, Elsevier, vol. 63(C), pages 100-105.
- Kocher, Martin G. & Pahlke, Julius & Trautmann, Stefan T., 2015.
"An experimental study of precautionary bidding,"
European Economic Review, Elsevier, vol. 78(C), pages 27-38.
- Kocher, Martin & Pahlke, Julius & Trautmann, Stefan, 2013. "An Experimental Study of Precautionary Bidding," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79690, Verein für Socialpolitik / German Economic Association.
- Kangoh Lee, 2012. "Uncertain indemnity and the demand for insurance," Theory and Decision, Springer, vol. 73(2), pages 249-265, August.
- Attema, Arthur E. & l’Haridon, Olivier & van de Kuilen, Gijs, 2019.
"Measuring multivariate risk preferences in the health domain,"
Journal of Health Economics, Elsevier, vol. 64(C), pages 15-24.
- Arthur Attema & Olivier L’haridon & Gijs van de Kuilen, 2019. "Measuring Multivariate Risk Preferences in the Health Domain," Post-Print halshs-01970236, HAL.
- Cary Deck & Harris Schlesinger, 2018.
"On The Robustness Of Higher Order Risk Preferences,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 85(2), pages 313-333, June.
- Cary Deck & Harris Schlesinger, 2016. "On the Robustness of Higher Order Risk Preferences," Working Papers 16-26, Chapman University, Economic Science Institute.
- Niu, Geng & Wang, Qi & Li, Han & Zhou, Yang, 2020. "Number of brothers, risk sharing, and stock market participation," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Peter Brooks & Simon Peters & Horst Zank, 2014.
"Risk behavior for gain, loss, and mixed prospects,"
Theory and Decision, Springer, vol. 77(2), pages 153-182, August.
- Peter Brooks & Simon Peters & Horst Zank, 2011. "Risk Behaviour for Gain, Loss and Mixed Prospects," The School of Economics Discussion Paper Series 1123, Economics, The University of Manchester.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2018.
"Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks,"
Management Science, INFORMS, vol. 64(4), pages 1693-1706, April.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2013. "Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks," Discussion Papers of DIW Berlin 1337, DIW Berlin, German Institute for Economic Research.
- Zankiewicz, Christian & Ensthaler, Ludwig & Nottmeyer, Olga & Weizsäcker, Georg, 2015. "Hidden skewness: On the difficulty of multiplicative compounding under random shocks," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112815, Verein für Socialpolitik / German Economic Association.
- Liu, Liqun & Wang, Jianli, 2017. "A note on the comparative statics approach to nth-degree risk aversion," Economics Letters, Elsevier, vol. 159(C), pages 116-118.
- Thomas Eichner & Rüdiger Pethig, 2015.
"Efficient Management of Insecure Fossil Fuel Imports through Taxing Domestic Green Energy?,"
Journal of Public Economic Theory, Association for Public Economic Theory, vol. 17(5), pages 724-751, October.
- Thomas Eichner & Rüdiger Pethig, 2009. "Efficient management of insecure fossil fuel imports through taxing (!) domestic green energy?," Volkswirtschaftliche Diskussionsbeiträge 138-09, Universität Siegen, Fakultät Wirtschaftswissenschaften, Wirtschaftsinformatik und Wirtschaftsrecht.
- Thomas Eichner & Rüdiger Pethig, 2010. "Efficient Management of Insecure Fossil Fuel Imports through Taxing (!) Domestic Green Energy?," CESifo Working Paper Series 3062, CESifo.
- Cary Deck & Harris Schlesinger, 2014.
"Consistency of Higher Order Risk Preferences,"
Econometrica, Econometric Society, vol. 82, pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2014. "Consistency of Higher Order Risk Preferences," Econometrica, Econometric Society, vol. 82(5), pages 1913-1943, September.
- Cary Deck & Harris Schlesinger, 2012. "Consistency of Higher Order Risk Preferences," CESifo Working Paper Series 4047, CESifo.
- Heinrich, Timo & Mayrhofer, Thomas, 2014. "Higher-order Risk Preferences in Social Settings - An Experimental Analysis," Ruhr Economic Papers 508, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Pierre Chaigneau & Louis Eeckhoudt, 2015. "Downside Risk Neutral Probabilities," Cahiers de recherche 1521, CIRPEE.
