| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model Of Comparative Statics For Changes in Stochastic Returns With Dependent Risky Assets |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
331 |
| A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
395 |
| A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets |
0 |
1 |
1 |
1 |
0 |
2 |
6 |
8 |
| A model of comparative statics for changes in stochastic returns with dependent risky assets |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
93 |
| A note on portfolio selection by insurance companies and optimal participating insurance policies |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
213 |
| Adverse selection in an insurance pool |
0 |
3 |
10 |
438 |
2 |
10 |
34 |
1,231 |
| An Evaluation of Stern's Report on the Economics of Climate Change |
3 |
5 |
24 |
79 |
3 |
14 |
43 |
140 |
| Are Independent Optimal Risks Substitutes? |
1 |
3 |
9 |
27 |
1 |
5 |
14 |
59 |
| Assets Relative Risk for Long-term Investors |
2 |
5 |
25 |
59 |
3 |
13 |
46 |
106 |
| Assets Returns Volatility and Investment Horizon: The French Case |
3 |
7 |
19 |
76 |
7 |
17 |
44 |
154 |
| Assets returns volatility and investment horizon: The French case |
1 |
6 |
54 |
102 |
7 |
25 |
137 |
195 |
| Changes in Background Risk and Risk Taking Behavior |
2 |
8 |
53 |
383 |
8 |
22 |
164 |
1,678 |
| Changes in Risk and Asset Prices |
1 |
3 |
7 |
71 |
2 |
7 |
21 |
226 |
| Changing in Risk and Risk Taking: A Survey |
0 |
0 |
0 |
1 |
4 |
16 |
82 |
957 |
| Choice of Nuclear Power Investments ander Price Uncertainty: Valuing Modularity |
0 |
0 |
0 |
0 |
0 |
3 |
16 |
160 |
| Choice of Nuclear Power Investments under Price Uncertainty: Valuing Modularity |
0 |
0 |
0 |
0 |
4 |
9 |
20 |
167 |
| Collective Investment Decision Making with Heterogeneous Time Preferences |
1 |
6 |
19 |
92 |
2 |
25 |
69 |
314 |
| Collective Investment Decision Making with Heterogeneous Time Preferences |
0 |
2 |
5 |
36 |
1 |
5 |
17 |
164 |
| Collective Investment Decision Making with Heterogeneous Time Preferences |
0 |
1 |
7 |
134 |
4 |
13 |
53 |
468 |
| Collective Risk-Taking Decisions with Heterogeneous Beliefs |
1 |
2 |
8 |
69 |
2 |
7 |
32 |
231 |
| Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand |
0 |
0 |
0 |
1 |
2 |
4 |
12 |
136 |
| Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
59 |
| Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy |
1 |
3 |
24 |
24 |
3 |
14 |
60 |
60 |
| Declining Discount Rates: Economic Justifications and Implications for Long-Run Policy |
3 |
12 |
35 |
35 |
5 |
18 |
51 |
51 |
| Demand for Risky Assets and Stochastic Dominance: A Note |
0 |
3 |
14 |
311 |
1 |
5 |
23 |
708 |
| Discounting an Uncertain Future |
0 |
0 |
0 |
0 |
5 |
12 |
50 |
415 |
| Discounting with Fat-Tailed Economic Growth |
2 |
3 |
18 |
18 |
5 |
12 |
43 |
43 |
| Discounting with fat-tailed economic growth |
2 |
6 |
16 |
16 |
2 |
8 |
29 |
29 |
| Does Ambiguity Aversion Reinforce Risk Aversion? Applications to Portfolio Choices and Asset Pricing |
4 |
10 |
74 |
174 |
9 |
18 |
125 |
359 |
| Does Flexibility Enhance Risk Tolerance? |
0 |
0 |
8 |
39 |
0 |
2 |
26 |
102 |
| Dynamic Risk Taking With Indivisible Risks |
0 |
0 |
0 |
160 |
2 |
5 |
12 |
536 |
| Ecological Discounting |
2 |
8 |
35 |
35 |
4 |
13 |
41 |
41 |
