-
1
-
-
0002804196
-
Nonparametric risk management and implied risk aversion
-
Ait-Sahalia,Y. andA.W. Lo. 2000. Nonparametric risk management and implied risk aversion. Journal of Econometrics 94:9-51.
-
(2000)
Journal of Econometrics
, vol.94
, pp. 9-51
-
-
Ait-Sahalia, Y.1
Lo, A.W.2
-
5
-
-
0003038679
-
Exposition of a new theory on the measurement of risk
-
(English Transl. by Louise Sommer.).
-
Bernoulli, D. 1954. Exposition of a new theory on the measurement of risk. (English Transl. by Louise Sommer.) Econometrica 22: 23-36.
-
(1954)
Econometrica
, vol.22
, pp. 23-36
-
-
Bernoulli, D.1
-
8
-
-
0001599795
-
Risk aversion with random initial wealth
-
Kihlstrom, R., D. Romer, and S. Williams. 1981. Risk aversion with random initial wealth. Econometrica 49:911-920.
-
(1981)
Econometrica
, vol.49
, pp. 911-920
-
-
Kihlstrom, R.1
Romer, D.2
Williams, S.3
-
9
-
-
0040866984
-
Preservation of more risk averse under expectations
-
Nachman, D. C. 1982. Preservation of 'more risk averse' under expectations. Journal of Economic Theory 28:361-368.
-
(1982)
Journal of Economic Theory
, vol.28
, pp. 361-368
-
-
Nachman, D.C.1
-
10
-
-
0001579697
-
Risk aversion in the small and in the large
-
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32:122-136.
-
(1964)
Econometrica
, vol.32
, pp. 122-136
-
-
Pratt, J.1
-
11
-
-
0001489207
-
Some stronger measures of risk aversion in the small and in the large with applications
-
Ross, S. A. 1981. Some stronger measures of risk aversion in the small and in the large with applications. Econometrica 3:621-638.
-
(1981)
Econometrica
, vol.3
, pp. 621-638
-
-
Ross, S.A.1
-
12
-
-
0000092680
-
First order versus second order risk aversion
-
Segal, U. and A. Spivak. 1990. First order versus second order risk aversion. Journal of Economic Theory 51:111-125.
-
(1990)
Journal of Economic Theory
, vol.51
, pp. 111-125
-
-
Segal, U.1
Spivak, A.2
-
13
-
-
0002569928
-
The dual theory of choice under risk
-
Yaari, M. E. 1987. The dual theory of choice under risk. Econometrica 55:95-115.
-
(1987)
Econometrica
, vol.55
, pp. 95-115
-
-
Yaari, M.E.1
-
16
-
-
84963089164
-
Efficiency analysis of choices involving risk
-
Hanoch, G. and H. Levy. 1969. Efficiency analysis of choices involving risk. Review of Economic Studies 36:335-346.
-
(1969)
Review of Economic Studies
, vol.36
, pp. 335-346
-
-
Hanoch, G.1
Levy, H.2
-
17
-
-
0003543733
-
Inequalities
-
(Reprinted in 1997 by Cambridge University Press.).
-
Hardy, G. H., J. E. Littlewood and G. Polya. 1934. Inequalities. (Reprinted in 1997 by Cambridge University Press.)
-
(1934)
-
-
Hardy, G.H.1
Littlewood, J.E.2
Polya, G.3
-
21
-
-
0000966901
-
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
-
22
-
-
0003626859
-
Essays in the theory of risk bearing
-
Chicago: Markham Publishing Co.
-
Arrow, K. J. 1971. Essays in the theory of risk bearing. Chicago: Markham Publishing Co.
-
(1971)
-
-
Arrow, K.J.1
-
23
-
-
0036487693
-
Monotone comparative statics under uncertainty
-
Athey, S. 2002. Monotone comparative statics under uncertainty. Quarterly Journal of Economics 117:187-223.
-
(2002)
Quarterly Journal of Economics
, vol.117
, pp. 187-223
-
-
Athey, S.1
-
25
-
-
21844501564
-
Demand for risky assets and the monotone probability ratio order
-
Eeckhoudt, L. and C. Gollier. 1995. Demand for risky assets and the monotone probability ratio order. Journal of Risk and Uncertainty 11:113-122.
-
(1995)
Journal of Risk and Uncertainty
, vol.11
, pp. 113-122
-
-
Eeckhoudt, L.1
Gollier, C.2
-
26
-
-
0041457774
-
The effects of changes in risk on risk taking: a survey
-
In Handbook of insurance, ed. G. Dionne. Dordrecht: Kluwer Academic
-
Eeckhoudt, L. and C. Gollier.2000. The effects of changes in risk on risk taking: a survey. In Handbook of insurance, ed. G. Dionne. Dordrecht: Kluwer Academic.
-
(2000)
-
-
Eeckhoudt, L.1
Gollier, C.2
-
27
-
-
0011362716
-
The design of optimal insurance without the nonnegativity constraint on claims
-
Gollier, C. 1987. The design of optimal insurance without the nonnegativity constraint on claims. Journal of Risk and Insurance 54:312-324.
-
(1987)
Journal of Risk and Insurance
, vol.54
, pp. 312-324
-
-
Gollier, C.1
-
28
-
-
0000608184
-
The comparative statics of changes in risk revisited
-
Gollier, C.1995. The comparative statics of changes in risk revisited. Journal of Economic Theory 66:522-536.
