Search Results - subject:"Elasticity of risk aversion"

Precautionary saving in mean-variance models and different sources of risk

Vergara, Marcos; Bonilla, Claudio A. - In: Economic modelling 98 (2021), pp. 280-289

Persistent link: https://www.econbiz.de/10012793897

The banking firm and risk taking in a two-moment decision model

Broll, Udo; Guo, Xu; Welzel, Peter; Wong, Wing Keung - In: Economic modelling 50 (2015), pp. 275-280

Persistent link: https://www.econbiz.de/10011440571

Insurance demand and first-order risk increases under (μ,σ)-preferences revisited

Eichner, Thomas; Wagener, Andreas - In: Finance Research Letters 11 (2014) 4, pp. 326-331

insurance premia increase if the elasticity of risk aversion with respect to expected wealth exceeds -1. In terms of the …

Persistent link: https://www.econbiz.de/10011118177

Insurance demand and first-order risk increases under [my, sigma]-preferences revisited

Eichner, Thomas; Wagener, Andreas - In: Finance research letters 11 (2014) 4, pp. 326-331

Persistent link: https://www.econbiz.de/10011300447

Elasticity of risk aversion and international trade

Broll, Udo; Wahl, Jack E.; Wong, Wing-Keung - Department of Econometrics and Business Statistics, … - 2005

present the elasticity of risk aversion, since this elasticity concept permits a distinct investigation of risk and …

Persistent link: https://www.econbiz.de/10005064065

Elasticity of risk aversion and international trade

Broll, Udo; Wahl, Jack E.; Wong, Wing-Keung - Department of Economics, National University of Singapore - 2005

present the elasticity of risk aversion, since this elasticity concept permits a distinct investigation of risk and …

Persistent link: https://www.econbiz.de/10005292526

Optimal hedge ratio and elasticity of risk aversion

Broll, Udo; Wahl, Jack E. - In: Economics Bulletin 6 (2004) 5, pp. 1-7

We apply the mean-standard deviation paradigm to examine a widely used model of the hedging literature. As the hedging model satisfies a scale and location condition the mean-standard deviation technique provides more intuition for the revision of the firm's optimum risk taking when price...

Persistent link: https://www.econbiz.de/10010835749

Optimal hedge ratio and elasticity of risk aversion

Broll, Udo; Wahl, Jack E. - In: Economics Bulletin 6 (2004) 5, pp. 1-7

Persistent link: https://www.econbiz.de/10005110677

Portfolio allocation and asset demand with mean-variance preferences

Eichner, Thomas; Wagener, Andreas - In: Theory and Decision 70 (2011) 2, pp. 179-193

Persistent link: https://www.econbiz.de/10008776421