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Risk aversion, wealth and international capital flows

Clark, Ephraim - In: Review of international economics 6 (1998) 3, pp. 507-515

Persistent link: https://www.econbiz.de/10001248121

Monotonicity of asset price toward higher changes in risk

Jokung Nguena, Octave - In: Economics letters 118 (2013) 1, pp. 195-198

Persistent link: https://www.econbiz.de/10009706819

Changes in multiplicative background risk and risk-taking behavior

Jokung Nguena, Octave - In: Theory and decision : an international journal for … 74 (2013) 1, pp. 127-149

Persistent link: https://www.econbiz.de/10009714540

Risky assets and hedging in emerging markets

Jokung Nguena, Octave - In: Economic & financial modelling : a journal of the … 11 (2004) 2, pp. 66-98

Persistent link: https://www.econbiz.de/10002369773

Risk apportionment via bivariate stochastic dominance

Jokung Nguena, Octave - In: Journal of mathematical economics 47 (2011) 4/5, pp. 448-452

Persistent link: https://www.econbiz.de/10009422638

Non-differentiable transformations preserving stochastic dominance

Denuit, Michel; Eeckhoudt, Louis R.; Jokung Nguena, Octave - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1441-1446

Persistent link: https://www.econbiz.de/10009788603

Risk Apportionment Via Bivariate Stochastic Dominance

Jokung, Octave - 2010

This paper extends to bivariate utility functions Eeckhoudt, Schlesinger and Tsetlin's (2009) result for the combination of ‘bad' and ‘good.' The decision-maker prefers to get some of the ‘good' and some of the ‘bad' to taking a chance on all the ‘good' or all the ‘bad' where ‘bad'...

Persistent link: https://www.econbiz.de/10013148030

Asset prices and changes in risk within a bivariate model

Jokung Nguena, Octave; Mitra, Sovan - In: Asia-Pacific financial markets 26 (2019) 1, pp. 47-60

Persistent link: https://www.econbiz.de/10012308006

Risk lovers, mixed risk loving and the preference to combine good with good

Jokung, Octave; Mitra, Sovan - In: International journal of applied management science 11 (2019) 4, pp. 295-313

Persistent link: https://www.econbiz.de/10012160420

Risk Apportionment via Bivariate Stochastic Dominance

Jokung, Octave - 2010

This paper extends to bivariate utility functions the result from Eeckhoudt, Schlesinger and Tsetlin (2009) concerning the combination of ‘bad’ and ‘good’. The decision maker prefers getting some of the ‘good’ and some of the ‘bad’ to taking a chance on all the ‘good’ or all...

Persistent link: https://www.econbiz.de/10014198200