-
(1995)
Journal of Economic Theory
, vol.66
, pp. 522-536
-
-
Gollier, C.1
-
29
-
-
21844500537
-
Second-best insurance contract design in an incomplete market
-
Gollier, C. and H. Schlesinger. 1995. Second-best insurance contract design in an incomplete market. Scandinavian Journal of Economics 97:123-135.
-
(1995)
Scandinavian Journal of Economics
, vol.97
, pp. 123-135
-
-
Gollier, C.1
Schlesinger, H.2
-
30
-
-
0030304303
-
Arrow's theorem on the optimality of deductibles: a stochastic dominance approach
-
Gollier, C. and H. Schlesinger.1996. Arrow's theorem on the optimality of deductibles: a stochastic dominance approach. Economic Theory 7:359-363.
-
(1996)
Economic Theory
, vol.7
, pp. 359-363
-
-
Gollier, C.1
Schlesinger, H.2
-
32
-
-
0011311438
-
Optimal insurance: a nonexpected utility analysis
-
In Contributions to insurance economics, ed. G. Dionne. Dordrecht: Kluwer Academic
-
Karni, E. 1992. Optimal insurance: a nonexpected utility analysis. In Contributions to insurance economics, ed. G. Dionne. Dordrecht: Kluwer Academic
-
(1992)
-
-
Karni, E.1
-
33
-
-
0000169095
-
Demand for risky financial assets: a portfolio analysis
-
Landsberger, M. and I. Meilijson. 1990. Demand for risky financial assets: a portfolio analysis. Journal of Economic Theory 50:204-213.
-
(1990)
Journal of Economic Theory
, vol.50
, pp. 204-213
-
-
Landsberger, M.1
Meilijson, I.2
-
34
-
-
0001715058
-
Non-expected utility and the robustness of the classical insurance paradigm.
-
n Non-expected utility and risk management, ed. C. Gollier and M. Machina. Dordrecht: Kluwer Academic. (Reprinted from The Geneva Papers on Risk and Insurance Theory.
-
Machina, M. 1995. Non-expected utility and the robustness of the classical insurance paradigm. In Non-expected utility and risk management, ed. C. Gollier and M. Machina. Dordrecht: Kluwer Academic. (Reprinted from The Geneva Papers on Risk and Insurance Theory 20:9-50.
-
(1995)
, vol.20
, pp. 9-50
-
-
Machina, M.1
-
35
-
-
0000624688
-
Strong increases in risk and their comparative statics
-
Meyer, J. and M. Ormiston. 1985. Strong increases in risk and their comparative statics. International Economic Review 26:425-437.
-
(1985)
International Economic Review
, vol.26
, pp. 425-437
-
-
Meyer, J.1
Ormiston, M.2
-
36
-
-
0000513419
-
Good news and bad news: representation theorems and applications
-
Milgrom, P. 1981. Good news and bad news: representation theorems and applications. Bell Journal of Economics 12:380-391.
-
(1981)
Bell Journal of Economics
, vol.12
, pp. 380-391
-
-
Milgrom, P.1
-
37
-
-
0000499207
-
Aspects of rational insurance purchasing
-
Mossin, J. 1968. Aspects of rational insurance purchasing. Journal of Political Economy 76:533-568.
-
(1968)
Journal of Political Economy
, vol.76
, pp. 533-568
-
-
Mossin, J.1
-
38
-
-
0003261991
-
Theory and practice of insurance
-
Dordrecht: Kluwer Academic.
-
Outreville, J. F. 1997. Theory and practice of insurance. Dordrecht: Kluwer Academic.
-
(1997)
-
-
Outreville, J.F.1
-
39
-
-
38248999623
-
Comparative statics under uncertainty for a class of economic agents
-
Ormiston, M. and E. Schlee. 1993. Comparative statics under uncertainty for a class of economic agents. Journal of Economic Theory 61:412-422.
-
(1993)
Journal of Economic Theory
, vol.61
, pp. 412-422
-
-
Ormiston, M.1
Schlee, E.2
-
40
-
-
0002290231
-
The design of an optimal insurance policy
-
Raviv, A. 1979. The design of an optimal insurance policy. American Economic Review 69:84-96.
-
(1979)
American Economic Review
, vol.69
, pp. 84-96
-
-
Raviv, A.1
-
42
-
-
0003923198
-
The economics of contracts: a primer
-
Cambridge, MA: MIT Press.
-
Salani'e, B. 1997. The economics of contracts: a primer. Cambridge, MA: MIT Press.
-
(1997)
-
-
Salani'e, B.1
-
43
-
-
0000092680
-
First order versus second order risk aversion
-
Segal, U. and A. Spivak. 1990. First order versus second order risk aversion. Journal of Economic Theory 51:111-125.
-
(1990)
Journal of Economic Theory
, vol.51
, pp. 111-125
-
-
Segal, U.1
Spivak, A.2
-
45
-
-
38249020762
-
Invariance of the efficient sets when the expected utility hypothesis is relaxed
-
Zilcha, I. and S. H. Chew. 1990. Invariance of the efficient sets when the expected utility hypothesis is relaxed. Journal of Economic Behaviour and Organizations 13:125-131.
-
(1990)
Journal of Economic Behaviour and Organizations
, vol.13
, pp. 125-131
-
-
Zilcha, I.1
Chew, S.H.2
-
46
-
-
14944354341
-
Arrow, K. J. 1963. Liquidity preference.The Economics of Uncertainty
-
Lecture VI in Lecture Notes for Economics 285.
-
Arrow, K. J. 1963. Liquidity preference. Lecture VI in Lecture Notes for Economics 285, The Economics of Uncertainty, pp. 33-53, undated, Stanford University.
