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The values of relative risk aversion and prudence: A context-free interpretation
7 references·16 citing·41 second hop
The values of relative risk aversion and prudence: A context-free interpretation (2008)The values of relative risk aversion and …Putting Risk in Its Proper Place (2006)Putting Risk in Its Proper Pl…Multiplicative Background Risk (2006)Multiplicative Background RiskRelative Risk Aversion: What Do We Know? (2005)Relative Risk Aversion: What …The Economics of Risk and Time (2001)The Economics of Risk and TimePrecautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Precautionary Saving in the Small and in the Large (1989)Precautionary Saving in the S…Increasing risk II: Its economic consequences (1971)Increasing risk II: Its econo…Higher order risk attitudes of financial experts (2022)Higher order risk attitudes o…Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks (2022)Generalized Bounds on the Con…Fractional Degree Stochastic Dominance (2020)Fractional Degree Stochastic …The theory of precautionary saving: an overview of recent developments (2019)The theory of precautionary s…An anatomy of the market return (2018)An anatomy of the market retu…Precautionary self-insurance-cum-protection (2016)Precautionary self-insurance-…Higher-Order Risk Attitudes (2013)Higher-Order Risk AttitudesBenchmark values for higher order coefficients of relative risk aversion (2013)Benchmark values for higher o…Beyond Risk Aversion: Why, How and What's Next? (2012)Beyond Risk Aversion: Why, Ho…The impact of prudence on optimal prevention revisited (2011)The impact of prudence on opt…Precautionary saving in the presence of labor income and interest rate risks (2011)Precautionary saving in the p…Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions (2010)Segregation and Integration: …Multiplicative risk apportionment (2010)Multiplicative risk apportion…Mapping Risk Aversion in Norway Using Hypothetical Income Gambles (2010)Mapping Risk Aversion in Norw…Increases in skewness and three-moment preferences (2010)Increases in skewness and thr…The newsvendor problem under multiplicative background risk (2009)The newsvendor problem under …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)Risk Aversion in the Small and in the Large (1964)Optimal rules for ordering uncertain prospects (1975)Net Health Benefits (1998)Stochastic Volatility for Lévy Processes (2003)Market Insurance, Self-Insurance, and Self-Protection (1972)Risk and choice: A research saga (2013)Changing risks and optimal effort (2016)Who Should Exert More Effort? Risk Aversion, Downside Risk Aversion and Optimal Prevention (2019)The equity premium: A puzzle (1985)Explaining the characteristics of the power (CRRA) utility family (2008)Should Governments Use a Declining Discount Rate in Project Analysis? (2014)Measuring Social Welfare (2019)The Utility Analysis of Choices Involving Risk (1948)A Good Sign for Multivariate Risk Taking (2007)Higher Order Risk Attitudes, Demographics, and Financial Decisions (2013)Are Risk Preferences Stable? (2018)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Uninsured Idiosyncratic Risk and Aggregate Saving (1994)The analysis of household surveys (1997)Risk, Uncertainty and Profit (1921)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Precautionary saving in mean-variance models and different sources of risk (2020)The effects of ambiguity on entrepreneurship (2020)Land expropriation, household behaviors, and health outcomes: Evidence from China (2024)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Validity, tightness, and forecasting power of risk premium bounds (2022)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Risky Choices and Correlated Background Risk (2005)Agricultural Risk and the Spread of Religious Communities (2017)Risk-Factor Disclosure and Asset Prices (2017)
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References

  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1989Precautionary Saving in the Small and in the Large1,498 cited
  • 2001The Economics of Risk and Time1,361 cited
  • 1971Increasing risk II: Its economic consequences1,082 cited
  • 2006Putting Risk in Its Proper Place551 cited
  • 2005Relative Risk Aversion: What Do We Know?254 cited
  • 2006Multiplicative Background Risk108 cited

Cited by

  • 2019The theory of precautionary saving: an overview of recent developments78 cited
  • 2011The impact of prudence on optimal prevention revisited51 cited
  • 2022Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks48 cited
  • 2020Fractional Degree Stochastic Dominance45 cited
  • 2018An anatomy of the market return35 cited
  • 2012Beyond Risk Aversion: Why, How and What's Next?33 cited
  • 2013Higher-Order Risk Attitudes31 cited
  • 2010Multiplicative risk apportionment28 cited
  • 2011Precautionary saving in the presence of labor income and interest rate risks

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24 cited
  • 2010Mapping Risk Aversion in Norway Using Hypothetical Income Gambles21 cited
  • 2010Increases in skewness and three-moment preferences16 cited
  • 2013Benchmark values for higher order coefficients of relative risk aversion15 cited
  • 2016Precautionary self-insurance-cum-protection15 cited
  • 2022Higher order risk attitudes of financial experts14 cited
  • 2009The newsvendor problem under multiplicative background risk14 cited
  • 2010Segregation and Integration: A Study of the Behaviors of Investors with Extended Value Functions11 cited