Similar Search Results

Can Varying Social Insurance Contributions Improve Labour Market Efficiency?

Dreze, J.H. - Center for Operations Research and Econometrics (CORE), … - 1992

Persistent link: https://www.econbiz.de/10005634121

Endogenous Cycles with Long Lived Agents.

Reichlin, P. - Center for Operations Research and Econometrics (CORE), … - 1990

Persistent link: https://www.econbiz.de/10005634173

Public Versus Private Insurance: a Political Economy Argument.

Hindriks, J. - Center for Operations Research and Econometrics (CORE), … - 2000

market can lead a majority of individuals to prefer public insurance over private insurance, even if the median risk is below … the average risk (so that the median ends up subsidizing high-risk individuals). …

Persistent link: https://www.econbiz.de/10005634201

Economic and Social Security in the Twenty-First Century, with Attention to Europe.

Dreze, J.H. - Center for Operations Research and Econometrics (CORE), … - 2000

A partly heuristic attempt at exploring long-run policies aimed at a second-best compromis between ex ante risk … advocated, together with imposed risk sharing between capital and labour, between generations and between countries belonging to …

Persistent link: https://www.econbiz.de/10005634224

A Simple Measure of Risk Aversion in the Large and an Application.

Chander, P. - Center for Operations Research and Econometrics (CORE), … - 2000

We introduce a simple measure of risk aversion in the large. Besides satisfying properties which are conceptually … analogous to the usual properties of the Arrow-Pratt measure, the index of risk aversion in the large leads to a stronger … concept of decreasing risk aversion, which necessarily imp lies decreasing absolute risk aversion but not necessarily non …

Persistent link: https://www.econbiz.de/10005634228

Optimal Diversification Within Multi-Asset Portfolio Using a Conditional Heteroscedasticity Approach: Evidence from the US and the UK.

Giliberto, M.; Hamelink, F.; Hoesli, M.; Macgregor, B. - Geneva School of Economics and Management, Université … - 1996

In this paper portfolio allocation strategies based onn a recently developed autoregressive conditional heteroscedasticity model (QTARCH) are constructed for the US and the UK and compared with strategies relying on the conventional Markowitz approach.

Persistent link: https://www.econbiz.de/10005634275