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Risk aversion in the large and in the small

Haug, Jørn; Hens, Thorsten; Wöhrmann, Peter - 2011

Persistent link: https://www.econbiz.de/10009307977

A robust general equilibrium stochastic volatility model with recursive preference investors

Xu, Weidong; Li, Hongyi; Wu, Chongfeng - In: Annals of economics and finance 12 (2011) 2, pp. 217-231

Persistent link: https://www.econbiz.de/10009425023

The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence

Huang, James; Stapleton, Richard C. - In: Economics letters 134 (2015), pp. 34-36

Persistent link: https://www.econbiz.de/10011432171

Risk aversion in the large and in the small

Haug, Jørgen; Hens, Thorsten; Wöhrmann, Peter - In: Economics letters 118 (2013) 2, pp. 310-313

Persistent link: https://www.econbiz.de/10009708907

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