-
(1963)
The Economics of Uncertainty
, pp. 33-53
-
-
Arrow, K.J.1
-
47
-
-
0003509657
-
Yrjo Jahnsson Lecture Notes
-
Helsinki ,(Reprinted in Arrow 1971)
-
Arrow K.J.1965. Yrjo Jahnsson Lecture Notes, Helsinki. (Reprinted in Arrow 1971).
-
(1965)
-
-
Arrow, K.J.1
-
48
-
-
0003626859
-
Essays in the theory of risk bearing.
-
Chicago: Markham Publishing Co.
-
Arrow, K. J.1971. Essays in the theory of risk bearing. Chicago: Markham Publishing Co.
-
(1971)
-
-
Arrow, K.J.1
-
49
-
-
0031396606
-
The international diversification puzzle is worse than you think
-
Baxter, M. and U. J. Jermann. 1997. The international diversification puzzle is worse than you think. American Economic Review 87:170-180.
-
(1997)
American Economic Review
, vol.87
, pp. 170-180
-
-
Baxter, M.1
Jermann, U.J.2
-
51
-
-
0030351631
-
Changes in background risk and risk taking behavior
-
Eeckhoudt, L., C. Gollier, and H. Schlesinger. 1996. Changes in background risk and risk taking behavior. Econometrica 64:683-690.
-
Econometrica
, vol.64
, pp. 683-690
-
-
Eeckhoudt, L.1
Gollier, C.2
Schlesinger, H.3
-
52
-
-
0000815950
-
International diversification and international equity markets
-
French, K. and J. Poterba. 1991. International diversification and international equity markets. American Economic Review 81:222-226.
-
(1991)
American Economic Review
, vol.81
, pp. 222-226
-
-
French, K.1
Poterba, J.2
-
53
-
-
0000608184
-
The comparative statics of changes in risk revisited
-
Gollier, C. 1995. The comparative statics of changes in risk revisited. Journal of Economic Theory 66:522-536.
-
(1995)
Journal of Economic Theory
, vol.66
, pp. 522-536
-
-
Gollier, C.1
-
54
-
-
0030367193
-
Risk vulnerability and the tempering effect of background risk
-
Gollier, C. and J.W. Pratt. 1996. Risk vulnerability and the tempering effect of background risk. Econometrica 64:1109-1124.
-
(1996)
Econometrica
, vol.64
, pp. 1109-1124
-
-
Gollier, C.1
Pratt, J.W.2
-
55
-
-
0000211703
-
Standard risk aversion
-
Kimball, M. S. 1993. Standard risk aversion. Econometrica 61:589-611.
-
(1993)
Econometrica
, vol.61
, pp. 589-611
-
-
Kimball, M.S.1
-
57
-
-
84995186518
-
Portfolio selection
-
Markowitz, H. 1952. Portfolio selection. Journal of Finance 7:77-91.
-
(1952)
Journal of Finance
, vol.7
, pp. 77-91
-
-
Markowitz, H.1
-
59
-
-
0001579697
-
Risk aversion in the small and in the large
-
Pratt, J. 1964. Risk aversion in the small and in the large. Econometrica 32:122-136.
-
(1964)
Econometrica
, vol.32
, pp. 122-136
-
-
Pratt, J.1
-
61
-
-
34447468563
-
The role of securities in the optimal allocation of risk-bearing
-
Arrow, K. J. 1964. The role of securities in the optimal allocation of risk-bearing. Review of Economic Studies 31:91-96.
-
(1964)
Review of Economic Studies
, vol.31
, pp. 91-96
-
-
Arrow, K.J.1
-
62
-
-
0004212232
-
Theory of value
-
Wiley.
-
Debreu, G. 1959. Theory of value.Wiley.
-
(1959)
-
-
Debreu, G.1
-
63
-
-
0004228777
-
Principles of financial economics
-
Cambridge, UK: Cambridge University Press.
-
LeRoy, S. and J.Werner. 2001. Principles of financial economics. Cambridge, UK: Cambridge University Press.
-
(2001)
-
-
LeRoy, S.1
Werner, J.2
-
64
-
-
0001099198
-
Preference parameters and behavioral heterogeneity: an experimental approach in the health and retirement study
-
Barsky, R. B., F. T. Juster, M. S. Kimball and M. Shapiro. 1997. Preference parameters and behavioral heterogeneity: an experimental approach in the health and retirement study. Quarterly Journal of Economics 112:537-579.
-
(1997)
Quarterly Journal of Economics
, vol.112
, pp. 537-579
-
-
Barsky, R.B.1
Juster, F.T.2
Kimball, M.S.3
Shapiro, M.4
-
65
-
-
0038969196
-
Buffer-stock saving and the life cycle/permanent income hypothesis
-
Carroll, C. D. 1997. Buffer-stock saving and the life cycle/permanent income hypothesis. Quarterly Journal of Economics 112:1-55.
-
(1997)
Quarterly Journal of Economics
, vol.112
, pp. 1-55
-
-
Carroll, C.D.1
-
66
-
-
0001517908
-
Saving and liquidity constraints
-
Deaton, A. 1991. Saving and liquidity constraints. Econometrica 59:1221-1248.
-
(1991)
Econometrica
, vol.59
, pp. 1221-1248
-
-
Deaton, A.1
-
68
-
-
84935429666
-
Substitution, risk aversion and the temporal behavior of consumption and asset returns: an empirical framework
-
Epstein, L. G. and S. Zin. 1991. Substitution, risk aversion and the temporal behavior of consumption and asset returns: an empirical framework. Journal of Political Economy 99:263-286.
