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Greater prudence and greater downside risk aversion
Keenan, Donald C.; Snow, Arthur - In: Journal of economic theory 145 (2010) 5, pp. 2018-2026
Persistent link: https://www.econbiz.de/10009157168
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Precautionary effort : a new look
Eeckhoudt, Louis R.; Huang, Rachel J.; Tzeng, Larry Y. - In: The journal of risk and insurance : the journal of the … 79 (2012) 2, pp. 585-590
Persistent link: https://www.econbiz.de/10009557744
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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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A propos de la tempérance
Crainich, David; Eeckhoudt, Louis R.; Rey, Béatrice - In: Revue économique : revue bimestrielle 62 (2011) 4, pp. 751-764
Persistent link: https://www.econbiz.de/10009240668
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The value of risk reduction : new tools for an old problem
Crainich, David; Eeckhoudt, Louis R.; Hammitt, James K. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 403-413
Persistent link: https://www.econbiz.de/10011377469
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Downside loss aversion : winner or loser?
Fortin, Ines; Hlouskova, Jaroslava - In: Mathematical methods of operations research 81 (2015) 2, pp. 181-233
Persistent link: https://www.econbiz.de/10010526371
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Downside loss aversion : winner or loser?
Fortin, Ines; Hlouskova, Jaroslava - In: Mathematical methods of operations research 81 (2015) 2, pp. 181-233
Persistent link: https://www.econbiz.de/10010526379
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Risk, uncertainty and monetary policy
Bekaert, Geert; Hoerova, Marie; Lo Duca, Marco - 2013
Persistent link: https://www.econbiz.de/10009766337
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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
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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