| Ecological Discounting |
1 |
5 |
32 |
32 |
3 |
13 |
28 |
28 |
| Expected net present value, expected net future value, and the Ramsey rule |
1 |
16 |
30 |
30 |
13 |
87 |
174 |
174 |
| Horizon Length and Portfolio Risk |
2 |
4 |
14 |
276 |
3 |
11 |
47 |
1,231 |
| How Diagnostic Tests Affect Prevention: a Cost-Benefit Analysis |
4 |
9 |
33 |
189 |
9 |
25 |
98 |
795 |
| How many terms should be added into an additive model ? |
0 |
0 |
0 |
0 |
0 |
3 |
10 |
161 |
| Increased Risk-Bearing with Background Risk |
6 |
15 |
41 |
175 |
22 |
62 |
210 |
784 |
| Information and the Equity Premium |
1 |
1 |
5 |
81 |
5 |
11 |
37 |
264 |
| Information and the Equity Premium |
0 |
0 |
4 |
46 |
0 |
2 |
15 |
131 |
| Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund |
3 |
3 |
7 |
44 |
5 |
8 |
24 |
87 |
| Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund |
4 |
4 |
17 |
61 |
8 |
11 |
36 |
132 |
| Intergenerational discrimination in insider-outsider models with implicit labour contracts |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
5 |
| Investment Flexibility and the Acceptance of Risk |
0 |
0 |
0 |
0 |
3 |
11 |
34 |
319 |
| Learning and Irreversibility: An Econmic Interpretation of the "Precautionnary Principle" |
0 |
0 |
0 |
0 |
1 |
3 |
15 |
712 |
| Maximizing the Expected Net Future Value as an Alternative Strategy to Gamma Discounting |
1 |
1 |
7 |
45 |
2 |
4 |
21 |
167 |
| Monopolistic Insurance Markets Under the Coinsurance Clause |
1 |
2 |
6 |
166 |
5 |
16 |
59 |
1,095 |
| New Methods in the Classical Economics of Uncertainty: Comparing Risks |
0 |
0 |
0 |
0 |
4 |
17 |
40 |
1,057 |
| Optimal Beliefs, Asset Prices and the Preference for Skewed Returns |
1 |
3 |
15 |
50 |
4 |
12 |
39 |
138 |
| Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns |
1 |
1 |
9 |
58 |
2 |
10 |
32 |
134 |
| Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns |
0 |
3 |
17 |
44 |
1 |
8 |
36 |
104 |
| Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment |
0 |
2 |
8 |
22 |
3 |
10 |
42 |
104 |
| Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment |
0 |
0 |
0 |
3 |
1 |
4 |
8 |
21 |
| Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability |
0 |
0 |
7 |
69 |
1 |
9 |
28 |
178 |
| Optimal Illusions and Decisions under Risk |
1 |
1 |
4 |
138 |
10 |
36 |
117 |
527 |
| Optimal Illusions and Decisions under Risk |
0 |
2 |
9 |
63 |
15 |
82 |
210 |
580 |
| Optimal Insurance Design: What Can We Do Without Expected Utility? |
0 |
0 |
0 |
1 |
5 |
13 |
25 |
353 |
| Optimal Portfolio Management for Individual Pension Plans |
1 |
4 |
20 |
167 |
6 |
12 |
45 |
392 |
| Optimal Portfolio Management for Individual Pension Plans |
1 |
3 |
11 |
101 |
2 |
12 |
51 |
279 |
| Optimal Positive Thinking and Decisions under Risk |
2 |
4 |
12 |
112 |
5 |
27 |
102 |
581 |
| Optimal Prevention of Unknown Risks: A Dynamic Approach with Learning |
1 |
5 |
12 |
49 |
4 |
9 |
18 |
84 |
| Optimal choice and beliefs with ex ante savoring ex post disappointment |
0 |
0 |
2 |
4 |
1 |
3 |
6 |
16 |
| Optimal expectations with complete markets |
0 |
0 |
6 |
17 |
1 |
4 |
18 |
36 |
| Pareto-optimal risk sharing with fixed costs per claim |
0 |
0 |
0 |
0 |
3 |
9 |
9 |
9 |
| Peer Grouping in An Adverse Selection Model |
3 |
8 |
24 |
272 |
6 |
22 |
80 |
1,427 |
| Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order |
