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Risk Attitudes Toward Small and Large Bets in the Presence of Background Risk
16 references·2 citing·36 second hop
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this work references cited by second hop

References

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  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
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  • 2005Model Uncertainty, Limited Market Participation, and Asset Prices347 cited
  • 1990‘First-order’ risk aversion and the equity premium puzzle285 cited
  • 2010Generalized Disappointment Aversion and Asset Prices

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246 cited

Cited by

  • 2024First-Order Prudence and Its Implications for Precautionary Savings and the Risk-Free Rate2 cited
  • 2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field2 cited