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Understanding saving and portfolio choices with predictable changes in assets returns

Gollier, Christian - In: Journal of mathematical economics 44 (2008) 5/6, pp. 445-458

Persistent link: https://www.econbiz.de/10003709447

When Ross meets Bell : the linex utility function

Denuit, Michel M.; Eeckhoudt, Louis R.; Schlesinger, Harris - In: Journal of mathematical economics 49 (2013) 2, pp. 177-182

Persistent link: https://www.econbiz.de/10009733395

Ross risk vulnerability for introductions and changes in background risk

Keenan, Donald C.; Snow, Arthur - In: Journal of mathematical economics 48 (2012) 4, pp. 197-206

Persistent link: https://www.econbiz.de/10009665378

Precautionary saving in the large: nth degree deteriorations in future income

Liu, Liqun - In: Journal of mathematical economics 52 (2014), pp. 169-172

Persistent link: https://www.econbiz.de/10010495142

Decreasing downside risk aversion and background risk

Crainich, David; Eeckhoudt, Louis R.; Le Courtois, Olivier - In: Journal of mathematical economics 53 (2014), pp. 59-63

Persistent link: https://www.econbiz.de/10011297143

Intensity of preferences for bivariate risk apportionment

Crainich, David; Eeckhoudt, Louis R.; Le Courtois, Olivier - In: Journal of mathematical economics 88 (2020), pp. 153-160

Persistent link: https://www.econbiz.de/10012589941

Risk, Uncertainty and Monetary Policy

Bekaert, Geert - 2010

The VIX, the stock market option-based implied volatility, strongly co-moves with measures of the monetary policy stance. When decomposing the VIX into two components, a proxy for risk aversion and expected stock market volatility ("uncertainty"), we find that a lax monetary policy decreases...

Persistent link: https://www.econbiz.de/10012462259

The consumption-investment decision of a prospect theory household : a two-period model with an endogenous second period reference level

Hlouskova, Jaroslava; Fortin, Ines; Tsigaris, … - In: Journal of mathematical economics 85 (2019), pp. 93-108

Persistent link: https://www.econbiz.de/10012311077

Variance stochastic orders

Gollier, Christian - In: Journal of mathematical economics 80 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10012105651

Greater Arrow-Pratt (absolute) risk aversion of higher orders

Liu, Liqun; Kit, Pong Wong - In: Journal of mathematical economics 82 (2019), pp. 112-124

Persistent link: https://www.econbiz.de/10012105816