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Mean Variance Vulnerability
Eichner, Thomas - In: Management Science 54 (2008) 3, pp. 586-593
risk aversion, risk vulnerability, properness, and standardness. All of the abovementioned concepts are characterized in …
Persistent link: https://www.econbiz.de/10009203694
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Risk preferences and changes in background risk
Keenan, Donald; Rudow, Donald; Snow, Arthur - In: Journal of Risk and Uncertainty 36 (2008) 2, pp. 139-152
Persistent link: https://www.econbiz.de/10005678215
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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
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Expected Shortfall, spectral risk measures, and the aggravating effect of background risk, or: risk vulnerability and the problem of subadditivity
Brandtner, Mario - In: Journal of banking & finance 89 (2018), pp. 138-149
Persistent link: https://www.econbiz.de/10011963089
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Entropic risk measures and their comparative statics in portfolio selection : coherence vs. convexity
Brandtner, Mario; Kürsten, Wolfgang; Rischau, Robert - In: European journal of operational research : EJOR 264 (2018) 2, pp. 707-716
Persistent link: https://www.econbiz.de/10011801916
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A test of risk vulnerability in the wider population
Bacon, Philomena M.; Conte, Anna; Moffatt, Peter G. - In: Theory and decision : an international journal for … 88 (2020) 1, pp. 37-50
Persistent link: https://www.econbiz.de/10012237037
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Insurance demand in the presence of loss-dependent background risk
Hinck, Sebastian; Steinorth, Petra - In: The journal of risk & insurance 90 (2023) 4, pp. 991-1026
Persistent link: https://www.econbiz.de/10014443641
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As you sow so shall you reap: From capabilities to opportunities
Felipe, Jesus; Kumar, Utsav; Abdon, Arnelyn - 2010
) sophistication; (2) diversification; (3) standardness; and (4) possibilities for exporting with comparative advantage over other …
Persistent link: https://www.econbiz.de/10010286536
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"As You Sow So Shall You Reap: From Capabilities to Opportunities"
Felipe, Jesus; Kumar, Utsav; Abdon, Arnelyn - Levy Economics Institute - 2010
) sophistication; (2) diversification; (3) standardness; and (4) possibilities for exporting with comparative advantage over other …
Persistent link: https://www.econbiz.de/10008466324
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Decreasing Relative Risk Premium
Hansen, Frank - In: The B.E. Journal of Theoretical Economics 7 (2007) 1
We consider the risk premium demanded by a decision maker in order to be indifferent between obtaining a new level of wealth with certainty, or to participate in a lottery which either results in unchanged wealth or an even higher level than what can be obtained with certainty. We study...
Persistent link: https://www.econbiz.de/10014589139