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Background risk and the demand for state-contingent claims · Study

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ArticleBackground risk and the demand for state-contingent claims

Guenter Franke2003

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Articlegreen2003

Background risk and the demand for state-contingent claims

Guenter Franke · Richard C. Stapleton · Marti G. Subrahmanyam

17 citations·0/0 files stored·Economic Theory

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Decision-Making and Behavioral Economics Stochastic processes and financial applications Economic theories and models

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References

1964Risk Aversion in the Small and in the Large 1976Risk Aversion in the Small and in the Large 1990Precautionary Saving in the Small and in the Large 1989Precautionary Saving in the Small and in the Large 2001The Economics of Risk and Time 1991Standard Risk Aversion 1992The Analytics of Uncertainty and Information 2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income

Cited by

2005Optimal risk sharing with background risk 2010An analysis of portfolio selection with background risk 2020Multi-period portfolio selection with mental accounts and realistic constraints based on uncertainty theory 2016Higher-order risk vulnerability 2017Quels déterminants de la prise de risque? Les réponses de l’économie expérimentale 2014Convex and decreasing absolute risk aversion is proper

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Year2003

Typearticle

Published2003-11-24

VenueEconomic Theory

ISSN-L0938-2259

Languageen

Citations17

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1007/s00199-003-0368-1

openalex_workW2089490349

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