3 |
6 |
16 |
217 |
13 |
27 |
65 |
793 |
| Recursive Utility, Precautionary Saving and the Demand for Insurance |
1 |
2 |
12 |
265 |
4 |
9 |
32 |
663 |
| Resource Allocation When Projects Have Ranges of Increasing Returns |
0 |
2 |
19 |
19 |
5 |
12 |
50 |
50 |
| Resource Allocation when Projects Have Ranges of Increasing Returns |
2 |
2 |
7 |
26 |
3 |
7 |
23 |
68 |
| Risk Aversion, Prudence and Temperance: A Unified Approach |
1 |
8 |
36 |
380 |
6 |
25 |
102 |
1,196 |
| Risk-Taking Behavior with Limited Liability and Risk Aversion |
3 |
6 |
15 |
216 |
6 |
14 |
41 |
523 |
| Risk-Taking Behaviour With Expected Utility and Limited Liability: Applications to the Regulation of Financial Intermediaries |
2 |
6 |
11 |
348 |
4 |
15 |
38 |
1,265 |
| Risk-sharing on the labour market and second-best wage rigidities |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| STUDY ON COMPETITION POLICY IN THE PORTUGUESE INSURANCE SECTOR: ECONOMETRIC MEASUREMENT OF UNILATERAL EFFECTS IN THE CAIXA/BCP MERGER CASE |
2 |
3 |
16 |
63 |
5 |
8 |
43 |
141 |
| Second-Best Risk Sharing With Incomplete Contracts |
1 |
1 |
4 |
132 |
2 |
6 |
20 |
501 |
| Second-best insurance contract design in an incomplete market |
0 |
0 |
0 |
0 |
4 |
10 |
19 |
148 |
| Should We Discount the Far-Distant Future at Its Lowest Possible Rate? |
0 |
12 |
24 |
24 |
0 |
26 |
37 |
37 |
| Should we discount the far-distant future at its lowest possible rate? |
2 |
7 |
16 |
16 |
4 |
17 |
29 |
29 |
| Simple Increases in Risk and Their Comparative Statics for Portfolio Management |
0 |
0 |
0 |
0 |
0 |
3 |
15 |
66 |
| Simple Increases in Risk and Their Comparative Statics for Portfolio Management |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
81 |
| Some Aspects of the Economics of Catastrophe Risk Insurance |
2 |
7 |
34 |
282 |
4 |
13 |
60 |
458 |
| Term Structure and Cyclicity of Value-at-Risk: Consequences for the Solvency Capital Requirement |
7 |
21 |
21 |
21 |
9 |
34 |
35 |
35 |
| The Consumption-Based Determinants of the Term Structure of Discount Rates |
2 |
11 |
24 |
145 |
8 |
39 |
91 |
438 |
| The Consumption-Based Determinants of the Term Structure of Discount Rates |
0 |
0 |
2 |
49 |
3 |
6 |
12 |
187 |
| The Determinants of the Insurance Demand by Firms |
1 |
5 |
17 |
47 |
2 |
11 |
36 |
80 |
| The Effect of an Early Resolution of Uncertainty on Savings |
0 |
0 |
0 |
0 |
1 |
4 |
14 |
508 |
| The Insurance of Low Probability Events |
0 |
0 |
0 |
1 |
5 |
11 |
46 |
664 |
| The No Loss Offset Provision and the Attitude Towards Risk of a Risk-Neutral Firm |
0 |
0 |
0 |
2 |
3 |
10 |
27 |
608 |
| The design of optimal insurance contracts without the nonnegativity constraint on claims |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
3 |
| The role of wage setting in entry-deterrence |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| Time Horizon Length and Risk Aversion |
0 |
0 |
0 |
1 |
2 |
8 |
34 |
635 |
| Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates |
0 |
0 |
1 |
8 |
0 |
2 |
7 |
70 |
| Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns |
1 |
2 |
10 |
39 |
1 |
4 |
21 |
80 |
| Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns |
0 |
1 |
5 |
21 |
2 |
6 |
23 |
50 |
| Weak Proper Risk Aversion And The Tempering Effect of Background Risk |
