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On the utility premium of Friedman and Savage

Eeckhoudt, Louis R.; Schlesinger, Harris - In: Economics letters 105 (2009) 1, pp. 46-48

Persistent link: https://www.econbiz.de/10003899348

On the utility premium of Friedman and Savage

Eeckhoudt, Louis R.; Schlesinger, Harris - In: 33rd Seminar of the European Group of Risk and …, (pp. 6-20). 2007

Persistent link: https://www.econbiz.de/10003506300

Loss-averse preferences and portfolio choices : an extension

Eeckhoudt, Louis R.; Fiori, Anna Maria; Rosazza Gianin, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 224-230

Persistent link: https://www.econbiz.de/10011435806

Tradeoffs for downside risk-averse decision-makers and the self-protection decision

Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47

Persistent link: https://www.econbiz.de/10011447270

Apportioning of risks via stochastic dominance

Eeckhoudt, Louis R. (contributor); … - 2008

+ XM] dominates the lottery [XN + XM, YN + YM] via (N + M)th-order stochastic dominance. The basic idea is that a decision …

Persistent link: https://www.econbiz.de/10003790970

Risk, uncertainty and monetary policy

Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2010

"We document a strong co-movement between the VIX, the stock market option-based implied volatility, and monetary policy. We decompose the VIX into two components, a proxy for risk aversion and expected stock market volatility ("uncertainty"), and analyze their dynamic interactions with monetary...

Persistent link: https://www.econbiz.de/10008669382