Aversion

Results: 793



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61Mathematical finance / Financial risk / Behavioral finance / Stock market / Economic puzzles / Equity premium puzzle / Risk premium / Risk aversion / Sharpe ratio / Hyperbolic absolute risk aversion / Risk-neutral measure / Volatility

Revisiting Asset Pricing Anomalies in an Exchange Economy∗ Christine A. Parlour† Richard Stanton‡ Johan Walden§

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Source URL: www.hec.unil.ch

Language: English - Date: 2010-03-11 08:51:46
62Behavioral finance / Decision theory / Utility / Prospect theory / Consumer behaviour / Risk aversion / Expected utility hypothesis / Loss aversion / Behavioral economics / Neuroeconomics / Amos Tversky / St. Petersburg paradox

Three cheers—psychological, theoretical, empirical— for loss-aversion

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Source URL: people.hss.caltech.edu

Language: English - Date: 2004-12-07 10:52:00
63Decision theory / Utility / Financial risk / Prospect theory / Risk / Expected utility hypothesis / Risk aversion / Hyperbolic absolute risk aversion / Isoelastic utility / Loss aversion / Marginal utility / Ambiguity aversion

Reference-Dependent Risk Attitudes

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Source URL: www.personal.ceu.hu

Language: English - Date: 2012-09-20 16:05:27
64Behavioral finance / Financial risk / Actuarial science / Prospect theory / Microeconomics / Equity premium puzzle / Behavioral economics / Risk aversion / Isoelastic utility / Risk / Precautionary savings / Finance

Macro-Finance John H. Cochrane∗ Hoover Institution, Stanford University, and NBER July 28, 2016 Abstract Macro-finance addresses the link between asset prices and economic fluctuations. Many models reflect the same rou

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2016-07-28 19:23:05
65Decision theory / Utility / Game theory / Risk / Motivational theories / Expected utility hypothesis / Risk aversion / Subjective expected utility / Marginal utility / Rationality / Von NeumannMorgenstern utility theorem / Ellsberg paradox

Erkenn:1091–1117 DOIs10670ORIGINAL ARTICLE Risk and Tradeoffs Lara Buchak

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Source URL: dl.dropboxusercontent.com

Language: English
66Financial risk / Utility / Actuarial science / Risk / Intellectual property law / Copyright / Risk aversion / Expected utility hypothesis / Systematic risk / Royalty payment / Insurance / Hyperbolic absolute risk aversion

CREATe Working PaperAugustCopyright Collectives and Contracts: An Economic Theory Perspective Author

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Source URL: zenodo.org

Language: English - Date: 2015-08-31 05:25:20
67Game theory / Utility / Decision theory / Asymmetric information / Icelandic language / Signalling theory / Thorn / Von NeumannMorgenstern utility theorem / Risk aversion / Bar / Expected utility hypothesis / Signaller

Honest signalling with costly gambles Frazer Meacham1, Aaron Perlmutter1 and Carl T. Bergstrom1,Department of Biology, University of Washington, PO Box, Seattle, WA 98195, USA

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Source URL: octavia.zoology.washington.edu

Language: English - Date: 2013-08-01 12:15:25
68Mathematical finance / BlackScholes model / Risk aversion / Equity premium puzzle / Risk premium / Volatility / Implied volatility / Risk-neutral measure / Rate of return / Normal distribution

An Anatomy of the Equity Premium∗ Paul Schneider† January 9, 2016 Abstract This paper introduces a decomposition of the forward market return in terms of higher-order realized, and option-implied risk aversion, conne

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 02:31:01
69Financial risk / Utility / Decision theory / Behavioral finance / Risk / Risk aversion / Equity premium puzzle / Hyperbolic absolute risk aversion / Risk premium / Expected utility hypothesis / Aversion / Risk neutral

Implications of Labor Market Frictions for Risk Aversion and Risk Premia Eric T. Swanson University of California, Irvine

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Source URL: www.ericswanson.us

Language: English - Date: 2014-08-14 14:34:23
70Decision theory / Game theory / Bayesian statistics / New classical macroeconomics / Ambiguity aversion / Utility / Ellsberg paradox / Bayesian probability / Prior probability / Rational expectations / Lars Peter Hansen / Economic model

WANTING ROBUSTNESS IN MACROECONOMICS LARS PETER HANSEN AND THOMAS J. SARGENT 1. Introduction 1.1. Foundations. von Neumann and Morgenstern (1944), Savage (1954), and Muthcreated mathematical foundations that appl

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:09
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