-
(1991)
Journal of Political Economy
, vol.99
, pp. 263-286
-
-
Epstein, L.G.1
Zin, S.2
-
69
-
-
0003581615
-
A theory of the consumption function
-
Princeton, NJ: Princeton University Press.
-
Freidman, M. 1957.A theory of the consumption function. Princeton, NJ: Princeton University Press.
-
(1957)
-
-
Freidman, M.1
-
70
-
-
84936526550
-
Intertemporal substitution of consumption
-
Hall, R. E. 1988. Intertemporal substitution of consumption. Journal of Political Economy 96:221-273.
-
(1988)
Journal of Political Economy
, vol.96
, pp. 221-273
-
-
Hall, R.E.1
-
71
-
-
0002541131
-
Precautionary savings in the small and in the large
-
Kimball, M. S. 1990. Precautionary savings in the small and in the large. Econometrica 58:53-73.
-
(1990)
Econometrica
, vol.58
, pp. 53-73
-
-
Kimball, M.S.1
-
72
-
-
0038969032
-
Golden eggs and hyperbolic discounting
-
Laibson, D. 1997. Golden eggs and hyperbolic discounting. Quarterly Journal of Economics 62:443-477.
-
Quarterly Journal of Economics
, vol.62
, pp. 443-477
-
-
Laibson, D.1
-
73
-
-
84908816577
-
-
Stanford University, Stanford, CA, USA.
-
Leland, H. E. 1968. PhD dissertation. Stanford University, Stanford, CA, USA.
-
(1968)
PhD dissertation
-
-
Leland, H.E.1
-
74
-
-
0012499672
-
Utility analysis and the consumption function: an interpretation of the cross-section data
-
In Post-Keynesian economics, ed. K. Kurihara. New Brunswick, NJ: Rutgers University Press.
-
Modigliani, A. and R. Brumberg. 1954. Utility analysis and the consumption function: an interpretation of the cross-section data. In Post-Keynesian economics, ed. K. Kurihara. New Brunswick, NJ: Rutgers University Press.
-
(1954)
-
-
Modigliani, A.1
Brumberg, R.2
-
76
-
-
0010050491
-
The effect of uncertainty on saving decisions
-
Sandmo, A. 1970. The effect of uncertainty on saving decisions. Review of Economic Studies 37:353-360.
-
(1970)
Review of Economic Studies
, vol.37
, pp. 353-360
-
-
Sandmo, A.1
-
77
-
-
84963071606
-
Myopia and inconsistency in dynamic utility maximization
-
Strotz, R. 1956. Myopia and inconsistency in dynamic utility maximization. Review of Economic Studies 23(3):165-180.
-
(1956)
Review of Economic Studies
, vol.23
, Issue.3
, pp. 165-180
-
-
Strotz, R.1
-
78
-
-
0039179796
-
Investing for the long run when returns are predictable
-
Barberis, N. 2000. Investing for the long run when returns are predictable. Journal of Finance 55:225-264.
-
(2000)
Journal of Finance
, vol.55
, pp. 225-264
-
-
Barberis, N.1
-
79
-
-
84890656542
-
The econometrics of financial markets
-
Princeton, NJ: Princeton University Press.
-
Campbell, J.Y., A.W. Lo, and A. C. MacKinlay. 1997. The econometrics of financial markets. Princeton, NJ: Princeton University Press.
-
(1997)
-
-
Campbell, J.Y.1
Lo, A.W.2
MacKinlay A.C3
-
80
-
-
0002252076
-
Consumption and portfolio decisions when expected returns are time varying
-
Campbell, J. and L.Viciera. 1999. Consumption and portfolio decisions when expected returns are time varying. Quarterly Journal of Economics 114:433-95.
-
(1999)
Quarterly Journal of Economics
, vol.114
, pp. 433-95
-
-
Campbell J.Viciera, L.1
-
81
-
-
0038969196
-
Buffer-stock saving and the life cycle/permanent income hypothesis
-
Carroll, C. D. 1997. Buffer-stock saving and the life cycle/permanent income hypothesis. Quarterly Journal of Economics 112:1-55.
-
(1997)
Quarterly Journal of Economics
, vol.112
, pp. 1-55
-
-
Carroll, C.D.1
-
83
-
-
84944835096
-
Asset pricing in an economy with incomplete information
-
Detemple, J. B. 1986. Asset pricing in an economy with incomplete information. Journal of Finance 61:383-392.
-
(1986)
Journal of Finance
, vol.61
, pp. 383-392
-
-
Detemple, J.B.1
-
86
-
-
0000314740
-
Lifetime portfolio selection under uncertainty: the continuous-time case
-
Merton, R. C. 1969. Lifetime portfolio selection under uncertainty: the continuous-time case. Review of Economics and Statistics 51:247-257.
-
(1969)
Review of Economics and Statistics
, vol.51
, pp. 247-257
-
-
Merton, R.C.1
-
88
-
-
0001786618
-
Risk and uncertainty: the fallacy of the Law of Large Numbers
-
Samuelson, P. A. 1963. Risk and uncertainty: the fallacy of the Law of Large Numbers. Scientia 98: 108-113.
-
(1963)
Scientia
, vol.98
, pp. 108-113
-
-
Samuelson, P.A.1
-
89
-
-
0000314743
-
Lifetime portfolio selection by dynamic stochastic programming
-
Samuelson, P. A. 1969. Lifetime portfolio selection by dynamic stochastic programming. Review of Economics and Statistics 51:239-246.
