Access Statistics for Jack Meyer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A CONSISTENCY CONDITION FOR EXPECTED UTILITY AND MEAN VARIANCE ANALYSIS 0 0 0 1 1 2 10 22
A Consistency Condition For Expected Utilty And Mean Variance Analysis 0 0 0 2 1 2 7 10
A separation theorem for the weak S-Convex Orders 0 0 0 2 1 2 7 12
A separation theorem for the weak s-convex orders 0 0 0 0 0 0 8 12
EQUILIBRIUM LAND PRICES UNDER RISK 0 0 0 0 4 4 12 13
Excluded Losses and the Demand for Insurance (PowerPoint) 0 0 0 40 0 1 7 131
Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock 0 1 2 303 0 3 12 2,064
Representing Risk Preferences in Expected Utility Based Decision Models 0 0 0 109 1 3 3 474
Restricted increases in risk aversion and their application 0 0 0 0 2 3 9 35
THE TRANSFORMATION APPROACH TO STOCHASTIC DOMINANCE: PRELIMINARY RESULTS 0 0 0 4 0 0 4 16
TWO MOMENT DECISION MODELS AND EXPECTED UTILITY MAXIMIZATION: SOME IMPLICATIONS FOR APPLIED RESEARCH 0 0 0 8 0 1 10 34
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 1 2 8 15
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 1 3 5 10
Total Working Papers 0 1 2 469 12 26 102 2,848

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Diamond-Stiglitz approach to the demand for self-protection 0 0 0 23 0 0 8 112
A separation theorem for the weak s-convex orders 0 0 0 11 1 1 9 39
Analyzing the Demand for Deductible Insurance 0 0 0 91 4 5 11 336
Beneficial Changes in Random Variables Under Multiple Sources of Risk and Their Comparative Statics&ast 0 0 0 5 0 1 4 45
Changes in Background Risk and the Demand for Insurance 0 0 0 17 3 4 11 75
Choice among distributions 0 0 1 180 1 1 5 294
Competitive Equilibria in Uniform Delivered Pricing Models 0 1 1 20 3 6 11 184
Decreasing absolute risk aversion, prudence and increased downside risk aversion 0 0 1 59 3 5 12 200
Demand for insurance in a portfolio setting 0 0 0 13 1 5 9 69
Deterministic Transformations of Random Variables and the Comparative Statics of Risk 0 0 0 0 1 5 13 466
Excluded losses and the demand for insurance 0 0 0 54 0 0 10 186
Further Applications of Stochastic Dominance to Mutual Fund Performance 0 0 0 16 0 1 7 36
Hedging Under Output Price Randomness 0 0 0 2 1 2 5 14
Increasing risk 0 0 1 52 0 2 5 119
Mean-Variance Efficient Sets and Expected Utility 0 0 0 17 0 1 5 60
Measuring Risk Aversion 0 1 5 73 1 5 26 199
Normalized measures of concavity and Ross’s strongly more risk averse order 0 0 0 15 1 1 11 88
Relative Risk Aversion: What Do We Know? 0 1 2 461 2 3 9 1,133
Representing risk preferences in expected utility based decision models 0 1 1 6 1 2 6 27
Restricted increases in risk aversion and their application 0 0 1 7 1 1 11 56
Risk and risk aversion effects in contests with contingent payments 0 0 1 8 1 1 8 45
Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility 0 0 1 136 2 3 10 314
Second Degree Stochastic Dominance with Respect to a Function 0 0 1 251 3 3 14 703
Spatial Pricing and Its Effect on Product Transportability 0 0 0 49 2 4 7 188
Spatial Pricing, Spatial Rents, and Spatial Welfare 0 0 0 27 0 0 7 107
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 1 16 1 1 4 81
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 0 7 1 4 5 50
Strong Increases in Risk and Their Comparative Statics 0 0 0 33 0 0 5 108
Substituting one risk increase for another: A method for measuring risk aversion 0 0 0 34 2 2 15 155
Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition 0 0 1 70 1 1 11 349
The Aggregate Effects of Risk in Agricultural Sector 0 0 0 0 1 2 8 16
The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns 0 0 0 30 2 2 7 142
The Increasing Convex Order and the Trade–off of Size for Risk 0 0 1 9 0 2 12 32
The Interaction between the Demands for Insurance and Insurable Assets 0 0 3 24 1 3 10 117
The comparative statics of cumulative distribution function changes for the class of risk averse agents 0 0 0 84 2 3 8 271
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 26 1 1 5 72
Two-Moment Decision Models and Expected Utility Maximization: Reply 0 0 0 4 2 3 7 181
Two-moment Decision Models and Expected Utility Maximization 0 0 2 611 1 3 46 1,903
Total Journal Articles 0 4 24 2,541 47 89 377 8,572

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Statistics updated 2026-05-06