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Risk Aversion and Optimal Trade DependencyRisk Aversion and Optimal Trade Dependency
(Sociedade Brasileira de Econometria, 1998)
Peer effects in risk aversion
(Universidad de Montevideo, Facultad de Ciencias Empresariales y Economía, Departamento de Economía, 2012)
Using data onUruguayan adolescents, we estimate peer effects in risk attitudes. Relative risk aversion is elicited in an experimental setting. Identification is based on parents not being able to ...
Convergence analysis of sampling-based decomposition methods for risk-averse multistage stochastic convex programs
(EMAp - Escola de Matemática Aplicada, 2016)
We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the ...
The relationships among consumers’ ethical ideology, risk aversion and ethically-based distrust of online retailers and the moderating role of consumers’ need for personal interaction
Consumer distrust is only recently beginning to be
perceived as an important e-commerce issue and, unlike
online trust, the nature and role of distrust is much less
established. This study examines the influence of two ...
Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility FunctionEstimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function
(Sociedade Brasileira de Econometria, 2000)
Estimating risk aversion, risk-neutral and real-world densities using brazilian real currency options
(2012)
This paper uses the Liu et al. (2007) approach to estimate the optionimplied Risk-Neutral Densities (RND), real-world density (RWD), and relative risk aversion from the Brazilian Real/US Dollar exchange rate distribution. ...
Risk Preferences Estimation for Small Raspberry Producers in the Bío-Bío Region, Chile
(Instituto de Investigaciones Agropecuarias, INIA, 2008)
SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
(Springer, 2014-01)
We consider interstage dependent stochastic linear programs where both the random right-hand side and the model of the underlying stochastic process have a special structure. Namely, for equality constraints (resp. inequality ...
Funciones de utilidad y estimación de la aversión al riesgo: revisión de la literaturaUtility functions and estimation of risk aversion: Literature review
(Universidad Nacional del Sur. Departamento de Ciencias de la Administración, 2017-12)
El trabajo presenta un compendio no exhaustivo de los antecedentes teóricos sobre la utilidad de los individuos y una sistematización analítica de diferentes propuestas de formas funcionales que la misma puede adoptar. Se ...
The trade-off between incentives and endogenous risk
(Escola de Pós-Graduação em Economia da FGV, 2004-02-01)
Standard models of moral hazard predict a negative relationship between risk and incentives, but the empirical work has not confirmed this prediction. In this paper, we propose a model with adverse selection followed by ...