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The Precautionary Premium and the Risk-Downside Risk Tradeoff
13 references·0 citing·38 second hop
The Precautionary Premium and the Risk-Downside Risk Tradeoff (2002)The Precautionary Premium and the Risk-Do…Increasing Downside Risk (2016)Increasing Downside RiskThe Economics of Risk and Time (2001)The Economics of Risk and TimeConditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…Gamblers favor skewness, not risk: Further evidence from United States’ lottery games (1999)Gamblers favor skewness, not …Capturing downside risk in financial markets: the case of the Asian Crisis (1999)Capturing downside risk in fi…Distributional Characteristics of Emerging Market Returns and Asset Allocation (1998)Distributional Characteristic…Bettors Love Skewness, Not Risk, at the Horse Track (1998)Bettors Love Skewness, Not Ri…Emerging equity market volatility (1997)Emerging equity market volati…Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models (1995)Outside Risk Aversion and the…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…The Effect of Uncertainty on Saving Decisions (1970)The Effect of Uncertainty on …Saving and Uncertainty: The Precautionary Demand for Saving (1968)Saving and Uncertainty: The P…The Utility Analysis of Choices Involving Risk (1948)The Utility Analysis of Choic…Admissibility and Measurable Utility Functions (1962)Rules for Ordering Uncertain Prospects (1969)Transfer Sensitive Inequality Measures (1987)Chapter 2 Measurement of inequality (2000)Knowing when to leap: Transitioning between exploitative and explorative R&D (2013)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Strategic Asset Allocation (2002)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)Theory of games and economic behavior (2019)Probability and Utility Estimates for Racetrack Bettors (1977)Why are Gambling Markets Organised so Differently from Financial Markets? (2004)Equity Portfolio Diversification (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)… and the Cross-Section of Expected Returns (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)Macroeconomic determinants of growth: Cross-country evidence (1985)An empirical analysis of cross-national economic growth, 1951–1980 (1989)The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence (1992)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Risk as feelings. (2001)DO NATURAL DISASTERS PROMOTE LONG‐RUN GROWTH? (2002)Can the Gains from International Diversification Be Achieved without Trading Abroad? (1999)Systemic Risk and International Portfolio Choice (2004)International asset allocation under regime switching, skew, and kurtosis preferences (2008)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)
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References

  • 1948The Utility Analysis of Choices Involving Risk3,097 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 1997Emerging equity market volatility1,703 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 1968Saving and Uncertainty: The Precautionary Demand for Saving1,376 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 1970The Effect of Uncertainty on Saving Decisions923 cited
  • 2016Increasing Downside Risk480 cited
  • 1998Bettors Love Skewness, Not Risk, at the Horse Track402 cited
  • 1998Distributional Characteristics of Emerging Market Returns and Asset Allocation397 cited
  • 1999Gamblers favor skewness, not risk: Further evidence from United States’ lottery games191 cited
  • 1999Capturing downside risk in financial markets: the case of the Asian Crisis77 cited
  • 1995Outside Risk Aversion and the Comparative Statics of Increasing Risk in Quasi-Linear Decision Models19 cited

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