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Conditions ensuring the decomposition of asset demand for all risk-averse investors

Dachraoui, Kaïs; Dionne, Georges - In: The European journal of finance 13 (2007) 5/6, pp. 397-404

Persistent link: https://www.econbiz.de/10003570541

On risk management determinants : what really matters?

Dionne, Georges; Triki, Thouraya - In: The European journal of finance 19 (2013) 1/2, pp. 145-164

Persistent link: https://www.econbiz.de/10009733283

Comparative Ross risk aversion in the presence of mean dependent risks

Dionne, Georges; Li, Jingyuan - In: Journal of mathematical economics 51 (2014), pp. 128-135

Persistent link: https://www.econbiz.de/10010479151

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

Heterogeneous basket options pricing using analytical approximations

Dionne, Georges; Gauthier, Geneviève; Ouertani, Nadia; … - In: Multinational finance journal : MF ; quarterly … 15 (2011) 1/2, pp. 47-85

Persistent link: https://www.econbiz.de/10009387541

Comparative mixed risk aversion : definition and application to self-protection and willingness to pay

Dachraoui, Kaïs; Dionne, Georges; Eeckhoudt, Louis R.; … - In: Journal of risk and uncertainty : JRU 29 (2004) 3, pp. 261-276

Persistent link: https://www.econbiz.de/10002475183

Diffidence theorem, state-dependent preferences, and DARA

Dionne, Georges; Ingabire, Marie-Gloriose - In: The Geneva papers on risk and insurance theory 26 (2001) 2, pp. 139-154

Persistent link: https://www.econbiz.de/10001661112

Stochastic dominance and optimal portfolio

Dachraoui, Kaïs (contributor); Dionne, Georges (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001661207

Stochastic dominance and optimal portfolio

Dachraoui, Kaïs; Dionne, Georges - In: Economics letters 71 (2001) 3, pp. 347-354

Persistent link: https://www.econbiz.de/10001574262

First-Order (Conditional) Risk Aversion, Background Risk and Risk Diversification

Dionne, Georges - 2011

Expected utility functions are limited to second-order (conditional) risk aversion, while non-expected utility functions can exhibit either first-order or second-order (conditional) risk aversion. We extend the concept of orders of conditional risk aversion to orders of conditional dependent...

Persistent link: https://www.econbiz.de/10013127810