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Volumn 24, Issue 3, 2002, Pages 267-277

Greater downside risk aversion

Author keywords

Downside risk; Labor supply; Portfolio choice; Prudence

Indexed keywords


EID: 0036269368     PISSN: 08955646     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015639619733     Document Type: Article
Times cited : (41)

References (15)
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    • Dynan, Karen E. (1993). "How Prudent Are Consumers?" Journal of Political Economy 101, 1104-1113.
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    • Dynan, K.E.1
  • 4
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    • Increases in prudence and increases in risk aversion
    • Eeckhoudt, Louis and Harris Schlesinger. (1994). "Increases in Prudence and Increases in Risk Aversion," Economics Letters 45, 51-53.
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    • Eeckhoudt, L.1    Schlesinger, H.2
  • 5
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    • Intertemporal substitution in consumption
    • Hall, Robert E. (1988). "Intertemporal Substitution in Consumption," Journal of Political Economy 96, 339-357.
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    • Hall, R.E.1
  • 6
    • 0039805537 scopus 로고    scopus 로고
    • Stock market volatility and the business cycle
    • Hamilton, James D. and G. Lin. (1996). "Stock Market Volatility and the Business Cycle," Journal of Applied Econometrics 11, 573-593.
    • (1996) Journal of Applied Econometrics , vol.11 , pp. 573-593
    • Hamilton, J.D.1    Lin, G.2
  • 7
    • 84904006781 scopus 로고
    • Risk aversion and the choice between risky prospects: The preservation of comparative statics results
    • Jewitt, Ian. (1987). "Risk Aversion and the Choice Between Risky Prospects: The Preservation of Comparative Statics Results," Review of Economic Studies 54, 73-85.
    • (1987) Review of Economic Studies , vol.54 , pp. 73-85
    • Jewitt, I.1
  • 8
    • 0002541131 scopus 로고
    • Precautionary saving in the small and in the large
    • Kimball, Miles S. (1990). "Precautionary Saving in the Small and in the Large," Econometrica 58, 53-73.
    • (1990) Econometrica , vol.58 , pp. 53-73
    • Kimball, M.S.1
  • 9
    • 0000211703 scopus 로고
    • Standard risk aversion
    • Kimball, Miles S. (1993). "Standard Risk Aversion," Econometrica 61, 589-603.
    • (1993) Econometrica , vol.61 , pp. 589-603
    • Kimball, M.S.1
  • 11
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    • Risk aversion in the small and in the large
    • Pratt, John W. (1964). "Risk Aversion in the Small and in the Large," Econometrica 32, 122- 136.
    • (1964) Econometrica , vol.32 , pp. 122-136
    • Pratt, J.W.1
  • 13
    • 49649157588 scopus 로고
    • Increasing risk II: Its economic consequences
    • Rothschild, Michael and Joseph E. Stiglitz. (1971). "Increasing Risk II: Its Economic Consequences," Journal of Economic Theory 3, 66-84.
    • (1971) Journal of Economic Theory , vol.3 , pp. 66-84
    • Rothschild, M.1    Stiglitz, J.E.2
  • 15
    • 0000966901 scopus 로고
    • Third-degree Stochastic dominance
    • Whitmore, G.A. (1970). "Third-Degree Stochastic Dominance," American Economic Review 60, 457-459.
    • (1970) American Economic Review , vol.60 , pp. 457-459
    • Whitmore, G.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.