Similar Search Results

Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)

Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157

Persistent link: https://www.econbiz.de/10010417168

Risk-sensitive real business cycles

Tallarini, Thomas D. - In: Journal of monetary economics 45 (2000) 3, pp. 507-532

Persistent link: https://www.econbiz.de/10001482937

A two-parameter model of dispersion aversion

Chambers, Robert G.; Grant, Simon; Polak, Ben; Quiggin, … - In: Journal of economic theory 150 (2014), pp. 611-641

Persistent link: https://www.econbiz.de/10010360468

A two-parameter model of dispersion aversion

Chambers, Robert G.; Grant, Simon; Polak, Ben; Quiggin, … - 2011

Persistent link: https://www.econbiz.de/10009568527

Robust portfolio choice and indifference valuation

Laeven, Roger J. A.; Stadje, Mitja - In: Mathematics of operations research 39 (2014) 4, pp. 1109-1141

Persistent link: https://www.econbiz.de/10010462159

When can expected utility handle first-order risk aversion?

Dionne, Georges; Li, Jingyuan - In: Journal of economic theory 154 (2014), pp. 403-422

Persistent link: https://www.econbiz.de/10010481337

Wealth-driven competition in a speculative financial market : examples with maximizing agents

Anufriev, Mikhail (contributor) - 2005

This paper demonstrates how both quantitative and qualitative results of general, analytically tractable asset-pricing model in which heterogeneous agents behave consistently with a constant relative risk aversion assumption can be applied to the particular case of "linear" investment choices....

Persistent link: https://www.econbiz.de/10003320749

The safety first expected utility model : experimental evidence and economic implications

Levy, Haim; Levy, Moshe - In: Journal of banking & finance 33 (2009) 8, pp. 1494-1506

Persistent link: https://www.econbiz.de/10003855555

Risk and ambiguity in models of business cycles

Backus, David; Ferriere, Axelle; Zin, Stanley E. - In: Journal of monetary economics 69 (2015), pp. 42-63

Persistent link: https://www.econbiz.de/10011326690

Dynamic safety first expected utility model

Chiu, Mei Choi; Wong, Hoi Ying; Zhao, Jing - In: European journal of operational research : EJOR 271 (2018) 1, pp. 141-154

Persistent link: https://www.econbiz.de/10011882786