Access Statistics for Christian Gollier

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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 1 1 8 326
A Model of Comparative Statics for Changes in Stochastic Returns with Dependent Risky Assets 0 0 0 0 0 2 11 390
A model of comparative statics for changes in stochastic returns with dependent risky assets 0 0 0 0 2 2 7 85
A note on portfolio selection by insurance companies and optimal participating insurance policies 0 0 0 0 0 1 5 210
Adverse selection in an insurance pool 0 2 11 428 5 14 55 1,204
An Evaluation of Stern's Report on the Economics of Climate Change 2 12 60 60 2 23 105 105
Are Independent Optimal Risks Substitutes? 0 5 10 21 1 6 18 49
Assets Relative Risk for Long-term Investors 3 11 39 43 4 18 70 71
Assets Returns Volatility and Investment Horizon: The French Case 2 6 58 61 3 13 115 118
Changes in Background Risk and Risk Taking Behavior 2 6 31 333 7 14 79 1,524
Changes in Risk and Asset Prices 0 1 10 64 2 5 35 208
Changing in Risk and Risk Taking: A Survey 0 0 1 1 1 11 90 881
Choice of Nuclear Power Investments ander Price Uncertainty: Valuing Modularity 0 0 0 0 1 8 28 146
Choice of Nuclear Power Investments under Price Uncertainty: Valuing Modularity 0 0 0 0 2 6 19 151
Collective Investment Decision Making with Heterogeneous Time Preferences 1 1 17 74 6 12 52 255
Collective Investment Decision Making with Heterogeneous Time Preferences 0 0 6 31 1 7 24 149
Collective Investment Decision Making with Heterogeneous Time Preferences 1 2 14 128 6 15 59 425
Collective Risk-Taking Decisions with Heterogeneous Beliefs 0 2 7 63 2 6 25 204
Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand 0 0 1 1 1 1 13 125
Comparative Statics Under Multiple Sources of Risk with Appllications to Insurance Demand 0 0 0 0 0 0 5 53
Demand for Risky Assets and Stochastic Dominance: A Note 1 2 10 298 2 3 27 687
Discounting an Uncertain Future 0 0 0 0 2 12 64 371
Does Ambiguity Aversion Reinforce Risk Aversion? Applications to Portfolio Choices and Asset Pricing 5 21 51 114 10 40 121 258
Does Flexibility Enhance Risk Tolerance? 2 3 11 34 5 11 39 85
Dynamic Risk Taking With Indivisible Risks 0 0 4 160 1 3 21 525
Horizon Length and Portfolio Risk 1 5 21 266 3 16 64 1,194
How Diagnostic Tests Affect Prevention: a Cost-Benefit Analysis 0 2 21 158 2 15 89 708
Increased Risk-Bearing with Background Risk 3 10 37 138 11 39 201 598
Information and the Equity Premium 0 4 8 77 2 10 36 232
Information and the Equity Premium 0 2 7 43 1 7 20 119
Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund 0 2 36 39 0 5 61 68
Intergenerational Risk-Sharing and Risk-Taking of a Pension Fund 0 3 27 46 0 8 49 101
Investment Flexibility and the Acceptance of Risk 0 0 0 0 2 5 26 289
Learning and Irreversibility: An Econmic Interpretation of the "Precautionnary Principle" 0 0 0 0 1 4 20 700
Maximizing the Expected Net Future Value as an Alternative Strategy to Gamma Discounting 1 2 9 40 2 7 26 152
Monopolistic Insurance Markets Under the Coinsurance Clause 0 0 10 160 3 19 81 1,046
New Methods in the Classical Economics of Uncertainty: Comparing Risks 0 0 0 0 3 6 22 1,022
Optimal Beliefs, Asset Prices and the Preference for Skewed Returns 1 5 22 38 3 8 58 104
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns 1 4 19 51 5 11 51 109
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns 0 4 20 28 2 10 55 74
Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment 0 0 6 14 1 5 39 63
Optimal Choice and Beliefs with Ex Ante Savoring and Ex Post Disappointment 0 0 3 3 1 3 15 15
Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability 2 2 18 64 4 7 40 155
