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Equilibrium equity price with optimal dividend policy

Yamazaki, Akira - In: International journal of theoretical and applied finance 20 (2017) 2, pp. 1-28

Persistent link: https://www.econbiz.de/10011686852

Alternative approaches to comparative nth-degree risk aversion

Liu, Liqun; Neilson, William - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3824-3834

Persistent link: https://www.econbiz.de/10012062813

Measuring price risk aversion through indirect utility functions : a laboratory experiment

Zeytoon-Nejad, Ali - In: Games 13 (2022) 4, pp. 1-43

introduces the main elements of the duality theory (DT) in economics. Next, it proposes the context of IUFs as a suitable … under the expected utility theory (EUT) are somewhat subject to context. Other findings imply that the risk premium (RP), as …

Persistent link: https://www.econbiz.de/10013368182

Another look at the equity risk premium puzzle

Bamberg, Günter; Heiden, Sebastian - In: German economic review 16 (2015) 4, pp. 490-501

Persistent link: https://www.econbiz.de/10011392268

A robust approach to risk aversion

Bommier, Antoine; Le Grand, François - 2013

We investigate whether the set of Kreps and Porteus (1978) preferences include classes of preferences that are stationary, monotonic and well-ordered in terms of risk aversion. We prove that the class of preferences introduced by Hansen and Sargent (1995) in their robustness analysis is the only...

Persistent link: https://www.econbiz.de/10009721838