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 0 0 3 12
A Consistency Condition For Expected Utilty And Mean Variance Analysis 0 0 1 2 0 0 1 3
A separation theorem for the weak S-Convex Orders 0 0 1 2 1 2 3 7
A separation theorem for the weak s-convex orders 0 0 0 0 0 0 1 5
EQUILIBRIUM LAND PRICES UNDER RISK 0 0 0 0 0 1 2 3
Excluded Losses and the Demand for Insurance (PowerPoint) 0 0 0 40 1 1 1 125
Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock 0 0 0 301 0 0 0 2,052
Representing Risk Preferences in Expected Utility Based Decision Models 0 0 0 109 0 0 2 471
Restricted increases in risk aversion and their application 0 0 0 0 0 0 2 26
THE TRANSFORMATION APPROACH TO STOCHASTIC DOMINANCE: PRELIMINARY RESULTS 0 0 0 4 0 0 0 12
TWO MOMENT DECISION MODELS AND EXPECTED UTILITY MAXIMIZATION: SOME IMPLICATIONS FOR APPLIED RESEARCH 0 0 3 8 0 1 5 25
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 0 0 1 5
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 1 1 1 8
Total Working Papers 0 0 5 467 3 6 22 2,754

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 2 4 106
A separation theorem for the weak s-convex orders 0 0 0 11 1 1 5 31
Analyzing the Demand for Deductible Insurance 0 0 1 91 0 1 4 327
Beneficial Changes in Random Variables Under Multiple Sources of Risk and Their Comparative Statics&ast 0 0 0 5 0 0 0 41
Changes in Background Risk and the Demand for Insurance 0 0 1 17 0 0 3 66
Choice among distributions 0 0 1 179 0 1 2 290
Competitive Equilibria in Uniform Delivered Pricing Models 0 0 0 19 0 0 1 173
Decreasing absolute risk aversion, prudence and increased downside risk aversion 0 0 0 58 0 0 1 188
Demand for insurance in a portfolio setting 0 0 0 13 0 0 1 61
Deterministic Transformations of Random Variables and the Comparative Statics of Risk 0 0 0 0 1 2 3 455
Excluded losses and the demand for insurance 0 0 2 54 1 3 7 179
Further Applications of Stochastic Dominance to Mutual Fund Performance 0 0 0 16 0 0 0 29
Hedging Under Output Price Randomness 0 0 0 2 0 0 0 9
Increasing risk 1 1 2 52 1 1 2 115
Mean-Variance Efficient Sets and Expected Utility 0 0 0 17 0 0 1 55
Measuring Risk Aversion 0 0 1 68 1 2 9 176
Normalized measures of concavity and Ross’s strongly more risk averse order 0 0 0 15 0 1 2 78
Relative Risk Aversion: What Do We Know? 0 0 1 460 0 0 2 1,125
Representing risk preferences in expected utility based decision models 0 0 0 5 0 0 0 21
Restricted increases in risk aversion and their application 0 0 1 7 0 0 1 46
Risk and risk aversion effects in contests with contingent payments 0 0 1 7 0 2 4 39
Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility 0 1 1 136 0 2 3 306
Second Degree Stochastic Dominance with Respect to a Function 0 1 2 251 0 1 4 690
Spatial Pricing and Its Effect on Product Transportability 0 0 1 49 1 1 2 182
Spatial Pricing, Spatial Rents, and Spatial Welfare 0 0 0 27 0 1 3 101
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 0 7 0 0 0 45
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 0 15 0 0 0 77
Strong Increases in Risk and Their Comparative Statics 0 0 0 33 1 1 1 104
Substituting one risk increase for another: A method for measuring risk aversion 0 0 0 34 0 1 2 141
Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition 0 0 0 69 0 0 0 338
The Aggregate Effects of Risk in Agricultural Sector 0 0 0 0 0 1 1 9
The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns 0 0 1 30 0 2 3 137
The Increasing Convex Order and the Trade–off of Size for Risk 0 0 2 9 1 1 4 23
The Interaction between the Demands for Insurance and Insurable Assets 0 0 0 21 1 2 2 109
The comparative statics of cumulative distribution function changes for the class of risk averse agents 0 0 0 84 0 0 1 263
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 26 0 0 0 67
Two-Moment Decision Models and Expected Utility Maximization: Reply 0 0 0 4 1 1 5 175
Two-moment Decision Models and Expected Utility Maximization 0 1 4 610 0 1 7 1,860
Total Journal Articles 1 4 22 2,524 10 31 90 8,237

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Statistics updated 2025-09-05