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Tail risk of equity returns

Sun, Pengfei - 2013

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Saving motives and multivariate precautionary premia

Courbage, Christophe - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 2, pp. 385-391

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More than risk reduction : the investment appeal of insurance

Connor, Robert Alan - In: Journal of economic psychology : research in economic … 17 (1996) 1, pp. 39-54

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An empirical test of ordinal independence

Wu, George - In: Journal of risk and uncertainty : JRU 9 (1994) 1, pp. 39-60

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Preference parameters and behavioral heterogeneity : an experimental approach in the health and retirement study

Barsky, Robert B.; Juster, Francis Thomas; Kimball, Miles S. - In: The quarterly journal of economics 112 (1997) 2, pp. 537-579

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Joint Estimation of Risk Preferences and Technology : Flexible Utility or Futility?

Lence, Sergio H. - 2010

risk aversion. A flexible-utility parameterization is found to slightly worsen technology parameter estimates. Results also …A thought experiment is designed to investigate whether the structure of risk aversion (i.e., the changes in absolute … or relative risk aversion associated with changes in wealth) can be estimated with reasonable precision from agricultural …

Persistent link: https://www.econbiz.de/10014207315