-
(1969)
Review of Economics and Statistics
, vol.51
, pp. 239-246
-
-
Samuelson, P.A.1
-
90
-
-
0002153611
-
The judgement of economic science on rational portfolio management: indexing, timing and and long-horizon effects
-
Samuelson, P.A. 1989. The judgement of economic science on rational portfolio management: indexing, timing and and long-horizon effects. Journal of Portfolio Management (Fall issue): 3-12.
-
(1989)
Journal of Portfolio Management
, Issue.FALL ISSUE
, pp. 3-12
-
-
Samuelson, P.A.1
-
91
-
-
0016153482
-
Environmental preservation, uncertainty and irreversibility
-
Arrow, K. J. andA. C. Fischer. 1974. Environmental preservation, uncertainty and irreversibility. Quarterly Journal of Economics 88:312-319.
-
(1974)
Quarterly Journal of Economics
, vol.88
, pp. 312-319
-
-
Arrow, K.J.1
Fischer A.C2
-
92
-
-
0002514944
-
Comparison of experiments. In Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability
-
ed. Berkeley: University of California Press.
-
Blackwell, D. 1951. Comparison of experiments. In Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, J. Neyman, pp. 93-102. Berkeley: University of California Press.
-
(1951)
J. Neyman
, pp. 93-102
-
-
Blackwell, D.1
-
93
-
-
0038449076
-
A simple proof of Blackwell's "comparison of experiments" theorem
-
Cremer, J. 1982.A simple proof of Blackwell's "comparison of experiments" theorem. Journal of Economic Theory 27:439-443
-
(1982)
Journal of Economic Theory
, vol.27
, pp. 439-443
-
-
Cremer, J.1
-
94
-
-
84891010016
-
Investment under uncertaint
-
Princeton, NJ: Princeton University Press.
-
Dixit, A. K. and R. S. Pindyck. 1994. Investment under uncertainty. Princeton, NJ: Princeton University Press.
-
(1994)
-
-
Dixit, A.K.1
Pindyck R.S2
-
95
-
-
84883900359
-
Optimal consumption and the timing of the resolution of uncertainty
-
(In the press.).
-
Eeckhoudt, L., C. Gollier, and N. Treich. 2004. Optimal consumption and the timing of the resolution of uncertainty. European Economic Review. (In the press.)
-
(2004)
European Economic Review
-
-
Eeckhoudt, L.1
Gollier, C.2
Treich, N.3
-
96
-
-
0001083432
-
Decision-making and the temporal resolution of uncertainty
-
Epstein, L. S. 1980. Decision-making and the temporal resolution of uncertainty. International Economic Review 21:269-284.
-
(1980)
International Economic Review
, vol.21
, pp. 269-284
-
-
Epstein, L.S.1
-
97
-
-
0001531823
-
Investment decisions under uncertainty: the irreversibility effect
-
Henry, C. 1974. Investment decisions under uncertainty: the irreversibility effect. American Economic Review 64:1006-1012.
-
(1974)
American Economic Review
, vol.64
, pp. 1006-1012
-
-
Henry, C.1
-
98
-
-
0001692777
-
The private and social value of information and the reward to inventive activity
-
Hirshleifer, J. 1971. The private and social value of information and the reward to inventive activity. American Economic Review 61:561-574.
-
(1971)
American Economic Review
, vol.61
, pp. 561-574
-
-
Hirshleifer, J.1
-
99
-
-
0004111369
-
The analytics of uncertainty and information
-
Cambridge University Press.
-
Hirshleifer, J. and J. G. Riley. 1992. The analytics of uncertainty and information. Cambridge University Press.
-
(1992)
-
-
Hirshleifer, J.1
Riley, J.G.2
-
100
-
-
0002201021
-
A Bayesian exposition of Blackwell's theorem on the comparison of experiments
-
ed. M. Boyer and R. E. Kihlstrom. Elsevier
-
Kihlstrom, R. E. 1984. A Bayesian exposition of Blackwell's theorem on the comparison of experiments. In Bayesian models of economic theory, ed. M. Boyer and R. E. Kihlstrom. Elsevier.
-
(1984)
In Bayesian models of economic theory
-
-
Kihlstrom, R.E.1
-
102
-
-
0000186672
-
Information acquisition in auctions
-
Persico, N. 2000. Information acquisition in auctions. Econometrica 68:135-148.
-
(2000)
Econometrica
, vol.68
, pp. 135-148
-
-
Persico, N.1
-
103
-
-
0000281418
-
Irreversibility, uncertainty and investment
-
Pindyck, R. 1991. Irreversibility, uncertainty and investment. Journal of Economic Literature 29:1110-1148.
-
(1991)
Journal of Economic Literature
, vol.29
, pp. 1110-1148
-
-
Pindyck, R.1
-
104
-
-
0038043530
-
The value of information in efficient risk sharing arrangements
-
Schlee, E. E. 2001. The value of information in efficient risk sharing arrangements. American Economic Review 91:509-524.
-
(2001)
American Economic Review
, vol.91
, pp. 509-524
-
-
Schlee, E.E.1
-
105
-
-
0031285260
-
Risk tolerance and value of information in the standard portfolio model
-
Treich, N. 1997. Risk tolerance and value of information in the standard portfolio model. Economics Letters 55:361-363.
-
(1997)
Economics Letters
, vol.55
, pp. 361-363
-
-
Treich, N.1
-
106
-
-
0036487693
-
Monotone comparative statics under uncertainty
-
Athey, S. 2002. Monotone comparative statics under uncertainty. Quarterly Journal of Economics 117:187-223.