- François Desmoulins-Lebeault & Luc Meunier, 2018. "Moment Risks: Investment for Self and for a Firm," Decision Analysis, INFORMS, vol. 15(4), pages 242-266, December.
- Mayrhofer, Thomas & Schmitz, Hendrik, 2020. "Prudence and prevention: Empirical evidence," Ruhr Economic Papers 863, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Philip Grossman & Catherine Eckel, 2015.
"Loving the long shot: Risk taking with skewed lotteries,"
Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 195-217, December.
- Philip J. Grossman & Catherine C. Eckel, 2012. "Loving the Long Shot: Risk Taking with Skewed Lotteries," Monash Economics Working Papers 41-12, Monash University, Department of Economics.
- Luís Santos-Pinto & Adrian Bruhin & José Mata & Thomas Åstebro, 2015.
"Detecting heterogeneous risk attitudes with mixed gambles,"
Theory and Decision, Springer, vol. 79(4), pages 573-600, December.
- Astebro , Thomas & Santos-Pinto , Luís, 2014. "Detecting Heterogeneous Risk Attitudes with Mixed Gambles," HEC Research Papers Series 1042, HEC Paris.
- David Crainich & Louis Eeckhoudt & Alain Trannoy, 2013.
"Even (Mixed) Risk Lovers Are Prudent,"
American Economic Review, American Economic Association, vol. 103(4), pages 1529-1535, June.
- David Crainich & Louis Eeckhoudt & Alain Trannoy, 2011. "Even (mixed) risk lovers are prudent," Working Papers 2011-ECO-05, IESEG School of Management.
- D. Crainich & L. Eeckhoudt & A. Trannoy, 2013. "Even (mixed) risk-lovers are prudent," Post-Print hal-00847645, HAL.
- Rachel J. Huang & Larry Y. Tzeng & Lin Zhao, 2020. "Fractional Degree Stochastic Dominance," Management Science, INFORMS, vol. 66(10), pages 4630-4647, October.
- Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020.
"Risk apportionment: The dual story,"
Journal of Economic Theory, Elsevier, vol. 185(C).
- Louis R. Eeckhoudt & Roger J. A. Laeven & Harris Schlesinger, 2017. "Risk Apportionment: The Dual Story," Papers 1712.02182, arXiv.org.
- Mayrhofer, Thomas & Krieger, Miriam, 2012.
"Patient Preferences and Treatment Thresholds under Diagnostic Risk: An Economic Laboratory Experiment,"
VfS Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century
62033, Verein für Socialpolitik / German Economic Association.
- Krieger, Miriam & Mayrhofer, Thomas, 2012. "Patient Preferences and Treatment Thresholds under Diagnostic Risk – An Economic Laboratory Experiment," Ruhr Economic Papers 321, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Ñíguez, Trino-Manuel & Paya, Ivan & Peel, David, 2016. "Pure higher-order effects in the portfolio choice model," Finance Research Letters, Elsevier, vol. 19(C), pages 255-260.
- Liqun Liu & William S. Neilson, 2019. "Alternative Approaches to Comparative n th-Degree Risk Aversion," Management Science, INFORMS, vol. 65(8), pages 3824-3834, August.
- Giorgio Coricelli & Enrico Diecidue & Francesco D. Zaffuto, 2018. "Evidence for multiple strategies in choice under risk," Journal of Risk and Uncertainty, Springer, vol. 56(2), pages 193-210, April.
- Thomas Mayrhofer & Hendrik Schmitz, 2020. "Prudence and prevention - Empirical evidence," Working Papers CIE 134, Paderborn University, CIE Center for International Economics.
- Brunette, Marielle & Jacob, Julien, 2019.
"Risk aversion, prudence and temperance: An experiment in gain and loss,"
Research in Economics, Elsevier, vol. 73(2), pages 174-189.
- Marielle Brunette & Julien Jacob, 2019. "Risk aversion, prudence and temperance: an experiment in gain and loss," Post-Print hal-02114762, HAL.
