Constant relative risk aversion and form equivalence classes

Value at risk: proposals on a generalization

Schroeder, Michael

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Risk and environmental allocation

Siebert, H.
Konstanz Univ. (Germany). Sonderforschungsbereich 178 - Internationalisierung der Wirtschaft.
Konstanz Univ. (Germany). Juristische Fakultaet
Konstanz Univ. (Germany). Fakultaet fuer Wirtschaftswissenschaften und Statistik

January 1987

SIGLEBibliothek Weltwirtschaft Kiel C 147255 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

“Probability of risk aversion” and other applications of derivatives of the certainty equivalent

F. McElroy

Utility theory, Certainty equivalent, Risk aversion, Self-protection, Insurance, Properness, D11, D8...

Portfolio characterization of risk aversion

Werner, Jan
Wang, Zhenyu

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Financial intermediation with risk aversion

Hellwig, Martin Friedrich

January 1998

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Relative price risk in an open economy with flexible exchange rates

Neumann, Manfred J. M.
Hagen, Juergen von

January 1987

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

On the compatibility of value at risk, other risk concepts, and expected utility maximization

Guthoff, Anja
Pfingsten, Andreas
Wolf, Juliane

January 1997

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Risk aversion and the purchase of risky insurance

Schlesinger, Harris
Schulenburg, Johann-Matthias von der

January 1987

Summary in GermanSIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbroo...

Risk aversion in cumulative prospect theory

Zank, Horst
Schmidt, Ulrich
University of Manchester. School of Economic Studies (United Kingdom)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3597. ...

Risk aversion in rent-seeking and rent-augmenting games

Konrad, Kai Andreas
Schlesinger, Harris

January 1993

Summary in GermanAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg...

Is the relative risk aversion parameter constant over time? A multi-country study

Samarjit Das
Nityananda Sarkar

Bootstrap, Information matrix test, Parameter constancy, Relative risk aversion and ARCH-M, C10, C15...

Idiosyncratic risk, sharing rules and the theory of risk bearing

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

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Utility Functions of Equivalent Form and the Effect of Parameter Changes on Optimum Decision Making

Broll, Udo
Battermann, Harald L.
Wahl, Jack E.

We derive a class of utility functions that are equivalent with respect to a well-defined functional...

Insurance demand and risk-sharing with rank-dependent utility

Schmidt, Ulrich

January 1994

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Benchmark values for higher order coefficients of relative risk aversion

Denuit, Michel
Rey, Béatrice

January 2014

The existing literature on savings, insurance, and portfolio choices under risk has revealed that qu...

Value at risk: proposals on a generalization

Schroeder, Michael

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Risk and environmental allocation

Siebert, H.
Konstanz Univ. (Germany). Sonderforschungsbereich 178 - Internationalisierung der Wirtschaft.
Konstanz Univ. (Germany). Juristische Fakultaet
Konstanz Univ. (Germany). Fakultaet fuer Wirtschaftswissenschaften und Statistik

January 1987

SIGLEBibliothek Weltwirtschaft Kiel C 147255 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

“Probability of risk aversion” and other applications of derivatives of the certainty equivalent

F. McElroy

Utility theory, Certainty equivalent, Risk aversion, Self-protection, Insurance, Properness, D11, D8...

Portfolio characterization of risk aversion

Werner, Jan
Wang, Zhenyu

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Financial intermediation with risk aversion

Hellwig, Martin Friedrich

January 1998

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Relative price risk in an open economy with flexible exchange rates

Neumann, Manfred J. M.
Hagen, Juergen von

January 1987

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

On the compatibility of value at risk, other risk concepts, and expected utility maximization

Guthoff, Anja
Pfingsten, Andreas
Wolf, Juliane

January 1997

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Risk aversion and the purchase of risky insurance

Schlesinger, Harris
Schulenburg, Johann-Matthias von der

January 1987

Summary in GermanSIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbroo...

Risk aversion in cumulative prospect theory

Zank, Horst
Schmidt, Ulrich
University of Manchester. School of Economic Studies (United Kingdom)

January 2002

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:3597. ...

Risk aversion in rent-seeking and rent-augmenting games

Konrad, Kai Andreas
Schlesinger, Harris

January 1993

Summary in GermanAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg...

Is the relative risk aversion parameter constant over time? A multi-country study

Samarjit Das
Nityananda Sarkar

Bootstrap, Information matrix test, Parameter constancy, Relative risk aversion and ARCH-M, C10, C15...

Idiosyncratic risk, sharing rules and the theory of risk bearing

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

January 1992

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Utility Functions of Equivalent Form and the Effect of Parameter Changes on Optimum Decision Making

Broll, Udo
Battermann, Harald L.
Wahl, Jack E.

We derive a class of utility functions that are equivalent with respect to a well-defined functional...

Insurance demand and risk-sharing with rank-dependent utility

Schmidt, Ulrich

January 1994

Available from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-24105 Kie...

Benchmark values for higher order coefficients of relative risk aversion

Denuit, Michel
Rey, Béatrice

January 2014

The existing literature on savings, insurance, and portfolio choices under risk has revealed that qu...

Value at risk: proposals on a generalization

Schroeder, Michael

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, Duesternbrook Weg 120, D-2410...

Risk and environmental allocation

Siebert, H.
Konstanz Univ. (Germany). Sonderforschungsbereich 178 - Internationalisierung der Wirtschaft.
Konstanz Univ. (Germany). Juristische Fakultaet
Konstanz Univ. (Germany). Fakultaet fuer Wirtschaftswissenschaften und Statistik

January 1987

SIGLEBibliothek Weltwirtschaft Kiel C 147255 / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Tech...

“Probability of risk aversion” and other applications of derivatives of the certainty equivalent

F. McElroy

Utility theory, Certainty equivalent, Risk aversion, Self-protection, Insurance, Properness, D11, D8...

Constant relative risk aversion and form equivalence classes

Abstract

Extracted data

Constant relative risk aversion and form equivalence classes

Abstract

Extracted data

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