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Economic indices of absolute and relative riskiness

Schreiber, Amnon - In: Economic theory : official journal of the Society for … 56 (2014) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10010362157

New results on the relationship among risk aversion, prudence and temperance

Menegatti, Mario - In: European journal of operational research : EJOR 232 (2014) 3, pp. 613-617

Persistent link: https://www.econbiz.de/10010224955

Background risk, bivariate risk attitudes, and optimal prevention

Xue, Minggao; Cheng, Wen - In: Mathematical social sciences 66 (2013) 3, pp. 390-395

Persistent link: https://www.econbiz.de/10010237449

Optimal prevention for correlated risks

Courbage, Christophe; Loubergé, Henri; Peter, Richard - 2013

This paper analyzes optimal prevention in a situation of multiple, possibly correlated risks. We focus on probability reduction (self-protection) so that correlation becomes endogenous. If prevention concerns only one risk, introducing a second exogenous risk increases the level of prevention...

Persistent link: https://www.econbiz.de/10010256952

Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance

Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295

Persistent link: https://www.econbiz.de/10010345255

Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective

Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199

Persistent link: https://www.econbiz.de/10011435793

Decision making with Expected Shortfall and spectral risk measures : the problem of comparative risk aversion

Brandtner, Mario; Kürsten, Wolfgang - In: Journal of banking & finance 58 (2015), pp. 268-280

Persistent link: https://www.econbiz.de/10011544006

Mean-variance utility

Nakamura, Yutaka - In: Journal of economic theory 160 (2015), pp. 536-556

Persistent link: https://www.econbiz.de/10011549547

Weakly time consistent concave valuations and their dual representations

Roorda, Berend; Schumacher, Johannes M. - In: Finance and stochastics 20 (2016) 1, pp. 123-151

Persistent link: https://www.econbiz.de/10011460026

Ambiguity in risk preferences in robust stochastic optimization

Haskell, William B.; Fu, Lunce; Dessouky, Maged - In: European journal of operational research : EJOR 254 (2016) 1, pp. 214-225

Persistent link: https://www.econbiz.de/10011503281

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