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 2 2 4 14
A Consistency Condition For Expected Utilty And Mean Variance Analysis 0 0 1 2 1 3 4 6
A separation theorem for the weak S-Convex Orders 0 0 1 2 0 1 4 8
A separation theorem for the weak s-convex orders 0 0 0 0 0 2 3 7
EQUILIBRIUM LAND PRICES UNDER RISK 0 0 0 0 2 2 4 5
Excluded Losses and the Demand for Insurance (PowerPoint) 0 0 0 40 0 2 3 127
Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock 1 1 1 302 4 4 4 2,056
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 3 4 4 30
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 2 8 2 5 9 30
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 0 0 1 8
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 0 2 3 7
Total Working Papers 1 1 5 468 14 27 45 2,781

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 1 3 107
A separation theorem for the weak s-convex orders 0 0 0 11 1 2 6 33
Analyzing the Demand for Deductible Insurance 0 0 0 91 1 2 5 329
Beneficial Changes in Random Variables Under Multiple Sources of Risk and Their Comparative Statics&ast 0 0 0 5 1 2 2 43
Changes in Background Risk and the Demand for Insurance 0 0 0 17 0 0 2 66
Choice among distributions 0 1 2 180 0 2 4 292
Competitive Equilibria in Uniform Delivered Pricing Models 0 0 0 19 1 1 2 174
Decreasing absolute risk aversion, prudence and increased downside risk aversion 0 1 1 59 1 3 3 191
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 5 457
Excluded losses and the demand for insurance 0 0 1 54 1 1 6 180
Further Applications of Stochastic Dominance to Mutual Fund Performance 0 0 0 16 0 1 1 30
Hedging Under Output Price Randomness 0 0 0 2 0 0 0 9
Increasing risk 0 0 2 52 0 0 2 115
Mean-Variance Efficient Sets and Expected Utility 0 0 0 17 0 1 2 56
Measuring Risk Aversion 1 2 3 70 5 6 12 182
Normalized measures of concavity and Ross’s strongly more risk averse order 0 0 0 15 0 2 3 80
Relative Risk Aversion: What Do We Know? 0 0 1 460 1 1 3 1,126
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 5 6 7 52
Risk and risk aversion effects in contests with contingent payments 0 1 2 8 0 1 5 40
Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility 0 0 1 136 1 1 3 307
Second Degree Stochastic Dominance with Respect to a Function 0 0 1 251 1 2 5 692
Spatial Pricing and Its Effect on Product Transportability 0 0 1 49 0 0 2 182
Spatial Pricing, Spatial Rents, and Spatial Welfare 0 0 0 27 1 1 3 102
Stochastic efficiency analysis with risk aversion bounds: a correction 0 1 1 16 1 2 2 79
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 0 7 0 0 0 45
Strong Increases in Risk and Their Comparative Statics 0 0 0 33 0 0 1 104
Substituting one risk increase for another: A method for measuring risk aversion 0 0 0 34 1 2 3 143
Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition 1 1 1 70 1 1 1 339
The Aggregate Effects of Risk in Agricultural Sector 0 0 0 0 0 0 1 9
The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns 0 0 0 30 0 2 4 139
The Increasing Convex Order and the Trade–off of Size for Risk 0 0 2 9 0 0 4 23
The Interaction between the Demands for Insurance and Insurable Assets 0 0 0 21 0 0 2 109
The comparative statics of cumulative distribution function changes for the class of risk averse agents 0 0 0 84 1 1 1 264
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 26 0 1 1 68
Two-Moment Decision Models and Expected Utility Maximization: Reply 0 0 0 4 0 0 4 175
Two-moment Decision Models and Expected Utility Maximization 0 1 3 611 12 13 18 1,873
Total Journal Articles 2 8 23 2,532 37 60 129 8,297

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Statistics updated 2025-12-06