-
(2002)
Quarterly Journal of Economics
, vol.117
, pp. 187-223
-
-
Athey, S.1
-
107
-
-
0040272693
-
Risk aversion and the propensities for self-insurance and self-protection
-
Briys, E. and H. Schlesinger. 1990. Risk aversion and the propensities for self-insurance and self-protection. Southern Economic Journal 57:458-467.
-
(1990)
Southern Economic Journal
, vol.57
, pp. 458-467
-
-
Briys, E.1
Schlesinger, H.2
-
108
-
-
0042056723
-
Reliability of risk management: market insurance, self-insurance and self-protection reconsidered
-
Briys, E., H. Schlesinger, and J.-M. Schulenburg. 1990. Reliability of risk management: market insurance, self-insurance and self-protection reconsidered. Geneva Papers on Risk and Insurance Theory 16:45-59.
-
(1990)
Geneva Papers on Risk and Insurance Theory
, vol.16
, pp. 45-59
-
-
Briys, E.1
Schlesinger, H.2
Schulenburg, J.M.3
-
109
-
-
0039179554
-
On the propensity to self-protect
-
Chiu,W. H. 2000. On the propensity to self-protect. Journal of Risk and Insurance 67:555-578.
-
(2000)
Journal of Risk and Insurance
, vol.67
, pp. 555-578
-
-
Chiu, W.H.1
-
110
-
-
46549100055
-
Self-insurance, self-protection and increased risk aversion
-
Dionne, G. and L. Eeckhoudt. 1985. Self-insurance, self-protection and increased risk aversion. Economics Letters 17:39-42.
-
(1985)
Economics Letters
, vol.17
, pp. 39-42
-
-
Dionne, G.1
Eeckhoudt, L.2
-
111
-
-
0001210340
-
Market insurance, self insurance and self protection
-
Ehrlich, I. and G. Becker. 1972. Market insurance, self insurance and self protection. Journal of Political Economy 80:623-648.
-
(1972)
Journal of Political Economy
, vol.80
, pp. 623-648
-
-
Ehrlich, I.1
Becker, G.2
-
112
-
-
0002267240
-
Choosing between risky prospects: the characterization of comparative statics results, and location independent risk
-
Jewitt, I. 1989. Choosing between risky prospects: the characterization of comparative statics results, and location independent risk. Management Science 35:60-70.
-
(1989)
Management Science
, vol.35
, pp. 60-70
-
-
Jewitt, I.1
-
115
-
-
0000940164
-
Uncertainty and the evaluation of public investment decision
-
Arrow, K. J. and R. C. Lind. 1970. Uncertainty and the evaluation of public investment decision. American Economic Review 60:364-378.
-
(1970)
American Economic Review
, vol.60
, pp. 364-378
-
-
Arrow, K.J.1
Lind, R.C.2
-
116
-
-
0001096696
-
Equilibrium in a reinsurance market
-
Borch, K. 1962. Equilibrium in a reinsurance market. Econometrica 30:424-444.
-
(1962)
Econometrica
, vol.30
, pp. 424-444
-
-
Borch, K.1
-
117
-
-
0001400264
-
Intertemporal asset pricing with heterogeneous consumers and without demand aggregation
-
Constantinides, G. M. 1982. Intertemporal asset pricing with heterogeneous consumers and without demand aggregation. Journal of Business 55:253-267.
-
(1982)
Journal of Business
, vol.55
, pp. 253-267
-
-
Constantinides, G.M.1
-
118
-
-
0001206751
-
Who should buy portfolio insurance?
-
Leland, H. E. 1980. Who should buy portfolio insurance? Journal of Finance 35:581-596.
-
(1980)
Journal of Finance
, vol.35
, pp. 581-596
-
-
Leland, H.E.1
-
119
-
-
0002290231
-
The design of an optimal insurance policy
-
Raviv, A. 1979. The design of an optimal insurance policy. American Economic Review 69:84-96.
-
(1979)
American Economic Review
, vol.69
, pp. 84-96
-
-
Raviv, A.1
-
120
-
-
0000649155
-
Risk and insurance in village India
-
Townsend, R. M. 1984. Risk and insurance in village India. Econometrica 62:539-592.
-
(1984)
Econometrica
, vol.62
, pp. 539-592
-
-
Townsend, R.M.1
-
121
-
-
0001048997
-
An aggregation theorem for securities markets
-
Rubinstein, M. 1974. An aggregation theorem for securities markets. Journal of Financial Economics 1:225-244.
-
(1974)
Journal of Financial Economics
, vol.1
, pp. 225-244
-
-
Rubinstein, M.1
-
122
-
-
0010151508
-
Divergence of opinion in complete markets
-
Varian, H. 1985. Divergence of opinion in complete markets. Journal of Finance 40:309-317.
-
(1985)
Journal of Finance
, vol.40
, pp. 309-317
-
-
Varian, H.1
-
123
-
-
0000112188
-
The theory of syndicates
-
Wilson, R. 1968. The theory of syndicates. Econometrica 36:113-132.
-
(1968)
Econometrica
, vol.36
, pp. 113-132
-
-
Wilson, R.1
-
124
-
-
0000904974
-
The structure of investor preferences and asset returns, and separability in portfolio allocation
-
Cass, D. and J. Stiglitz. 1970. The structure of investor preferences and asset returns, and separability in portfolio allocation. Journal of Economic Theory 2:122-160.
