메뉴 건너뛰기




Volumn 42, Issue 11, 1996, Pages 1524-1530

Repeated optional gambles and risk aversion

Author keywords

Dynamic Risk Taking; Properness; Repeated Gambles

Indexed keywords


EID: 0000667126     PISSN: 00251909     EISSN: None     Source Type: Journal    
DOI: 10.1287/mnsc.42.11.1524     Document Type: Article
Times cited : (13)

References (17)
  • 1
    • 0039749287 scopus 로고
    • The Value of Pre-decision Side Bets for Utility Maximizers
    • Bell, D. E., "The Value of Pre-decision Side Bets for Utility Maximizers," Management Sci., 34 (1988a), 797-800.
    • (1988) Management Sci. , vol.34 , pp. 797-800
    • Bell, D.E.1
  • 2
    • 0003086583 scopus 로고
    • One-switch Utility Functions and a Measure of Risk
    • _, "One-switch Utility Functions and a Measure of Risk," Management Sci., 34 (1988b), 1416-1424.
    • (1988) Management Sci. , vol.34 , pp. 1416-1424
  • 3
    • 85033862794 scopus 로고    scopus 로고
    • A Contextual Uncertainty Condition for Behavior under Risk
    • forthcoming
    • _, "A Contextual Uncertainty Condition for Behavior under Risk," Management Sci., forthcoming.
    • Management Sci.
  • 4
    • 0041609785 scopus 로고
    • An Alternative Characterization of Decreasing Absolute Risk Aversion
    • Dybvig, P. H. and S. A. Lippman, "An Alternative Characterization of Decreasing Absolute Risk Aversion," Econometrica, 51 (1983), 223-224.
    • (1983) Econometrica , vol.51 , pp. 223-224
    • Dybvig, P.H.1    Lippman, S.A.2
  • 5
    • 21344476443 scopus 로고
    • The Economics of Adding and Subdividing Independent Risks: Some Comparative Statics Results
    • Eeckhoudt, L., C. Gollier, and M. Levasseur, "The Economics of Adding and Subdividing Independent Risks: Some Comparative Statics Results," J. Risk and Uncertainty, 8 (1994), 325-337.
    • (1994) J. Risk and Uncertainty , vol.8 , pp. 325-337
    • Eeckhoudt, L.1    Gollier, C.2    Levasseur, M.3
  • 6
    • 0030351631 scopus 로고    scopus 로고
    • Changes in Background Risk and Risk Taking Behaviour
    • _, _, and H. Schlesinger, "Changes in Background Risk and Risk Taking Behaviour," Econometrica, 64 (1996), 683-690.
    • (1996) Econometrica , vol.64 , pp. 683-690
    • Schlesinger, H.1
  • 8
    • 0030367193 scopus 로고    scopus 로고
    • Risk Vulnerability and the Tempering Effect of Background Risk
    • Gollier, C. and J. W. Pratt, "Risk Vulnerability and the Tempering Effect of Background Risk," Econometrica, 64 (1996), 1109-1124.
    • (1996) Econometrica , vol.64 , pp. 1109-1124
    • Gollier, C.1    Pratt, J.W.2
  • 10
    • 0000211703 scopus 로고
    • Standard Risk Aversion
    • Kimball, M. S., "Standard Risk Aversion," Econometrica, 61 (1993), 589-611.
    • (1993) Econometrica , vol.61 , pp. 589-611
    • Kimball, M.S.1
  • 11
    • 0003135990 scopus 로고
    • Repeated Gambles Learning, and Risk Aversion
    • McCardle, K. F. and R. L. Winkler, "Repeated Gambles Learning, and Risk Aversion," Management Sci., 38 (1992), 807-818.
    • (1992) Management Sci. , vol.38 , pp. 807-818
    • McCardle, K.F.1    Winkler, R.L.2
  • 12
    • 0000314740 scopus 로고
    • Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
    • Merton, R. C., "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," Rev. Economics and Statistics, 51 (1969), 247-257.
    • (1969) Rev. Economics and Statistics , vol.51 , pp. 247-257
    • Merton, R.C.1
  • 13
    • 0000499207 scopus 로고
    • Aspects of Rational Insurance Purchasing
    • Mossin, J., "Aspects of Rational Insurance Purchasing," J. Political Economy, 91 (1968), 304-311.
    • (1968) J. Political Economy , vol.91 , pp. 304-311
    • Mossin, J.1
  • 14
    • 0010795164 scopus 로고
    • Multiattribute Utility and Derived Utility
    • Y. Sawaragi, K. Inoue and H. Nakayama (Eds.), Proc. Seventh International Conf. on Multiple Criteria Decision Making, Kyoto, Japan
    • Pratt, J. W., "Multiattribute Utility and Derived Utility," in Y. Sawaragi, K. Inoue and H. Nakayama (Eds.), Toward Interactive and Intelligent Decision Support Systems, Proc. Seventh International Conf. on Multiple Criteria Decision Making, Kyoto, Japan, 1987.
    • (1987) Toward Interactive and Intelligent Decision Support Systems
    • Pratt, J.W.1
  • 15
    • 0000167443 scopus 로고
    • Proper Risk Aversion
    • _ and R. Zeckhauser, "Proper Risk Aversion," Econometrica, 55 (1987), 143-154.
    • (1987) Econometrica , vol.55 , pp. 143-154
    • Zeckhauser, R.1
  • 16
    • 0001786618 scopus 로고
    • Risk and Uncertainty: The Fallacy of the Law of Large Numbers
    • Samuelson, P. A., "Risk and Uncertainty: The Fallacy of the Law of Large Numbers," Scientia, 98 (1963), 108-113.
    • (1963) Scientia , vol.98 , pp. 108-113
    • Samuelson, P.A.1
  • 17
    • 0002153611 scopus 로고
    • The Judgment of Economic Science on Rationale Portfolio Management: Indexing, Timing, and Long-Horizon Effects
    • _, "The Judgment of Economic Science on Rationale Portfolio Management: Indexing, Timing, and Long-Horizon Effects," J. Portfolio Management, Fall (1989), 3-12.
    • (1989) J. Portfolio Management , vol.FALL , pp. 3-12


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.