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 6 8 9 20
A Consistency Condition For Expected Utilty And Mean Variance Analysis 0 0 1 2 2 3 6 8
A separation theorem for the weak S-Convex Orders 0 0 1 2 0 2 6 10
A separation theorem for the weak s-convex orders 0 0 0 0 3 5 8 12
EQUILIBRIUM LAND PRICES UNDER RISK 0 0 0 0 3 6 8 9
Excluded Losses and the Demand for Insurance (PowerPoint) 0 0 0 40 1 3 6 130
Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock 0 1 1 302 2 9 9 2,061
Representing Risk Preferences in Expected Utility Based Decision Models 0 0 0 109 0 0 1 471
Restricted increases in risk aversion and their application 0 0 0 0 2 5 6 32
THE TRANSFORMATION APPROACH TO STOCHASTIC DOMINANCE: PRELIMINARY RESULTS 0 0 0 4 3 4 4 16
TWO MOMENT DECISION MODELS AND EXPECTED UTILITY MAXIMIZATION: SOME IMPLICATIONS FOR APPLIED RESEARCH 0 0 1 8 1 5 10 33
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 2 5 6 13
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 0 0 0 3 7
Total Working Papers 0 1 4 468 25 55 82 2,822

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 2 5 8 112
A separation theorem for the weak s-convex orders 0 0 0 11 2 6 10 38
Analyzing the Demand for Deductible Insurance 0 0 0 91 2 3 7 331
Beneficial Changes in Random Variables Under Multiple Sources of Risk and Their Comparative Statics&ast 0 0 0 5 1 2 3 44
Changes in Background Risk and the Demand for Insurance 0 0 0 17 4 5 7 71
Choice among distributions 0 0 2 180 1 1 5 293
Competitive Equilibria in Uniform Delivered Pricing Models 0 0 0 19 2 5 5 178
Decreasing absolute risk aversion, prudence and increased downside risk aversion 0 0 1 59 4 5 7 195
Demand for insurance in a portfolio setting 0 0 0 13 2 3 4 64
Deterministic Transformations of Random Variables and the Comparative Statics of Risk 0 0 0 0 3 5 9 461
Excluded losses and the demand for insurance 0 0 1 54 5 7 12 186
Further Applications of Stochastic Dominance to Mutual Fund Performance 0 0 0 16 3 5 6 35
Hedging Under Output Price Randomness 0 0 0 2 2 3 3 12
Increasing risk 0 0 2 52 2 2 4 117
Mean-Variance Efficient Sets and Expected Utility 0 0 0 17 2 3 5 59
Measuring Risk Aversion 1 3 5 72 6 17 23 194
Normalized measures of concavity and Ross’s strongly more risk averse order 0 0 0 15 6 7 10 87
Relative Risk Aversion: What Do We Know? 0 0 1 460 4 5 6 1,130
Representing risk preferences in expected utility based decision models 0 0 0 5 2 4 4 25
Restricted increases in risk aversion and their application 0 0 1 7 3 8 10 55
Risk and risk aversion effects in contests with contingent payments 0 0 2 8 4 4 8 44
Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility 0 0 1 136 4 5 7 311
Second Degree Stochastic Dominance with Respect to a Function 0 0 1 251 4 9 11 700
Spatial Pricing and Its Effect on Product Transportability 0 0 0 49 1 2 3 184
Spatial Pricing, Spatial Rents, and Spatial Welfare 0 0 0 27 4 6 8 107
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 1 16 1 2 3 80
Stochastic efficiency analysis with risk aversion bounds: a correction 0 0 0 7 1 1 1 46
Strong Increases in Risk and Their Comparative Statics 0 0 0 33 4 4 5 108
Substituting one risk increase for another: A method for measuring risk aversion 0 0 0 34 6 11 13 153
Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition 0 1 1 70 6 10 10 348
The Aggregate Effects of Risk in Agricultural Sector 0 0 0 0 4 5 6 14
The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns 0 0 0 30 1 1 5 140
The Increasing Convex Order and the Trade–off of Size for Risk 0 0 1 9 6 7 10 30
The Interaction between the Demands for Insurance and Insurable Assets 1 3 3 24 2 5 7 114
The comparative statics of cumulative distribution function changes for the class of risk averse agents 0 0 0 84 3 5 5 268
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision 0 0 0 26 2 3 4 71
Two-Moment Decision Models and Expected Utility Maximization: Reply 0 0 0 4 2 3 6 178
Two-moment Decision Models and Expected Utility Maximization 0 0 2 611 14 39 44 1,900
Total Journal Articles 2 7 25 2,537 127 223 304 8,483

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Statistics updated 2026-02-12