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The role of information disclosure in financial intermediation with investment risk

Chen, Yi; Du, Kai - In: Journal of financial stability 46 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012391464

Measuring Investment Distortions when Risk-Averse Managers Decide Whether to Undertake Risky Projects

Parrino, Robert - 2002

This paper examines distortions in corporate investment decisions when a new project changes firm risk. It presents a … dynamic model in which a self-interested, risk-averse manager makes investment decisions at a levered firm. The model …, calibrated using data from public firms, is used to estimate the magnitude of distortions in investment decisions. Despite …

Persistent link: https://www.econbiz.de/10012469952

Capacity investment in supply chain with risk averse supplier under risk diversification contract

Juan, He; Ma, Chao; Pan, Kai - In: Transportation research / E : an international journal 106 (2017), pp. 255-275

Persistent link: https://www.econbiz.de/10011761001

Health Investments under Risk and Ambiguity

Johansson-Stenman, Olof - In: The Oxford handbook of the economics of food …. 2012

Persistent link: https://www.econbiz.de/10012881631

Lifetime asset allocation with long run risk and time various risk aversion

Tang, Tao; Luo, Ronghua; Gu, Jing - In: International review of economics & finance : IREF 86 (2023), pp. 230-251

Persistent link: https://www.econbiz.de/10014431337

Role of capital investment, investment risks, and globalization in economic growth

Sun, Chunxia; Abbas, Hafiz Syed Mohsin; Xu, Xiaodong; … - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1883-1898

Persistent link: https://www.econbiz.de/10014253457

Price uncertainty and consumer welfare in an intertemporal setting

Ni, Shawn X.; Raymon, Neil - In: Journal of economic dynamics & control 28 (2004) 9, pp. 1877-1901

Persistent link: https://www.econbiz.de/10001998614

Consumption paths under prospect utility in an optimal growth model

Foellmi, Reto; Rosenblatt-Wisch, Rina; Schenk-Hoppé, … - 2010

This paper studies the Cass-Koopmans-Ramsey model of optimal economic growth in the presence of loss aversion and habit formation. The representative agent's preferences for consumption can be gradually varied between the standard constant intertemporal elasticity of substitution (CIES) case and...

Persistent link: https://www.econbiz.de/10008797768

Individual preferences and the effect of uncertainty on irreversible investment

Muro, Kazunobu - In: Research in economics : an international review of economics 61 (2007) 4, pp. 191-207

Persistent link: https://www.econbiz.de/10003609722

Life-cycle preferences revisited

Bommier, Antoine - 2011

An axiomatic construction for lifecycle preferences accounting for the finiteness and the randomness of life duration is provided. We emphasize the role of intertemporal correlation aversion and explain why multiplicative preferences provide an interesting alternative to additive preferences,...

Persistent link: https://www.econbiz.de/10009553284