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 2 13 25
A Consistency Condition For Expected Utilty And Mean Variance Analysis 0 0 0 2 0 0 7 10
A separation theorem for the weak S-Convex Orders 0 0 0 2 0 1 7 15
A separation theorem for the weak s-convex orders 0 0 0 0 0 0 7 13
EQUILIBRIUM LAND PRICES UNDER RISK 0 0 0 0 0 0 10 13
Excluded Losses and the Demand for Insurance (PowerPoint) 0 0 0 40 1 1 7 132
Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock 0 0 2 303 1 1 17 2,069
Representing Risk Preferences in Expected Utility Based Decision Models 0 0 0 109 0 0 3 474
Restricted increases in risk aversion and their application 0 0 0 0 1 1 10 36
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 0 9 34
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 0 0 5 10
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 0 0 8 16
Total Working Papers 0 0 2 469 3 6 107 2,863

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 6 112
A separation theorem for the weak s-convex orders 0 0 0 11 1 1 10 41
Almost stochastic dominance: Magnitude constraints on risk aversion 0 0 2 3 0 2 24 27
Analyzing the Demand for Deductible Insurance 0 0 0 91 0 0 9 336
Beneficial Changes in Random Variables Under Multiple Sources of Risk and Their Comparative Statics&ast 0 0 0 5 0 1 5 46
Changes in Background Risk and the Demand for Insurance 0 1 1 18 0 2 11 77
Choice among distributions 0 0 1 180 0 1 5 295
Competitive Equilibria in Uniform Delivered Pricing Models 0 0 1 20 0 4 15 188
Decreasing absolute risk aversion, prudence and increased downside risk aversion 1 1 1 60 1 2 14 203
Demand for insurance in a portfolio setting 0 0 0 13 1 1 9 70
Deterministic Transformations of Random Variables and the Comparative Statics of Risk 0 0 0 0 0 0 11 466
Excluded losses and the demand for insurance 0 0 0 54 0 0 7 186
Further Applications of Stochastic Dominance to Mutual Fund Performance 0 0 0 16 1 1 8 37
Hedging Under Output Price Randomness 0 0 0 2 0 1 6 15
Increasing risk 0 0 0 52 1 1 5 120
Mean-Variance Efficient Sets and Expected Utility 0 0 0 17 1 1 5 61
Measuring Risk Aversion 0 0 4 73 0 1 25 202
Normalized measures of concavity and Ross’s strongly more risk averse order 0 0 0 15 0 4 14 92
Relative Risk Aversion: What Do We Know? 0 0 1 461 1 4 15 1,140
Representing risk preferences in expected utility based decision models 0 0 1 6 3 3 10 31
Restricted increases in risk aversion and their application 0 0 0 7 0 0 10 56
Risk and risk aversion effects in contests with contingent payments 0 0 1 8 0 0 7 46
Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility 0 0 0 136 1 4 13 319
Second Degree Stochastic Dominance with Respect to a Function 0 0 0 251 1 2 17 708
Spatial Pricing and Its Effect on Product Transportability 0 0 0 49 0 0 6 188
Spatial Pricing, Spatial Rents, and Spatial Welfare 0 0 0 27 0 1 7 108
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 1 16 0 2 6 83
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 0 7 0 1 7 52
Stochastic superiority 0 0 1 13 0 2 19 69
Strong Increases in Risk and Their Comparative Statics 0 0 0 33 0 0 7 111
Substituting one risk increase for another: A method for measuring risk aversion 0 0 0 34 0 0 14 155
Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition 0 0 1 70 0 0 12 350
The Aggregate Effects of Risk in Agricultural Sector 0 0 0 0 0 0 7 16
The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns 0 0 0 30 0 1 6 143
The Increasing Convex Order and the Trade–off of Size for Risk 0 0 0 9 0 0 9 32
The Interaction between the Demands for Insurance and Insurable Assets 0 0 3 24 0 1 9 118
The comparative statics of cumulative distribution function changes for the class of risk averse agents 0 0 0 84 0 0 9 272
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 26 0 0 5 72
Two-Moment Decision Models and Expected Utility Maximization: Reply 0 0 0 4 0 2 9 184
Two-moment Decision Models and Expected Utility Maximization 0 0 1 612 0 2 45 1,906
Total Journal Articles 1 2 20 2,560 12 48 438 8,733

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Statistics updated 2026-10-11