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Economic and financial decisions under risk

Eeckhoudt, Louis; Gollier, Christian; Schlesinger, Harris - 2005

Persistent link: https://www.econbiz.de/10002198246

A general index of absolute risk attitude

Denuit, Michel M.; Eeckhoudt, Louis R. - In: Management science : journal of the Institute for … 56 (2010) 4, pp. 712-715

Persistent link: https://www.econbiz.de/10003973721

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

Downside risk neutral probabilities

Pierre Chaigneau, Pierre; Eeckhoudt, Louis R. - 2016

Persistent link: https://www.econbiz.de/10011529561

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

Decreasing downside risk aversion and background risk

Crainich, David; Eeckhoudt, Louis R.; Le Courtois, Olivier - In: Journal of mathematical economics 53 (2014), pp. 59-63

Persistent link: https://www.econbiz.de/10011297143

The interaction between the demands for insurance and insurable assets

Eeckhoudt, Louis R. - In: Journal of risk and uncertainty : JRU 14 (1997) 1, pp. 25-39

Persistent link: https://www.econbiz.de/10001215686

Demand for risk assets and the monotone probability ratio order

Eeckhoudt, Louis R. - In: Journal of risk and uncertainty : JRU 11 (1995) 2, pp. 113-122

Persistent link: https://www.econbiz.de/10001193357

La théorie duale des choix risqués et la diversification : quelques réflexions

Eeckhoudt, Louis R. - In: Finance : revue de l'Association Française de Finance 18 (1997) 1, pp. 77-84

Persistent link: https://www.econbiz.de/10001337644

Downside Risk Neutral Probabilities

Chaigneau, Pierre - 2018

The price of any asset can be expressed with risk neutral probabilities, which are adjusted to incorporate risk preferences. This paper introduces the concepts of downside (respectively outer) risk neutral probabilities, which are adjusted to incorporate the preferences for downside (resp....

Persistent link: https://www.econbiz.de/10012936737