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The demand for a risky asset in the presence of a background risk
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The demand for a risky asset in the presence of a background risk (2010)The demand for a risky asset in the prese…A Good Sign for Multivariate Risk Taking (2007)A Good Sign for Multivariate …Putting Risk in Its Proper Place (2006)Putting Risk in Its Proper Pl…Economic and Financial Decisions under Risk (2005)Economic and Financial Decisi…The Economics of Risk and Time (2001)The Economics of Risk and TimeMixed Risk Aversion (1996)Mixed Risk AversionTheory of Financial Decision Making. (1988)Theory of Financial Decision …Increasing Nth degree risk (1980)Increasing Nth degree riskStochastic Dominance and the Maximization of Expected Utility (1976)Stochastic Dominance and the …Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…On the theory of the competitive firm under price uncertainty (1971)On the theory of the competit…Comparative risk aversion with two risks (2021)Comparative risk aversion wit…Fractional Degree Stochastic Dominance (2020)Fractional Degree Stochastic …Financial risk taking in the presence of correlated non-financial background risk (2020)Financial risk taking in the …The non-integer higher-order Stochastic dominance (2018)The non-integer higher-order …Optimal choice of prevention and cure under uncertainty on disease effect and cure effectiveness (2017)Optimal choice of prevention …Risk aversion with two risks: A theoretical extension (2016)Risk aversion with two risks:…Preserving the Rothschild–Stiglitz type of increasing risk with background risk (2016)Preserving the Rothschild–Sti…Higher-order risk vulnerability (2016)Higher-order risk vulnerabili…When can expected utility handle first-order risk aversion? (2014)When can expected utility han…Almost expectation and excess dependence notions (2014)Almost expectation and excess…The Effects of Changes in Risk on Risk Taking: A Survey (2013)The Effects of Changes in Ris…Precautionary saving under many risks (2013)Precautionary saving under ma…Comparative Ross risk aversion in the presence of mean dependent risks (2013)Comparative Ross risk aversio…Hedging and the competitive firm under correlated price and background risk (2012)Hedging and the competitive f…Cross Hedging with Currency Forward Contracts (2012)Cross Hedging with Currency F…Production and hedging under state‐dependent preferences (2011)Production and hedging under …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)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Changes in risk and the demand for saving (2008)Pricing Kernels with Stochastic Skewness and Volatility Risk (2011)Consistency of Higher Order Risk Preferences (2014)Increasing Downside Risk (2016)The Efficiency Analysis of Choices Involving Risk (1969)Stochastic dominance and diversification (1971)Research Bibliography—Stochastic Dominance: A Research Bibliography (1982)The Comparison of Multi-Dimensioned Distributions of Economic Status (1982)Stochastic dominance and mean–variance measures of profit and loss for business planning and investment (2006)The Utility Analysis of Choices Involving Risk (1948)Risk Aversion in the Small and in the Large (1964)Higher Order Risk Attitudes, Demographics, and Financial Decisions (2013)Are Risk Preferences Stable? (2018)Precautionary Saving in the Small and in the Large (1990)On the measurement of inequalities in health (1991)Apportioning of risks via stochastic dominance. (2009)Testing for Prudence and Skewness Seeking (2011)The Long-Run Discount Rate Controversy (2014)Stochastic specification of production functions and economic implications (1978)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Rising Food Prices, Food Price Volatility, and Social Unrest (2014)Static portfolio choice under cumulative prospect theory (2010)Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis (2013)Natural disasters and risk aversion (2020)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)The value of a statistical life: A meta-analysis with a mixed effects regression model (2008)Joint measurement of risk aversion, prudence, and temperance (2014)
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References

  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1971On the theory of the competitive firm under price uncertainty1,450 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 2006Putting Risk in Its Proper Place551 cited
  • 2005Economic and Financial Decisions under Risk380 cited
  • 2007A Good Sign for Multivariate Risk Taking242 cited
  • 1980Increasing Nth degree risk225 cited
  • 1996Mixed Risk Aversion204 cited
  • 1976Stochastic Dominance and the Maximization of Expected Utility107 cited

Cited by

  • 2020Fractional Degree Stochastic Dominance45 cited
  • 2013The Effects of Changes in Risk on Risk Taking: A Survey31 cited
  • 2013Precautionary saving under many risks28 cited
  • 2014When can expected utility handle first-order risk aversion?19 cited
  • 2011Production and hedging under state‐dependent preferences17 cited
  • 2017Optimal choice of prevention and cure under uncertainty on disease effect and cure effectiveness

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15 cited
  • 2014Almost expectation and excess dependence notions15 cited
  • 2012Hedging and the competitive firm under correlated price and background risk15 cited
  • 2012Cross Hedging with Currency Forward Contracts14 cited
  • 2016Risk aversion with two risks: A theoretical extension10 cited
  • 2020Financial risk taking in the presence of correlated non-financial background risk8 cited
  • 2018The non-integer higher-order Stochastic dominance7 cited
  • 2013Comparative Ross risk aversion in the presence of mean dependent risks7 cited
  • 2016Preserving the Rothschild–Stiglitz type of increasing risk with background risk5 cited
  • 2016Higher-order risk vulnerability4 cited
  • 2021Comparative risk aversion with two risks4 cited