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Evaluating asset pricing models with limited commitment using household consumption data

Krueger, Dirk; Lustig, Hanno; Perri, Fabrizio - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 715-726

Persistent link: https://www.econbiz.de/10003725672

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

The value of a statistical life under ambiguity aversion

Treich, Nicolas (contributor) - 2008

Persistent link: https://www.econbiz.de/10003795948

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

Overbidding in independent private-values auctions and misperception of probabilities

Armantier, Olivier (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003408538

The value of a statistical life under ambiguity aversion

Treich, Nicolas - In: Journal of environmental economics and management : … 59 (2010) 1, pp. 15-26

Persistent link: https://www.econbiz.de/10003939468

Uncertainty, learning and ambiguity in economic models on climate policy : some classical results and new directions

Lange, Andreas (contributor); Treich, Nicolas (contributor) - 2007

Persistent link: https://www.econbiz.de/10003564224

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