-
(1970)
Journal of Economic Theory
, vol.2
, pp. 122-160
-
-
Cass, D.1
Stiglitz, J.2
-
125
-
-
0001205798
-
A theory of the term structure of interest rates
-
Cox, J., J. Ingersoll, and S. Ross. 1985. A theory of the term structure of interest rates. Econometrica 53:385-403.
-
(1985)
Econometrica
, vol.53
, pp. 385-403
-
-
Cox, J.1
Ingersoll, J.2
Ross, S.3
-
126
-
-
84890712918
-
Triumph of the optimists: 101 years of global investment returns
-
Princeton, NJ: Princeton University Press
-
Dimson, E., P. Marsh, and M. Staunton. 2002. Triumph of the optimists: 101 years of global investment returns. Princeton, NJ: Princeton University Press.
-
(2002)
-
-
Dimson, E.1
Marsh, P.2
Staunton, M.3
-
127
-
-
0002108312
-
Who buys and who sells options: the role of options in an economy with background risk
-
Franke, G., R. Stapleton and M. Subrahmanyam. 1998. Who buys and who sells options: the role of options in an economy with background risk. Journal of Economic Theory 82:89-109.
-
(1998)
Journal of Economic Theory
, vol.82
, pp. 89-109
-
-
Franke, G.1
Stapleton, R.2
Subrahmanyam, M.3
-
128
-
-
84883932246
-
Ibbotson Associates
-
Stocks, bonds, bills and inflation: 1999 yearbook. Ibbotson Associates, Chicago, IL, USA.
-
Ibbotson Associates. 1999. Stocks, bonds, bills and inflation: 1999 yearbook. Ibbotson Associates, Chicago, IL, USA.
-
(1999)
-
-
-
129
-
-
0009437270
-
Global stock markets in the twentieth century
-
Jorion, P. andW. N. Goetzmann. 1999. Global stock markets in the twentieth century. Journal of Finance 54:953-980.
-
(1999)
Journal of Finance
, vol.54
, pp. 953-980
-
-
Jorion, P.1
Goetzmann, W.N.2
-
130
-
-
0001206751
-
Who should buy portfolio insurance?
-
Leland, H. E. 1980. Who should buy portfolio insurance? Journal of Finance 35:581-596.
-
(1980)
Journal of Finance
, vol.581
, pp. 596
-
-
Leland, H.E.1
-
131
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas, R. E. 1978. Asset prices in an exchange economy. Econometrica 46:1429-1446.
-
(1978)
Econometrica
, vol.46
, pp. 1429-1446
-
-
Lucas, R.E.1
-
133
-
-
38249004563
-
The equity premium puzzle and the risk free rate puzzle
-
Weil, P. 1989. The equity premium puzzle and the risk free rate puzzle. Journal of Monetary Economics 24:401-421.
-
(1989)
Journal of Monetary Economics
, vol.24
, pp. 401-421
-
-
Weil, P.1
-
134
-
-
85005305538
-
The market for lemons: qualitative uncertainty and the market mechanism
-
Akerlof, G. 1970 The market for lemons: qualitative uncertainty and the market mechanism. Quarterly Journal of Economics 84:488-500.
-
(1970)
Quarterly Journal of Economics
, vol.84
, pp. 488-500
-
-
Akerlof, G.1
-
135
-
-
0000029715
-
Market equilibrium with hidden knowledge and selfselection
-
Engers, M. and L. Fernandez. 1987. Market equilibrium with hidden knowledge and selfselection. Econometrica 55:425-439.
-
(1987)
Econometrica
, vol.55
, pp. 425-439
-
-
Engers, M.1
Fernandez, L.2
-
136
-
-
0000638668
-
An analysis of the principal-agent problem
-
Grossman, S. and O. Hart. 1983. An analysis of the principal-agent problem. Econometrica 51:7-45.
-
(1983)
Econometrica
, vol.51
, pp. 7-45
-
-
Grossman, S.1
Hart, O.2
-
137
-
-
0000139691
-
Moral hazard and observability
-
Holmström, B. 1979. Moral hazard and observability. Bell Journal of Economics 10:74-91.
-
(1979)
Bell Journal of Economics
, vol.10
, pp. 74-91
-
-
Holmström, B.1
-
138
-
-
0001438264
-
The rat race and internal labor markets
-
Miyazaki, H. 1977. The rat race and internal labor markets. Bell Journal of Economics 8:394-418.
-
(1977)
Bell Journal of Economics
, vol.8
, pp. 394-418
-
-
Miyazaki, H.1
-
139
-
-
0000785522
-
Informational equilibria
-
Riley, J. 1979. Informational equilibria. Econometrica 47: 331-359.
-
(1979)
Econometrica
, vol.47
, pp. 331-359
-
-
Riley, J.1
-
140
-
-
0001746373
-
The first-order approach to principal-agent problems
-
Rogerson, W. 1985. The first-order approach to principal-agent problems. Econometrica 53:1357-1368.
-
(1985)
Econometrica
, vol.53
, pp. 1357-1368
-
-
Rogerson, W.1
-
141
-
-
84960565386
-
Equilibrium in competitive insurance markets: an essay on the economics of imperfect information
-
Rothschild, M. and J. Stiglitz. 1976. Equilibrium in competitive insurance markets: an essay on the economics of imperfect information. Quarterly Journal of Economics 90:629-650.
-
(1976)
Quarterly Journal of Economics
, vol.90
-
-
Rothschild, M.1
Stiglitz, J.2
-
142
-
-
0002028343
-
Product differentiation and performance in insurance markets
-
Spence, M. 1977. Product differentiation and performance in insurance markets. Journal of Public Economics 10:427-447.