Optimal Illusions and Decisions under Risk 0 2 11 135 5 30 112 425
Optimal Illusions and Decisions under Risk 0 1 8 55 6 35 138 391
Optimal Insurance Design: What Can We Do Without Expected Utility? 0 0 0 1 1 4 19 330
Optimal Portfolio Management for Individual Pension Plans 0 3 12 149 0 13 42 353
Optimal Portfolio Management for Individual Pension Plans 2 4 22 94 5 20 64 242
Optimal Positive Thinking and Decisions under Risk 1 5 19 103 8 26 124 497
Optimal Prevention of Unknown Risks: A Dynamic Approach with Learning 0 1 11 37 2 4 23 68
Optimal choice and beliefs with ex ante savoring ex post disappointment 0 0 2 2 0 0 10 10
Optimal expectations with complete markets 1 2 12 13 2 6 22 23
Peer Grouping in An Adverse Selection Model 0 4 16 251 6 17 49 1,361
Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order 2 3 18 204 6 15 70 737
Recursive Utility, Precautionary Saving and the Demand for Insurance 2 5 9 255 3 11 34 636
Resource Allocation when Projects Have Ranges of Increasing Returns 0 5 22 22 2 9 52 52
Risk Aversion, Prudence and Temperance: A Unified Approach 2 11 43 348 6 26 113 1,108
Risk-Sharing on the Labour Market and Second-Best Wage Rigidities 0 0 0 0 0 1 10 151
Risk-Taking Behavior with Limited Liability and Risk Aversion 0 0 0 0 3 13 47 1,019
Risk-Taking Behavior with Limited Liability and Risk Aversion 0 2 15 201 2 10 54 486
Risk-Taking Behaviour With Expected Utility and Limited Liability: Applications to the Regulation of Financial Intermediaries 0 2 10 339 0 3 29 1,230
STUDY ON COMPETITION POLICY IN THE PORTUGUESE INSURANCE SECTOR: ECONOMETRIC MEASUREMENT OF UNILATERAL EFFECTS IN THE CAIXA/BCP MERGER CASE 1 3 15 50 4 10 32 106
Second-Best Insurance Contract Design in an Incomplete Market 0 0 0 0 2 4 18 132
Second-Best Risk Sharing With Incomplete Contracts 0 0 4 128 2 5 21 486
Simple Increases in Risk and Their Comparative Statics for Portfolio Management 0 0 0 0 2 4 14 54
Simple Increases in Risk and Their Comparative Statics for Portfolio Management 0 0 0 0 1 3 8 76
Some Aspects of the Economics of Catastrophe Risk Insurance 2 14 49 254 3 20 83 409
The Consumption-Based Determinants of the Term Structure of Discount Rates 2 7 25 125 5 19 81 357
The Consumption-Based Determinants of the Term Structure of Discount Rates 0 0 9 47 1 1 22 176
The Effect of an Early Resolution of Uncertainty on Savings 0 0 0 0 0 3 23 495
The Insurance of Low Probability Events 0 0 1 1 1 8 45 623
The No Loss Offset Provision and the Attitude Towards Risk of a Risk-Neutral Firm 0 0 0 2 2 9 29 585
The determinants of the insurance demand by firms 0 7 28 34 0 13 50 52
Time Horizon Length and Risk Aversion 0 0 0 1 2 7 23 608
Transitory Shocks to GNP and the Consumption-Based Term Structure of Interest Rates 0 1 3 8 0 2 8 65
Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns 0 1 6 30 2 7 22 65
Understanding Saving and Portfolio Choices with Predictable Changes in Assets Returns 0 1 11 16 1 5 26 30
Weak Proper Risk Aversion And The Tempering Effect of Background Risk 0 2 8 170 2 12 36 607
Wealth Inequality and Asset Pricing 0 0 0 0 1 5 20 646
Which Shape for the Cost Curve of Risk? 0 0 0 0 4 11 51 698
Who Should we Believe? Collective Risk-Taking Decisions with Heterogeneous Beliefs 2 4 13 47 4 14 46 170
Total Working Papers 45 209 1,007 6,201 209 824 3,718 30,913


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 1 1 1 1 9 63
A Note on Portfolio Dominance 0 0 3 21 0 0 9 68
Aggregation of Heterogeneous Time Preferences 0 0 0 0 3 10 37 116
Arrow's Theorem on the Optimality of Deductibles: A Stochastic Dominance Approach 0 0 0 0 2 5 26 121
