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Recursive smooth ambiguity preferences

Klibanoff, Peter; Marinacci, Massimo; Mukerji, Sujoy - In: Journal of economic theory 144 (2009) 3, pp. 930-976

Persistent link: https://www.econbiz.de/10003856242

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

Apportioning of risks via stochastic dominance

Eeckhoudt, Louis R.; Schlesinger, Harris; Tsetlin, Ilia - In: Journal of economic theory 144 (2009) 3, pp. 994-1003

Persistent link: https://www.econbiz.de/10003856251

Greater downside risk aversion in the large

Keenan, Donald C.; Snow, Arthur - In: Journal of economic theory 144 (2009) 3, pp. 1092-1101

Persistent link: https://www.econbiz.de/10003856276

Stronger measures of higher-order risk attitudes

Denuit, Michel M.; Eeckhoudt, Louis R. - In: Journal of economic theory 145 (2010) 5, pp. 2027-2036

Persistent link: https://www.econbiz.de/10009157167

Greater prudence and greater downside risk aversion

Keenan, Donald C.; Snow, Arthur - In: Journal of economic theory 145 (2010) 5, pp. 2018-2026

Persistent link: https://www.econbiz.de/10009157168

Uncertainty averse preferences

Cerreia-Vioglio, S.; Maccheroni, Fabio; Marinacci, Massimo - In: Journal of economic theory 146 (2011) 4, pp. 1275-1330

Persistent link: https://www.econbiz.de/10009262032

Modeling non-monotone risk aversion using SAHARA utility functions

Chen, An; Pelsser, Antoon André Jean; Vellekoop, Michel - In: Journal of economic theory 146 (2011) 5, pp. 2075-7092

Persistent link: https://www.econbiz.de/10009308123

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