- Stefan Felder & Thomas Mayrhofer, 2011. "Higher-Order Risk Preferences – Consequences for Test and Treatment Thresholds and Optimal Cutoffs," Ruhr Economic Papers 0287, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
- repec:zbw:rwirep:0321 is not listed on IDEAS
- Andrea Caragliu & Chiara F. Del Bo & Karima Kourtit & Peter Nijkamp, 2016. "The winner takes it all: forward-looking cities and urban innovation," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 56(3), pages 617-645, May.
- Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
- Patrick Roger & Marie-Hélène Broihanne & Maxime Merli, 2012. "In search of positive skewness: the case of individual investors," Working Papers of LaRGE Research Center 2012-04, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018.
"On the properties of high-order non-monetary measures for risks,"
The Geneva Papers on Risk and Insurance Theory, Springer;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey, 2018. "On the properties of high-order non-monetary measures for risks," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 43(1), pages 77-94, May.
- Christophe Courbage & Henri Loubergé & Béatrice Rey-Fournier, 2018. "On the properties of high-order non-monetary measures for risks," Post-Print halshs-01951128, HAL.
- repec:zbw:rwirep:0287 is not listed on IDEAS
- Aurélien Baillon & Harris Schlesinger & Gijs van de Kuilen, 2018. "Measuring higher order ambiguity preferences," Experimental Economics, Springer;Economic Science Association, vol. 21(2), pages 233-256, June.
- Han (H.) Bleichrodt & Paul van Bruggen, 2018. "Reflection for higher order risk preferences," Tinbergen Institute Discussion Papers 18-079/I, Tinbergen Institute.
- SCHROYEN, Fred, 2011. "Attitudes towards income risk in the presence of quantity constraints," LIDAM Discussion Papers CORE 2011020, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- AJ A. Bostian & Christoph Heinzel, 2016. "Consumption Smoothing and Precautionary Saving under Recursive Preferences," FOODSECURE Working papers 44, LEI Wageningen UR.
- Thomas Mayrhofer, 2017. "Skewed background risks and higher-order risk preferences: prudent versus temperate behavior," Applied Economics Letters, Taylor & Francis Journals, vol. 24(5), pages 338-341, March.
- Patrick Roger, 2011. "Mixed risk aversion and preference for risk disaggregation: a story of moments," Theory and Decision, Springer, vol. 70(1), pages 27-44, January.
- Treich, Nicolas & Liu, Linqun, 2019. "Optimality of Winner-Take-All Contests: The Role of Attitudes toward Risk," TSE Working Papers 19-1060, Toulouse School of Economics (TSE).
- Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015. "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, vol. 78(2), pages 189-208, February.
- Brocas, Isabelle & Carrillo, Juan D & Giga, Aleksandar & Zapatero, Fernando, 2016. "Skewness Seeking in a Dynamic Portfolio Choice Experiment," CEPR Discussion Papers 11056, C.E.P.R. Discussion Papers.
- Trautmann, Stefan T. & Kuilen, Gijs van de, 2018. "Higher order risk attitudes: A review of experimental evidence," European Economic Review, Elsevier, vol. 103(C), pages 108-124.
- J. François Outreville, 2015. "The Relationship Between Relative Risk Aversion And The Level Of Education: A Survey And Implications For The Demand For Life Insurance," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 97-111, February.
- Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.
- J. Francois Outreville, 2014. "Risk Aversion, Risk Behavior, and Demand for Insurance: A Survey," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 37(2), pages 158-186.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2018.
"Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks,"
Management Science, INFORMS, vol. 64(4), pages 1693-1706, April.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2013. "Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks," Discussion Papers of DIW Berlin 1337, DIW Berlin, German Institute for Economic Research.
- Zankiewicz, Christian & Ensthaler, Ludwig & Nottmeyer, Olga & Weizsäcker, Georg, 2015. "Hidden skewness: On the difficulty of multiplicative compounding under random shocks," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112815, Verein für Socialpolitik / German Economic Association.
- Ludwig Ensthaler & Olga Nottmeyer & Georg Weizsäcker & Christian Zankiewicz, 2014. "Hidden Skewness: On the Difficulty of Multiplicative Compounding under Random Shocks," CESifo Working Paper Series 4760, CESifo.
- Felder, Stefan & Mayrhofer, Thomas, 2011. "Higher-Order Risk Preferences – Consequences for Test and Treatment Thresholds and Optimal Cutoffs," Ruhr Economic Papers 287, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.