Aversion

Results: 793



#Item
391Economics / Microeconomics / Statistics / Game theory / Epstein-Zin preferences / Stochastic dominance / Expected utility hypothesis / Risk aversion / Elasticity of intertemporal substitution / Decision theory / Utility / Consumer theory

A Robust Approach to Risk Aversion: Disentangling risk aversion and elasticity of substitution without giving up preference monotonicity∗ †

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Source URL: federation.ens.fr

Language: English - Date: 2013-12-06 04:22:54
392Mechanism design / Preference / Ambiguity aversion / Utility / Economics / Nash equilibrium / Microeconomics / Game theory / Decision theory / Problem solving

Interdependent Preferences and Strategic Distinguishability∗ Dirk Bergemann† Stephen Morris‡ Satoru Takahashi§

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Source URL: federation.ens.fr

Language: English - Date: 2012-09-26 08:00:10
393Investment / Financial markets / Actuarial science / Financial risk / Mathematical finance / JEL classification codes / Portfolio / Modern portfolio theory / Risk / Financial economics / Economics / Finance

Return Expectations and Risk Aversion Heterogeneity in Household Portfolios November 2013 Alessandro Bucciol (University of Verona & Netspar) Raffaele Miniaci (University of Brescia)

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Source URL: www.parisschoolofeconomics.eu

Language: English - Date: 2013-11-28 14:01:59
394Problem solving / Probability theory / Expected utility hypothesis / Utility / Ambiguity aversion / Probability distribution / Symmetry in mathematics / Ordinal number / Preference / Decision theory / Game theory / Statistics

Relevance and Symmetry∗ Peter Klibanoff† Sujoy Mukerji‡ Kyoungwon Seo§

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Source URL: federation.ens.fr

Language: English - Date: 2013-01-24 10:21:13
395Ethics / Behavior / Decision theory / Social psychology / Actuarial science / Behavioral economics / Expected utility hypothesis / Allais paradox / Self control / Utility / Economics / Behavioral finance

Self Control, Risk Aversion, and the Allais Paradox Drew Fudenberg* and David K. Levine** First Version: May 12, 2006 This Version: February 5, 2010 This paper develops a dual-self model that is compatible with modern dy

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Source URL: levine.sscnet.ucla.edu

Language: English - Date: 2010-02-05 05:29:47
396Utility / Finance / Decision theory / Microeconomics / Hyperbolic absolute risk aversion / Retirement / Wealth / Target date fund / Investment management / Economics / Investment / Financial economics

Reexamining “To versus through” new research Into an old debate May 2014 FOR INSTITUTIONAL USE ONLY—PROPRIETARY AND CONFIDENTIAL

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Source URL: www.blackrock.com

Language: English - Date: 2014-05-14 14:00:16
397Economics / Microeconomics / Finance / Consumer theory / Evaluation / Social welfare function / SWF / Hyperbolic absolute risk aversion / Pareto efficiency / Welfare economics / Utility / Decision theory

RETHINKING REGULATION WORKING PAPER SERIES Organized by THE KENAN INSTITUTE FOR ETHICS at Duke University Cost-Benefit Analysis and Distributional Weights: An Overview

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Source URL: kenan.ethics.duke.edu

Language: English - Date: 2013-09-27 11:10:49
398Statistics / Behavioral finance / Financial risk / Decision theory / Utility / Equity premium puzzle / Risk aversion / Risk premium / Uncertainty / Financial economics / Actuarial science / Economics

Equilibrium Portfolios and Equity Premium with Wealth Heterogeneity and Uncertainty Aversion (D. Makarov, A. Schornick) Discussed by Stanimir Morfov (HSE) First International Moscow Finance Conference, November 18, 2011

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Source URL: www.hse.ru

Language: English - Date: 2011-12-22 00:55:50
399Investment / Financial markets / Mathematical finance / Financial risk / Actuarial science / Modern portfolio theory / Risk parity / Portfolio / Capital asset pricing model / Financial economics / Finance / Economics

Financial Analysts Journal Volume 68  Number 1 ©2012 CFA Institute Leverage Aversion and Risk Parity Clifford S. Asness, Andrea Frazzini, and Lasse H. Pedersen

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Source URL: www.econ.yale.edu

Language: English - Date: 2013-02-18 10:54:21
400Economics / Behavioral economics / Amos Tversky / Twin study / Loss aversion / Representativeness heuristic / Cognitive bias / Framing / Conjunction fallacy / Behavioral finance / Science / Knowledge

The behavioral genetics of behavioral anomalies David Cesarini, Magnus Johannesson, Patrik KE Magnusson , Björn Wallace Abstract A number of recent papers have examined the environmental and genetic sources of individua

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Source URL: personal.anderson.ucla.edu

Language: English - Date: 2011-03-08 22:01:26
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