. Our results apply to stationary and ergodic time series. In a simulation study we show that our asymptotic theory provides …

Financial risk management is difficult at the best of times, but especially so in the presence of economic uncertainty … and financial crises. The purpose of this special issue on "Advances in Financial Risk Management and Economic Policy … methods have contributed significantly to the analysis of financial risk management when there is economic uncertainty …

-free and are relevant to many fields encountering catastrophic risk analysis, such as, perhaps most noticeably, insurance and … risk management. …

creating a link. However, the interplay of such uncertainty and risk attitudes has been neglected in the network formation …, incomplete information, and risk aversion. The model predicts that an agent's risk aversion is correlated with her network …

-down" model of executive optimization. Others, like salience theory, assume a "bottom-up" influence where attention is driven by … aversion. We discuss the insights regarding the nature of attention and its role in economic theory. …