Arrow's theorem on the optimality of deductibles: A stochastic dominance approach (*) 0 0 0 0 3 4 10 233
Changes in Background Risk and Risk-Taking Behavior 1 1 10 76 1 4 31 197
Changes in risk and asset prices 0 0 2 32 1 1 7 73
Choice of nuclear power investments under price uncertainty: Valuing modularity 0 2 9 57 4 26 84 220
Decision-Making under Scientific Uncertainty: The Economics of the Precautionary Principle 3 6 32 203 7 12 91 509
Decreasing absolute prudence: Characterization and applications to second-best risk sharing 0 0 2 33 0 1 12 88
Deductible insurance and production: A comment 0 2 2 15 0 2 4 56
Demand for Risky Assets and the Monotone Probability Ratio Order 0 0 1 2 1 4 20 121
Discounting an uncertain future 1 3 40 157 4 10 62 243
Horizon Length and Portfolio Risk 0 0 9 72 0 1 34 221
Increased Risk-Bearing with Background Risk 0 1 16 42 0 7 51 124
Increases in Risk and Linear Payoffs 0 0 2 23 1 3 11 70
Increases in risk and deductible insurance 1 3 7 31 4 9 25 84
Introduction: Risk and Uncertainty in Environmental and Resource Economics 2 3 16 160 4 6 28 264
Investment Flexibility and the Acceptance of Risk 0 0 7 28 0 0 10 65
MISERY LOVES COMPANY: EQUILIBRIUM PORTFOLIOS WITH HETEROGENEOUS CONSUMPTION EXTERNALITIES 0 0 0 12 1 8 26 128
Maximizing the expected net future value as an alternative strategy to gamma discounting 2 2 12 28 3 12 53 144
Multiple risks and the value of information 0 0 1 14 0 0 4 44
On the Inefficiency of Bang-Bang and Stop-Loss Portfolio Strategies 2 5 8 45 3 12 64 177
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns 0 0 0 0 7 21 78 78
Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability 1 2 13 85 5 20 62 305
Optimal consumption and the timing of the resolution of uncertainty 0 1 10 34 0 2 20 65
Peer Group Formation in an Adverse Selection Model 5 17 62 185 10 33 112 433
Portfolio choice under noisy asset returns 0 0 0 7 0 0 2 30
Portfolio selection by mutual insurance companies and optimal participating insurance policies 0 0 5 24 0 1 17 66
Preserving preference rankings under background risk 0 0 2 8 0 0 3 30
Relatively weak increases in risk and their comparative statics 0 0 1 8 0 1 5 28
Risk Vulnerability and the Tempering Effect of Background Risk 0 1 12 97 3 6 37 278
Risk sharing on the labour market and second-best wage rigidities 0 1 7 27 1 3 14 65
Risk-aversion, prudence and temperance: A unified approach 0 8 23 69 2 16 60 162
Scientific progress and irreversibility: an economic interpretation of the 'Precautionary Principle' 0 2 19 77 0 8 51 204
Second-Best Insurance Contract Design in an Incomplete Market 0 0 0 0 4 9 42 197
Should we beware of the Precautionary Principle? 0 2 6 25 2 7 26 62
The Comparative Statics of Changes in Risk Revisited 1 3 11 50 2 5 23 120
The Economics of Adding and Subdividing Independent Risks: Some Comparative Statics Results 0 0 0 1 1 5 21 93
The impact of prudence on optimal prevention 1 6 13 59 2 7 24 126
The no-loss offset provision and the attitude towards risk of a risk-neutral firm 1 1 3 18 1 5 22 75
Time Horizon and the Discount Rate 0 2 20 68 6 17 63 181
Time diversification, liquidity constraints, and decreasing aversion to risk on wealth 1 4 24 120 1 7 46 286
Trade Credit and Credit Rationing 0 0 2 2 7 14 62 466
Wage Differentials, the Insider-Outsider Dilemma, and Entry-Deterrence 0 1 5 24 0 2 11 62
Wealth Inequality and Asset Pricing 0 0 0 0 1 4 16 129
Whom should we believe? Aggregation of heterogeneous beliefs 3 3 22 22 5 10 51 51
Willingness to pay, the risk premium and risk aversion 0 3 13 53 0 5 31 99
Total Journal Articles 25 85 453 2,115 103 346 1,607 7,120


Statistics updated 2008-09-04