3 |
5 |
13 |
182 |
9 |
15 |
59 |
661 |
| Wealth Inequality and Asset Pricing |
0 |
0 |
0 |
0 |
6 |
11 |
30 |
674 |
| Which Shape for the Cost Curve of Risk? |
0 |
0 |
0 |
0 |
7 |
14 |
49 |
741 |
| Who Should we Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs |
0 |
0 |
7 |
50 |
3 |
5 |
32 |
192 |
| Total Working Papers |
97 |
300 |
1,127 |
7,250 |
366 |
1,264 |
4,120 |
33,581 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets |
0 |
0 |
0 |
1 |
0 |
3 |
9 |
71 |
| A Note on Portfolio Dominance |
0 |
1 |
2 |
23 |
0 |
2 |
6 |
74 |
| Aggregation of Heterogeneous Time Preferences |
0 |
0 |
0 |
0 |
3 |
7 |
40 |
148 |
| Arrow's Theorem on the Optimality of Deductibles: A Stochastic Dominance Approach |
0 |
0 |
0 |
0 |
2 |
7 |
19 |
136 |
| Arrow's theorem on the optimality of deductibles: A stochastic dominance approach (*) |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
238 |
| Changes in Background Risk and Risk-Taking Behavior |
0 |
3 |
17 |
92 |
3 |
9 |
40 |
236 |
| Changes in risk and asset prices |
1 |
2 |
2 |
34 |
1 |
3 |
9 |
81 |
| Choice of nuclear power investments under price uncertainty: Valuing modularity |
2 |
6 |
19 |
76 |
4 |
12 |
58 |
268 |
| Comparative Statics Under Multiple Sources of Risk with Applications to Insurance Demand |
0 |
0 |
8 |
8 |
0 |
1 |
29 |
30 |
| Decision-Making under Scientific Uncertainty: The Economics of the Precautionary Principle |
7 |
10 |
42 |
242 |
16 |
26 |
105 |
605 |
| Declining discount rates: Economic justifications and implications for long-run policy |
6 |
9 |
15 |
15 |
8 |
20 |
40 |
40 |
| Decreasing absolute prudence: Characterization and applications to second-best risk sharing |
1 |
2 |
7 |
40 |
1 |
4 |
14 |
101 |
| Deductible insurance and production: A comment |
0 |
0 |
3 |
16 |
0 |
1 |
5 |
59 |
| Demand for Risky Assets and the Monotone Probability Ratio Order |
0 |
0 |
0 |
2 |
0 |
2 |
18 |
137 |
| Discounting an uncertain future |
1 |
13 |
56 |
211 |
2 |
16 |
81 |
317 |
| Discounting with fat-tailed economic growth |
0 |
3 |
5 |
5 |
1 |
8 |
14 |
14 |
| Editor's Note |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Horizon Length and Portfolio Risk |
0 |
2 |
4 |
76 |
1 |
6 |
21 |
241 |
| Increased Risk-Bearing with Background Risk |
1 |
4 |
10 |
52 |
3 |
8 |
26 |
148 |
| Increases in Risk and Linear Payoffs |
1 |
2 |
4 |
27 |
1 |
3 |
10 |
79 |
| Increases in risk and deductible insurance |
1 |
3 |
14 |
42 |
1 |
5 |
25 |
102 |
| Insurance and Catastrophes: Comment |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Intergenerational risk-sharing and risk-taking of a pension fund |
2 |
2 |
13 |
13 |
7 |
12 |
46 |
46 |
| Introduction: Risk and Uncertainty in Environmental and Resource Economics |
2 |
5 |
18 |
175 |
2 |
6 |
32 |
290 |
| Introductory Note |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| Investment Flexibility and the Acceptance of Risk |
0 |
3 |
5 |
33 |
0 |
5 |
11 |
76 |
| MISERY LOVES COMPANY: EQUILIBRIUM PORTFOLIOS WITH HETEROGENEOUS CONSUMPTION EXTERNALITIES |
0 |
0 |
5 |
17 |
1 |
2 |
18 |
139 |
| Maximizing the expected net future value as an alternative strategy to gamma discounting |
0 |
4 |
14 |
40 |
5 |
14 |
61 |
197 |
| Multiple risks and the value of information |
0 |
0 |
2 |
16 |
0 |
1 |
4 |
48 |
| On the Inefficiency of Bang-Bang and Stop-Loss Portfolio Strategies |
