Results 231 to 240 of about 269,712 (257)

Essays on risk preferences, time preferences, and credit risk contagion

2023
This cumulative dissertation comprises two contributions on behavioral finance and one contribution on credit risk management. The first contribution examines the impact of investors’ probability distortion on the stock market and future economic growth.
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A Theory of Risk Preference in Gambling

Journal of Political Economy, 1971
This paper examines the optimal portfolio composition for a risk-preferrer who is a gambler. His indifference curves in the expected return-risk space are shown to be convex to the origin under the assumption of decreasing risk preference, and his efficient opportunity locus is in general discontinuous and convex.
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Risk Preference and Laboratory Use

Medical Decision Making, 1987
One hundred thirty-seven physicians were asked to choose between a certain loss of five years of life expectancy and a 50/50 gamble of losing either ten years or zero years of life expectancy. These choices were presented as hypothetical options for a patient with cancer.
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The Risk Preferences of U.S. Executives

Management Science, 2015
In this paper, I elicit risk attitudes of U.S. executives by calibrating a subjective option valuation model for option exercising data (1996 to 2008), yielding approximately 65,000 values of relative risk aversion (RRA) for almost 7,000 executives. The observed behavior is generally consistent with moderate risk aversion and a median (mean) RRA close
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Generalised mean-risk preferences

Journal of Economic Theory, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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ESG preferences, risk and return

European Financial Management, 2021
Bradford Cornell
exaly  

Risk Sharing with a Time Preference

Decision Analysis
Classic risk sharing results determine the optimal share of each member in a group that faces a present deal by maximizing the sum of expected utilities of the group members. For decision-makers with exponential utility functions, this formulation is equivalent to maximizing the sum of certain equivalents of the group members.
Zhengwei Sun, Ali Abbas
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Linking risk preferences and risk perceptions of climate change: A prospect theory approach

Agricultural Economics (United Kingdom), 2021
Alexis H Villacís
exaly  

The (in)stability of farmer risk preferences

Journal of Agricultural Economics, 2023
Robert Finger, Chloe Mccallum
exaly  

Regulation and Risk Preferences

The Journal of Industrial Economics, 1984
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