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Horizon Length and Portfolio Risk. (1997). Zeckhauser, Richard ; Gollier, Christian.
In: NBER Technical Working Papers.
RePEc:nbr:nberte:0216.

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  1. Non gaussian returns: which impact on default options retirement plans?. (2016). Legros, Florence ; Hamayon, Stephane ; Yannick, Pradat.
    In: Working Papers.
    RePEc:hal:wpaper:hal-03003588.

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  2. Lifecycle Asset Allocation Strategies and the Distribution of 401(k) Retirement Wealth. (2006). Wise, David ; Venti, Steven ; Poterba, James ; Rauh, Joshua .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11974.

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  3. Gouvernance et investissement des fonds de pension privés aux Etats-Unis. (2006). Lavigne, Anne.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:690.

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  4. Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2006). Kuzmics, Christoph ; Hara, Chiaki ; Huang, James .
    In: KIER Working Papers.
    RePEc:kyo:wpaper:620.

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  5. Gouvernance et investissement des fonds de pension privés aux Etats-Unis. (2006). Lavigne, Anne.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00081401.

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  6. Effects of Risk and Time Preference and Expected Longevity on Demand for Medical Tests. (2004). Sloan, Frank ; Picone, Gabriel ; Taylor, Donald.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:28:y:2004:i:1:p:39-53.

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  7. Do Privatizations Boost Household Shareholding? Evidence from Italy. (2004). Di Carluccio, Adolfo ; Ricchi, Ottavio ; Frale, Cecilia .
    In: Working Papers.
    RePEc:fem:femwpa:2004.3.

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  8. Risk Aversion, Wealth and Background Risk. (2003). Paiella, Monica ; Guiso, Luigi.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_483_03.

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  9. Portfolio Allocation over the Life Cycle: Evidence from Swedish Household Data. (2001). Andersson, Bjorn .
    In: Working Paper Series.
    RePEc:hhs:uunewp:2001_004.

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  10. Household Portfolios in Italy. (2000). Jappelli, Tullio ; Guiso, Luigi.
    In: CSEF Working Papers.
    RePEc:sef:csefwp:43.

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  11. Vieillissement et composition du patrimoine des ménages. (2000). Lavigne, Anne ; Mahieu, Ronan ; El Mekkaoui de Freitas, Najat, .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/3511.

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  12. Household Portfolios in Italy. (2000). Jappelli, Tullio ; Guiso, Luigi.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2549.

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References

References cited by this document

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Cocites

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  2. CAPM with various utility functions: Theoretical developments and application to international data. (2017). ben mabrouk, houda ; McMillan, David ; Benmabrouk, Houda ; Bedoui, Rihab.
    In: Cogent Economics & Finance.
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  3. One-Switch Discount Functions. (2017). Anchugina, Nina .
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  4. Monotonicity of the Selling Price of Information with Risk Aversion in Two Action Decision Problems. (2015). Bakir, Niyazi Onur .
    In: Central European Journal of Economic Modelling and Econometrics.
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  5. Portfolio choice and investor preferences : A semi-parametric approach based on risk horizon. (2015). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges .
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  6. Ordinal One-Switch Utility Functions. (2015). Abbas, Ali E ; Bell, David E.
    In: Operations Research.
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  7. Stability of probability effects in utility elicitation. (2014). Vetschera, Rudolf ; Sachs, Anna-Lena ; Lohndorf, Birgit .
    In: Central European Journal of Operations Research.
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  8. Decreasing Ross risk aversion: Higher-order generalizations and implications. (2014). Li, Jingyuan ; Wang, Jianli.
    In: Journal of Mathematical Economics.
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  9. Comparative Ross risk aversion in the presence of mean dependent risks. (2014). Li, Jingyuan ; Dionne, Georges.
    In: Journal of Mathematical Economics.
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  10. When Ross meets Bell: The linex utility function. (2013). Schlesinger, Harris ; EECKHOUDT, LOUIS ; Denuit, Michel M..
    In: Journal of Mathematical Economics.
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  11. Substituting one risk increase for another: A method for measuring risk aversion. (2013). Meyer, Jack ; Liu, Liqun.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:148:y:2013:i:6:p:2706-2718.

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  12. The Cake-eating problem: Non-linear sharing rules. (2012). Trannoy, Alain ; Peluso, Eugenio.
    In: Working Papers.
    RePEc:ver:wpaper:26/2012.

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  13. Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks. (2012). Li, Jingyuan ; Dionne, Georges.
    In: Cahiers de recherche.
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  14. Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks. (2012). Li, Jingyuan ; Dionne, Georges.
    In: Cahiers de recherche.
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  15. METHODS---One-Switch Conditions for Multiattribute Utility Functions. (2012). Abbas, Ali E ; Bell, David E.
    In: Operations Research.
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  16. Multiattribute One-Switch Utility. (2012). Tsetlin, Ilia ; Winkler, Robert L..
    In: Management Science.
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  17. One-Switch Independence for Multiattribute Utility Functions. (2011). Bell, David E ; Abbas, Ali E.
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  18. Information and preference reversals in lotteries. (2011). Klutke, Georgia-Ann ; Bakir, Niyazi Onur .
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  19. When Ross meets Bell: the linex utility function. (2011). Eeckhoudt, L ; Denuit, M ; Schlesinger, H.
    In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences).
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  20. Sensitivity Analysis of Risk Tolerance. (2010). Thorlund-Petersen, Lars ; Sandvik, Bjorn.
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  21. The Role of Some Functional Equations in Decision Analysis. (2010). Abbas, Ali E ; Aczel, Janos.
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  22. Effective utility functions induced by organizational target-based incentives. (2009). Abbas, Ali E. ; Bordley, Robert F. ; Matheson, James E..
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  23. Multiattribute Utility Satisfying a Preference for Combining Good with Bad. (2009). Tsetlin, Ilia ; Winkler, Robert L..
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  24. Mean Variance Vulnerability. (2008). Eichner, Thomas.
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  25. Generalised Means of Simple Utility Functions with Risk Aversion. (2008). Conniffe, Denis.
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  26. Robust Mean-Covariance Solutions for Stochastic Optimization. (2007). Popescu, Ioana .
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  49. Relative risk--value models. (1997). Dyer, James S. ; Jia, Jianmin.
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  50. Sumex utility functions. (1996). Nakamura, Yutaka.
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