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Risk aversion and precautionary savings in dynamic settings
Bommier, Antoine; Le Grand, François - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1386-1397
Persistent link: https://www.econbiz.de/10012013819
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Epargne de précaution et statique comparative avec aversion pour le risque
Bommier, Antoine; Chassagnon, Arnold; Le Grand, François - Université Paris-Dauphine (Paris IX) - 2009
Persistent link: https://www.econbiz.de/10010861555
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Comparative Risk Aversion: A Formal Approach with Applications to Saving Behaviors
Le Grand, François; Chassagnon, Arnold; Bommier, Antoine - Université Paris-Dauphine (Paris IX) - 2012
We consider a formal approach to comparative risk aversion and apply it to intertemporal choice models. This makes it possible to investigate whether standard classes of utility functions, such as those inspired from Kihlstrom and Mirman (1974), Selden (1978), Epstein and Zin (1989) or Quiggin...
Persistent link: https://www.econbiz.de/10010707569
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Comparative Risk Aversion: A Formal Approach with Applications to Savings Behaviors
Bommier, Antoine; Chassagnon, Arnold; Le Grand, François - Toulouse School of Economics (TSE) - 2010
We consider a formal approach to comparative risk aversion and applies it to intertemporal choice models. This allows us to ask whether standard classes of utility functions, such as those inspired by Kihlstrom and Mirman (1974), Selden (1978), Epstein and Zin (1989) and Quiggin (1982) are...
Persistent link: https://www.econbiz.de/10008465347
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Epargne de précaution et statique comparative avec aversion pour le risque.
Bommier, Antoine; Chassagnon, Arnold; Le Grand, François - Université Paris-Dauphine
Persistent link: https://www.econbiz.de/10008462730