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Apportioning of risks via stochastic dominance

Eeckhoudt, Louis R. (contributor); … - 2008

Consider a simple two-state risk with equal probabilities for the two states. In particular, assume that the random wealth variable Xi dominates Yi via ith-order stochastic dominance for i = M,N. We show that the 50-50 lottery [XN + YM, YN + XM] dominates the lottery [XN + XM, YN + YM] via (N +...

Persistent link: https://www.econbiz.de/10003790970

Risk aversion, wealth, and background risk

Guiso, Luigi; Paiella, Monica - In: Journal of the European Economic Association 6 (2008) 6, pp. 1109-1150

Persistent link: https://www.econbiz.de/10003793732

Can uncertainty alleviate the commons problem?

Bramoullé, Yann; Treich, Nicolas - In: Journal of the European Economic Association 7 (2009) 5, pp. 1042-1067

Persistent link: https://www.econbiz.de/10003889751

Gender differences in risk aversion and ambiguity aversion

Borghans, Lex; Heckman, James J.; Golsteyn, Bart H. H.; … - In: Journal of the European Economic Association 7 (2009) 2/3, pp. 649-658

Persistent link: https://www.econbiz.de/10003869651

The value of a statistical life under ambiguity aversion

Treich, Nicolas (contributor) - 2008

Persistent link: https://www.econbiz.de/10003688959

Downside loss aversion : winner or loser?

Fortin, Ines; Hlouskova, Jaroslava - In: Mathematical methods of operations research 81 (2015) 2, pp. 181-233

Persistent link: https://www.econbiz.de/10010526371

Downside loss aversion : winner or loser?

Fortin, Ines; Hlouskova, Jaroslava - In: Mathematical methods of operations research 81 (2015) 2, pp. 181-233

Persistent link: https://www.econbiz.de/10010526379

Uncertain demand, consumer loss aversion, and flat-rate tariffs

Herweg, Fabian; Mierendorff, Konrad - In: Journal of the European Economic Association 11 (2013) 2, pp. 399-432

Persistent link: https://www.econbiz.de/10009752089

Optimal asset allocation under linear loss aversion

Fortin, Ines; Hlouskova, Jaroslava - 2010

Growing experimental evidence suggests that loss aversion plays an important role in asset allocation decisions. We study the asset allocation of a linear loss-averse (LA) investor and compare the optimal LA portfolio to the more traditional optimal mean-variance (MV) and conditional...

Persistent link: https://www.econbiz.de/10009732564

Who is "behavioral"? : cognitive ability and anomalous preferences

Benjamin, Daniel J.; Brown, Sebastian A.; Shapiro, Jesse M. - In: Journal of the European Economic Association 11 (2013) 6, pp. 1231-1255

Persistent link: https://www.econbiz.de/10010342090