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On relative and partial risk attitudes : theory and implications
Chiu, W. Henry; Eeckhoudt, Louis R.; Rey, Beatrice - In: Economic theory : official journal of the Society for … 50 (2012) 1, pp. 151-167
Persistent link: https://www.econbiz.de/10009533449
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The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
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Robust portfolio choice and indifference valuation
Laeven, Roger J. A.; Stadje, Mitja - In: Mathematics of operations research 39 (2014) 4, pp. 1109-1141
Persistent link: https://www.econbiz.de/10010462159
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Is there a plausible theory for decision under risk? : a dual calibration critique
Cox, James C.; Sadiraj, Vjollca; Vogt, Bodo; Dasgupta, … - In: Economic theory : official journal of the Society for … 54 (2013) 2, pp. 305-333
Persistent link: https://www.econbiz.de/10010193248
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Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; … - In: Journal of econometrics 214 (2020) 1, pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
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Restricted increases in risk aversion and their application
Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: Economic theory : official journal of the Society for … 64 (2017) 1, pp. 161-181
Persistent link: https://www.econbiz.de/10011723693
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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978