2 |
5 |
11 |
54 |
2 |
8 |
27 |
200 |
| Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns |
2 |
3 |
9 |
9 |
4 |
9 |
41 |
105 |
| Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability |
0 |
1 |
7 |
90 |
5 |
14 |
56 |
345 |
| Optimal consumption and the timing of the resolution of uncertainty |
1 |
1 |
5 |
38 |
1 |
4 |
10 |
74 |
| Peer Group Formation in an Adverse Selection Model |
3 |
16 |
57 |
233 |
6 |
31 |
122 |
536 |
| Portfolio choice under noisy asset returns |
0 |
0 |
2 |
9 |
0 |
1 |
4 |
34 |
| Portfolio selection by mutual insurance companies and optimal participating insurance policies |
0 |
1 |
9 |
33 |
0 |
3 |
16 |
81 |
| Preserving preference rankings under background risk |
0 |
0 |
2 |
10 |
0 |
2 |
4 |
34 |
| Relatively weak increases in risk and their comparative statics |
0 |
1 |
1 |
9 |
0 |
2 |
2 |
30 |
| Resource allocation when projects have ranges of increasing returns |
1 |
2 |
13 |
13 |
1 |
4 |
35 |
35 |
| Resource allocations when projects have ranges of increasing returns |
0 |
2 |
3 |
3 |
0 |
3 |
11 |
11 |
| Risk Vulnerability and the Tempering Effect of Background Risk |
3 |
6 |
35 |
132 |
7 |
13 |
74 |
348 |
| Risk sharing on the labour market and second-best wage rigidities |
0 |
0 |
5 |
32 |
1 |
3 |
13 |
77 |
| Risk-aversion, prudence and temperance: A unified approach |
1 |
5 |
22 |
89 |
1 |
6 |
39 |
195 |
| Scientific progress and irreversibility: an economic interpretation of the 'Precautionary Principle' |
3 |
7 |
12 |
88 |
7 |
13 |
36 |
235 |
| Second-Best Insurance Contract Design in an Incomplete Market |
0 |
0 |
0 |
0 |
6 |
14 |
57 |
249 |
| Should we beware of the Precautionary Principle? |
0 |
1 |
12 |
35 |
4 |
8 |
31 |
87 |
| The Comparative Statics of Changes in Risk Revisited |
1 |
2 |
8 |
56 |
1 |
4 |
13 |
130 |
| The Economics of Adding and Subdividing Independent Risks: Some Comparative Statics Results |
0 |
0 |
0 |
1 |
2 |
5 |
12 |
104 |
| The Spillover Effect of Compulsory Insurance |
0 |
0 |
1 |
1 |
0 |
1 |
10 |
11 |
| The impact of prudence on optimal prevention |
2 |
6 |
17 |
72 |
2 |
10 |
29 |
150 |
| The no-loss offset provision and the attitude towards risk of a risk-neutral firm |
1 |
1 |
2 |
19 |
1 |
2 |
19 |
91 |
| Time Horizon and the Discount Rate |
3 |
5 |
19 |
86 |
5 |
12 |
58 |
225 |
| Time diversification, liquidity constraints, and decreasing aversion to risk on wealth |
0 |
4 |
13 |
129 |
0 |
6 |
26 |
307 |
| To Insure or Not to Insure?: An Insurance Puzzle |
1 |
6 |
14 |
15 |
3 |
10 |
25 |
27 |
| Trade Credit and Credit Rationing |
0 |
0 |
0 |
2 |
2 |
14 |
67 |
522 |
| Understanding saving and portfolio choices with predictable changes in assets returns |
1 |
1 |
6 |
6 |
3 |
7 |
21 |
21 |
| Unemployment Insurance: Risk Sharing Versus Efficiency |
2 |
3 |
5 |
5 |
2 |
6 |
16 |
17 |
| Wage Differentials, the Insider-Outsider Dilemma, and Entry-Deterrence |
0 |
2 |
6 |
29 |
0 |
3 |
12 |
73 |
| Wealth Inequality and Asset Pricing |
0 |
0 |
0 |
0 |
3 |
6 |
20 |
148 |
| Whom should we believe? Aggregation of heterogeneous beliefs |
1 |
7 |
18 |
37 |
2 |
12 |
49 |
93 |
| Willingness to pay, the risk premium and risk aversion |
0 |
2 |
10 |
61 |
0 |
4 |
27 |
123 |
| Total Journal Articles |
53 |
164 |
589 |
2,652 |
133 |
428 |
1,738 |
8,649 |