Risk Aversion in the Small and in the Large. When Outcomes are Multidimensional

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Martin F. Hellwig

The Undesirability of Randomized Income Taxation under Decreasing Risk Aversion

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Martin F. Hellwig

Risk Aversion in the Large and in the Small

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jørgen Haug | Thorsten Hens | Peter Wohrmann

Small- and Large-Stakes Risk Aversion: Implications of Concavity Calibration for Decision Theory

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: James C. Cox | Vjollca Sadiraj

The Impact of Risk Aversion on the Cost of the Contract When the Risk-Averse Agent Has a Constant Relative Risk Aversion Utility Function

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Varda Lewinstein Yaari

Expected Returns and the Business Cycle: Heterogeneous Goods and Time-Varying Risk Aversion

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Lars A. Lochstoer

Pricing Assets When Risk Aversion Decreases With the Delay

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hélène Schernberg

Pricing Assets When Risk Aversion Decreases With the Delay

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Hélène Schernberg

Comparative Risk Aversion with Vector Outcomes

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Sudhir A. Shah

Repetitive Risk Aversion

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Parkash Chander

When Can Expected Utility Handle First-Order Risk Aversion?

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Georges Dionne | Jingyuan Li

Option Bounds from Concurrently Expiring Options when Relative Risk Aversion is Bounded

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: James Huang

Happiness and Loss Aversion: When Social Participation Dominates Comparison

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Maarten Vendrik | Geert Woltjer

Gender Differences in Risk Aversion: A Theory of When and Why

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Rakesh K. Sarin | Alice M. Wieland

Performance Pay and Risk Aversion

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Dirk Sliwka | Christian Grund

Aggregate Risk Aversion for Jointly Heterogeneous Discount Factors and Risk Tolerances

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Semyon Malamud | Eugene Trubowitz

Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Chiaki Hara | James Huang | Christoph Kuzmics

Does Gender Influence Risk Attitude and Ambiguity Aversion? When Psycho-Physiological Measurements Contradict Social Beliefs

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Gianni Brighetti | Caterina Lucarelli

Risk Aversion and Expected-Utility Theory: A Calibration Exercise

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Laura Schechter

Risk Aversion and Compliance in Markets for Pollution Control

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: John Stranlund