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Changes in background risk and risk taking behavior

Eeckhoudt, Louis R.; Gollier, Christian; Schlesinger, Harris - 1992

Persistent link: https://www.econbiz.de/10000843042

Putting risk in its proper place

Eeckhoudt, Louis R.; Schlesinger, Harris - In: The American economic review 96 (2006) 1, pp. 280-289

Persistent link: https://www.econbiz.de/10003311829

Apportioning of risks via stochastic dominance

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

Consider a simple two-state risk with equal probabilities for the two states. In particular, assume that the random wealth variable Xi dominates Yi via ith-order stochastic dominance for i = M,N. We show that the 50-50 lottery [XN + YM, YN + XM] dominates the lottery [XN + XM, YN + YM] via (N +...

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

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

Risk appointment and stochastic dominance

Eeckhoudt, Louis R. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003592031

Precautionary insurance demand with state-dependent background risk

Fei, Wenan; Schlesinger, Harris - In: The journal of risk and insurance : the journal of the … 75 (2008) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10003686757

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

Apportioning of risks via stochastic dominance

Eeckhoudt, Louis R.; Schlesinger, Harris; Tsetlin, Ilia - In: Journal of economic theory 144 (2009) 3, pp. 994-1003

Persistent link: https://www.econbiz.de/10003856251

Risk taking with additive and multiplicative background risks

Franke, Günter; Schlesinger, Harris; Stapleton, Richard C. - In: Journal of economic theory 146 (2011) 4, pp. 1547-1568

Persistent link: https://www.econbiz.de/10009261956

Changes in risk and asset prices

Schlesinger, Harris; Gollier, Christian - 2001

We examine asset prices in a representative-agent model of general equilibrium. Assuming only that individuals are risk averse, we determine conditions on the changes in asset risk that are both necessary and sufficient for the asset price to fall. We show that these conditions neither imply,...

Persistent link: https://www.econbiz.de/10011398103