scholarly journals Risk taking with background risk under recursive rank-dependent utility

2017 ◽  
Vol 87 ◽  
pp. 72-74
Author(s):  
David Freeman
Keyword(s):  
Risk Taking ◽  
Background Risk ◽  
Rank Dependent Utility

scholarly journals Changes in Background Risk and Risk Taking Behavior

Econometrica ◽  
1996 ◽  
Vol 64 (3) ◽  
pp. 683 ◽  
Author(s):  
Louis Eeckhoudt ◽  
Christian Gollier ◽  
Harris Schlesinger
Keyword(s):  
Risk Taking ◽  
Background Risk ◽  
Risk Taking Behavior

Rank-Dependent Utility and Risk Taking in Complete Markets

2017 ◽  
Vol 8 (1) ◽  
pp. 214-239 ◽  
Author(s):  
Xue Dong He ◽  
Roy Kouwenberg ◽  
Xun Yu Zhou
Keyword(s):  
Risk Taking ◽  
Complete Markets ◽  
Rank Dependent Utility

scholarly journals Risk-Taking-Neutral Background Risk

2013 ◽  
Author(s):  
Guenter Franke ◽  
Harris Schlesinger ◽  
Richard Stapleton
Keyword(s):  
Risk Taking ◽  
Background Risk
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