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Risk‐Taking‐Neutral Background Risks
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Risk‐Taking‐Neutral Background Risks (2018)Risk‐Taking‐Neutral Background RisksMultiplicative Background Risk (2006)Multiplicative Background RiskEconomic and Financial Decisions under Risk (2005)Economic and Financial Decisi…Strategic Asset Allocation (2002)Strategic Asset AllocationDynamic Asset Allocation under Inflation (2002)Dynamic Asset Allocation unde…The Economics of Risk and Time (2001)The Economics of Risk and TimeRisk Vulnerability and the Tempering Effect of Background Risk (1996)Risk Vulnerability and the Te…Standard Risk Aversion (1991)Standard Risk AversionOptimal Insurance in Incomplete Markets (1983)Optimal Insurance in Incomple…Preservation of “more risk averse” under expectations (1982)Preservation of “more risk av…Some Stronger Measures of Risk Aversion in the Small and the Large with Applications (1981)Some Stronger Measures of Ris…Risk Aversion with Random Initial Wealth (1981)Risk Aversion with Random Ini…The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds (1970)The structure of investor pre…The Effects of Income, Wealth, and Capital Gains Taxation on Risk-Taking (1969)The Effects of Income, Wealth…Taxation and Risk-Taking: An Expected Utility Approach (1968)Taxation and Risk-Taking: An …Optimal Multiperiod Portfolio Policies (1968)Optimal Multiperiod Portfolio…Proportional Income Taxation and Risk-Taking (1944)Proportional Income Taxation …An Optimal Compensation Agency Model for Sustainability under the Risk Aversion Utility Perspective (2021)An Optimal Compensation Agenc…Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Idiosyncratic Risk Matters! (2003)Eliciting Risk and Time Preferences (2008)Theory of games and economic behavior (2019)Liquidity Preference as Behavior Towards Risk (1958)Risk Aversion in the Small and in the Large (1964)A characterization of the distributions that imply mean—Variance utility functions (1983)The Rank of Demand Systems: Theory and Nonparametric Estimation (1991)Optimal positioning in derivative securities (2001)Aspects of the Theory of Risk-Bearing. (1966)Financial Intermediation and Delegated Monitoring (1984)Theory of Financial Decision Making. (1988)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Precautionary Saving in the Small and in the Large (1989)Risk Aversion in the Laboratory (2008)Risk-Taking Behavior in the Wake of Natural Disasters (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Household Risk Management and Optimal Mortgage Choice (2003)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)An equilibrium characterization of the term structure (1977)A Monte Carlo Method for Optimal Portfolios (2003)Estimation and Test of a Simple Model of Intertemporal Capital Asset Pricing (2004)Asset allocation under multivariate regime switching (2007)International Risk Sharing and Economic Growth (1994)Growth Theory Through the Lens of Development Economics (2005)Finance and Inequality: Theory and Evidence (2009)INDIVIDUAL INVESTOR RISK AVERSION AND INVESTMENT PORTFOLIO COMPOSITION (1975)On the Measurement of Poverty (1987)Capital tax competition: bane or boon (2003)Multiperiod Consumption-Investment Decisions (1975)Universal Portfolios (1991)Aspects of Rational Insurance Purchasing (1992)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)The Role of Social Capital in Financial Development (2004)
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References

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  • 2002Strategic Asset Allocation1,279 cited
  • 1991Standard Risk Aversion851 cited
  • 1944Proportional Income Taxation and Risk-Taking786 cited
  • 1968Optimal Multiperiod Portfolio Policies779 cited
  • 1996Risk Vulnerability and the Tempering Effect of Background Risk765 cited
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  • 1970The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds434 cited
  • 2002Dynamic Asset Allocation under Inflation411 cited
  • 1969The Effects of Income, Wealth, and Capital Gains Taxation on Risk-Taking411 cited
  • 2005Economic and Financial Decisions under Risk380 cited
  • 1983Optimal Insurance in Incomplete Markets284 cited
  • 1968Taxation and Risk-Taking: An Expected Utility Approach241 cited
  • 1981Risk Aversion with Random Initial Wealth235 cited
  • 1982Preservation of “more risk averse” under expectations112 cited
  • 2006Multiplicative Background Risk

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  • 2021An Optimal Compensation Agency Model for Sustainability under the Risk Aversion Utility Perspective1 cited