Similar Search Results

Are people risk vulnerable?

Beaud, Mickael; Willinger, Marc - In: Management science : journal of the Institute for … 61 (2015) 3, pp. 624-636

Persistent link: https://www.econbiz.de/10010505824

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

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

Decreasing Ross risk aversion : higher-order generalizations and implications

Wang, Jianli; Li, Jingyuan - In: Journal of mathematical economics 55 (2014), pp. 136-142

Persistent link: https://www.econbiz.de/10011297775

Spot exchange rate volatility, uncertain policies and export investment decision of firms : a mean-variance decision approach

Mukherjee, Subhadip; Mukherjee, Soumyatanu; Mishra, Tapas; … - In: The European journal of finance 27 (2021) 8, pp. 752-773

Persistent link: https://www.econbiz.de/10012516131

Equity premium with habits, wealth inequality and background risk

Giannikos, Christos; Koimisis, Georgios - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-15

In an exchange economy with endowment inequality, we investigate how preferences with external habits affect the equity risk premium. We show that the dynamics of external additive habits with wealth inequality are complex when a background risk is present. It is ambiguous whether wealth...

Persistent link: https://www.econbiz.de/10012626100