-
(1977)
Journal of Public Economics
, vol.10
, pp. 427-447
-
-
Spence, M.1
-
143
-
-
0011606642
-
Risk, incentives and insurance: the pure theory of moral hazard
-
Stiglitz, J. 1983. Risk, incentives and insurance: the pure theory of moral hazard. Geneva Papers on Risk and Insurance 8:4-33.
-
(1983)
Geneva Papers on Risk and Insurance
, vol.8
, pp. 4-33
-
-
Stiglitz, J.1
-
144
-
-
0000096666
-
A model of insurance markets with incomplete information
-
Wilson, C. 1977. A model of insurance markets with incomplete information. Journal of Economic Theory 16:167-207.
-
(1977)
Journal of Economic Theory
, vol.16
, pp. 167-207
-
-
Wilson, C.1
-
145
-
-
0000341006
-
Parameter free elicitation of utility and probability weighting functions
-
Abdellaoui, M. 2000. Parameter free elicitation of utility and probability weighting functions. Management Science 46:1497-1512.
-
(2000)
Management Science
, vol.46
, pp. 1497-1512
-
-
Abdellaoui, M.1
-
146
-
-
0001248680
-
Le comportement de l'homme rationnel devant le risque. Critique des postulats et axiomes de l'école américaine
-
Allais, M. 1953. Le comportement de l'homme rationnel devant le risque. Critique des postulats et axiomes de l'école américaine. Econometrica 21:503-546.
-
(1953)
Econometrica
, vol.21
, pp. 503-546
-
-
Allais, M.1
-
147
-
-
0038978081
-
Psychological expected utility theory and anticipatory feelings
-
Caplin, A. J. and J. Leahy. 2001. Psychological expected utility theory and anticipatory feelings. Quarterly Journal of Economics 106:55-80.
-
(2001)
Quarterly Journal of Economics
, vol.106
, pp. 55-80
-
-
Caplin, A.J.1
Leahy, J.2
-
148
-
-
0000814239
-
Risk aversion in the theory of expected utility with rank dependent preferences
-
Chew, S., E. Karni, and Z. Safra. 1987. Risk aversion in the theory of expected utility with rank dependent preferences. Journal of Economic Theory 42:370-381.
-
(1987)
Journal of Economic Theory
, vol.42
, pp. 370-381
-
-
Chew, S.1
Karni, E.2
Safra, Z.3
-
149
-
-
84957363402
-
Risk, ambiguity, and the Savage axioms
-
Ellsberg, D. 1961. Risk, ambiguity, and the Savage axioms. Quarterly Journal of Economics 75:643-669.
-
(1961)
Quarterly Journal of Economics
, vol.75
, pp. 643-669
-
-
Ellsberg, D.1
-
151
-
-
3142773525
-
Psychology and the market
-
NBERWorking Paper 10 203
-
Glaeser, E. 2003. Psychology and the market. NBERWorking Paper 10 203.
-
(2003)
-
-
Glaeser, E.1
-
152
-
-
2942700268
-
Maps of bounded rationality: psychology for behavioral economists
-
Kahneman, D. 2003. Maps of bounded rationality: psychology for behavioral economists. American Economic Review 93:1449-1475.
-
(2003)
American Economic Review
, vol.93
, pp. 1449-1475
-
-
Kahneman, D.1
-
153
-
-
0000125532
-
Prospect theory: an analysis of decision under risk
-
Kahneman, D. and Tversky, A. 1979. Prospect theory: an analysis of decision under risk. Econometrica 47:263-291.
-
(1979)
Econometrica
, vol.47
-
-
Kahneman, D.1
Tversky, A.2
-
154
-
-
0000969565
-
Choice under uncertainty: problems solved and unsolved
-
Machina, M. 1987. Choice under uncertainty: problems solved and unsolved. Journal of Economic Perspectives 1:121-154.
-
(1987)
Journal of Economic Perspectives
, vol.1
, pp. 121-154
-
-
Machina, M.1
-
156
-
-
0001006304
-
Risk aversion and expected-utility theory: a calibration theorem
-
Rabin, M. 2000. Risk aversion and expected-utility theory: a calibration theorem. Econometrica 68:1281-1292.
-
(2000)
Econometrica
, vol.68
, pp. 1281-1292
-
-
Rabin, M.1
-
157
-
-
31744450082
-
Advances in prospect theory: cumulative representation of uncertainty
-
Tversky, A. and D. Kahneman. 1992.Advances in prospect theory: cumulative representation of uncertainty. Journal of Risk and Uncertainty 5:297-323.
-
(1992)
Journal of Risk and Uncertainty
, vol.5
-
-
Tversky, A.1
Kahneman, D.2
-
159
-
-
0001126729
-
Curvature of the probability weighting function
-
Wu, G. and R. Gonzales. 1996. Curvature of the probability weighting function. Management Science 42:1676-1690.
-
(1996)
Management Science
, vol.42
, pp. 1676-1690
-
-
Wu, G.1
Gonzales, R.2
-
160
-
-
0032630986
-
Nonlinear decision weights in choice under uncertainty
-
Wu, G. and R. Gonzales. 1999. Nonlinear decision weights in choice under uncertainty. Management Science 45:74-85.
-
(1999)
Management Science
, vol.45
, pp. 74-85
-
-
Wu, G.1
Gonzales, R.2
-
161
-
-
0002569928
-
The dual theory of choice under risk
-
Yaari, M. E. 1987. The dual theory of choice under risk. Econometrica 55, 95-115.
-
(1987)
Econometrica
, vol.55
, pp. 95-115
-
-
Yaari, M.E.1
|