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  • Search: subject:"Correlation aversion"
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Year of publication
Subject
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Risikoaversion 13 Risk aversion 13 Correlation aversion 12 Theorie 12 Theory 12 Correlation 7 Korrelation 7 correlation aversion 7 Intertemporal choice 6 Intertemporale Entscheidung 6 Risiko 6 Risk 6 Decision under uncertainty 5 Entscheidung unter Unsicherheit 5 Decision under risk 4 Entscheidung unter Risiko 4 Portfolio selection 4 Portfolio-Management 4 Risikopräferenz 4 Risk attitude 4 Savings 4 Sparen 4 recursive utility 4 risk aversion 4 Correlation loving 3 Discounting 3 Diskontierung 3 Experiment 3 Präferenztheorie 3 Theory of preferences 3 endogenous discounting 3 intertemporal trade 3 Almost stochastic dominance 2 Ambiguity 2 Correlation Aversion 2 Erwartungsnutzen 2 Expectation dependence 2 Expected utility 2 Hedging 2 Intertemporal allocation 2
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Online availability
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Undetermined 13 Free 10
Type of publication
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Article 17 Book / Working Paper 8
Type of publication (narrower categories)
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Article in journal 12 Aufsatz in Zeitschrift 12 Working Paper 6 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5
Language
All
English 19 Undetermined 6
Author
All
Kochov, Asen 4 Bommier, Antoine 3 Eeckhoudt, Louis 3 Song, Yangwei 3 Asano, Takao 2 Crainich, David 2 Denuit, Michel 2 Osaki, Yusuke 2 Rey, Béatrice 2 Schlesinger, Harris 2 Stanca, Lorenzo 2 Chiu, W. Henry 1 Courtois, Olivier Le 1 Eeckhoudt, Louis R. 1 Figueroa Benavides, Eugenio 1 Gangadharan, Lata 1 Harrison, Glenn W. 1 Hong, Jimin 1 Huang, Rachel 1 Huang, Rachel J. 1 Jokung, Octave 1 Kim, Kyungsun 1 Kit, Pong Wong 1 Le Courtois, Olivier 1 Le Grand, François 1 Leroux, Anke D. 1 Li, Jingyuan 1 Liu, Desu 1 Menegatti, Mario 1 Pastén, Roberto 1 Rohde, Kirsten I. M. 1 Tzeng, Larry 1 Tzeng, Larry Y. 1 Wang, Jianli 1 Yu, Xiao 1 Zhou, Lin 1
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Institution
All
CESifo 1 IÉSEG School of Management, Université Catholique de Lille 1
Published in...
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Journal of mathematical economics 3 Economics Bulletin 2 Journal of economics 2 KIER discussion paper series : discussion paper ... 2 CESifo Working Paper Series 1 Carlo Alberto notebooks 1 Department of Economics and Statistics working paper series 1 Discussion Paper 1 Discussion paper 1 Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics 1 Economic Theory 1 Economic theory : official journal of the Society for the Advancement of Economic Theory 1 European journal of operational research : EJOR 1 Insurance : mathematics and economics 1 Journal of Mathematical Economics 1 Journal of economic behavior & organization : JEBO 1 Management Science 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Resource and energy economics 1 Working Papers / IÉSEG School of Management, Université Catholique de Lille 1
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Source
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ECONIS (ZBW) 17 RePEc 7 EconStor 1
Showing 1 - 10 of 25
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Recursive preferences, correlation aversion, and the temporal resolution of uncertainty
Stanca, Lorenzo - 2023
Persistent link: https://www.econbiz.de/10014279845
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Recursive preferences, correlation aversion, and the temporal resolution of uncertainty
Stanca, Lorenzo - 2023
Persistent link: https://www.econbiz.de/10014321143
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Cross risk apportionment and non-financial correlated background uncertainty
Asano, Takao; Osaki, Yusuke - 2023
Persistent link: https://www.econbiz.de/10014420566
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Intertemporal Hedging and Trade in Repeated Games with Recursive Utility
Kochov, Asen; Song, Yangwei - 2022
Recursive preferences have found widespread application in representative-agent asset-pricing models and general equilibrium. A majority of these applications exploit two decision-theoretic properties not shared by the standard model of intertemporal choice: (i) agents care about the...
Persistent link: https://www.econbiz.de/10014467810
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Precautionary saving against correlation under risk and ambiguity
Asano, Takao; Osaki, Yusuke - 2022
Persistent link: https://www.econbiz.de/10013184018
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Intertemporal hedging and trade in repeated games with recursive utility
Kochov, Asen; Song, Yangwei - 2022
Recursive preferences have found widespread application in representative-agent asset-pricing models and general equilibrium. A majority of these applications exploit two decision-theoretic properties not shared by the standard model of intertemporal choice: (i) agents care about the...
Persistent link: https://www.econbiz.de/10014476731
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Intertemporal correlation aversion : a model-free measurement
Rohde, Kirsten I. M.; Yu, Xiao - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3493-3509
Persistent link: https://www.econbiz.de/10014551875
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Correlation aversion and bivariate stochastic dominance with respect to reference functions
Li, Jingyuan; Wang, Jianli; Zhou, Lin - In: Insurance : mathematics and economics 118 (2024), pp. 157-174
Persistent link: https://www.econbiz.de/10015067045
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Intertemporal hedging and trade in repeated games with recursive utility
Kochov, Asen; Song, Yangwei - In: Econometrica : journal of the Econometric Society, an … 91 (2023) 6, pp. 2333-2369
Persistent link: https://www.econbiz.de/10014438286
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Diversification and risk attitudes toward two risks
Kit, Pong Wong - In: Journal of mathematical economics 102 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013539467
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