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Standard Risk Aversion. (1991). Kimball, Miles.
In: NBER Technical Working Papers.
RePEc:nbr:nberte:0099.

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Cited: 13

Citations received by this document

Cites: 24

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Cocites: 50

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Citations received by this document

  1. Matching Firms, Managers and Incentives. (2011). Sadun, Raffaella ; Prat, Andrea ; Guiso, Luigi ; bandiera, oriana.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16691.

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  2. Medical Expenditure Risk and Household Portfolio Choice. (2007). Goldman, Dana P. ; Maestas, Nicole.
    In: Working Papers.
    RePEc:ran:wpaper:325-1.

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  3. Decreasing Relative Risk Premium. (2006). Hansen, Frank.
    In: Discussion Papers.
    RePEc:kud:kuiedp:0621.

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  4. Basic risk aversion. (2001). Freeman, Mark.
    In: Economics Letters.
    RePEc:eee:ecolet:v:72:y:2001:i:2:p:201-207.

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  5. Dynamic Risk Taking With Indivisible Risks. (1994). Gollier, Christian.
    In: Working Papers.
    RePEc:wop:riskar:013.

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  6. Risk Aversion, Prudence and Temperance : A Unified Approach. (1994). Gollier, Christian ; EECKHOUDT, LOUIS ; Schneider, Thierry .
    In: Working Papers.
    RePEc:wop:riskar:006.

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  7. Changes in Background Risk and Risk Taking Behavior. (1994). Schlesinger, Harris ; Gollier, Christian ; EECKHOUDT, LOUIS.
    In: Working Papers.
    RePEc:wop:riskar:005.

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  8. Bank diversification: laws and fallacies of large numbers. (1994). Haubrich, Joseph.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9417.

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  9. Portfolio Dominance, Lower Conditional Expectation And The Monotone Likelihood Ratio Order. (1993). Gollier, Christian.
    In: Working Papers.
    RePEc:wop:riskar:014.

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  10. Épargne de précaution et revenu de travail incertain : un survol de la littérature. (1993). Normandin, Michel.
    In: L'Actualité Economique.
    RePEc:ris:actuec:v:69:y:1993:i:4:p:347-364.

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  11. Progressivity of Capital Gains Taxation with Optimal Portfolio Selection. (1993). Lyon, Andrew ; Haliassos, Michael.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4253.

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  12. Equilibrium Asset Prices With Undiversifiable Labor Income Risk. (1992). Weil, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3975.

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  13. Taxation of Labor Income and the Demand For Risky Assets. (1991). Kimball, Miles ; Elmendorf, Douglas.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3904.

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References

References cited by this document

  1. Arrow, Kenneth J. (1965): Aspects ofa Theory of Risk Bearing, Yrjo Jahnsson Lectures, Helsinki.
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  2. Bagnoli, Mark, and Ted Bergstrom (1991): Log-Concave Probability and Its Applications, mimeo, University of Michigan.

  3. Diamond, Peter A. and Joseph E. Stighitz (1974): Increases in Risk and Risk Aversion, Journal of Economic Theory, 8, 337-360.

  4. Drèze, Jacques H., and Franco Modigliani (1972): Consumption Decisions under Uncertainty, Journal of Economic Theory, 5, 308-335.

  5. Eeckhoudt, Louis. and Miles S. Kimball (forthcoming): Background Risk, Prudence, and the Demand for Insurance, G. Dianne (ed) Con Lributions to Insurance Economics. Kluwer Aca- demic Press. Elmendorf, Douglas W., and Miles S. Kimball (1991): Taxation of Labor Income and the Demand for Risky Assets, mimeo, University of Michigan.

  6. Ingersoll, Jonathan E. (1987): Theory of Financial Decision Making, U.S.A.: Rowman & Littlefield.
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  7. Kihistrom, Ridiard E., David Romer, and Steve Williams (1981): Risk Aversion with Random Initial Wealth, Econornetrica, 49, 911-920.

  8. Kimball, Miles S. (1987): Essays on Intertemporal Household Choice, unpublished Ph. D. disser- tation (Harvard University, Cambridge, MA), 100.195.
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  9. Kimball, Miles S. (1990a): Precautionary Saving in the Small and in the Large, Economctrica (January), 53-73.

  10. Kimball, Miles S. (1990b): Precautionary Saving and the Marginal Propensity to Consume, NBER Working Paper 3403.

  11. Kimball, Miles S. (1990c): Why Labor-Supply Flexibility Can Reduce the Demand for a Risky Asset, handwritten mimeo.
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  12. Kimball, Miles S. (forthcoming): Precautionary Motives for Holding Assets, The Ncw Palgraue Dictionary of .~foney and Finance (NBER Working Paper 3586). Leland, Hayne E. (1968): Saving and Uncertainty: The Precautionary Demand for Saving, Quarterly Journal of Economics, 82, 465-473.

  13. Machina, Mark (1982): `Expected Utility Analysis without the Independence Axiom. Ecorio- met rica, 50, 277-323.

  14. Mankiw, N. Gregory (1986): The Equity Premium and the Concentration of Aggregate Shocks, 37 Journal of Financial Economics, 17, 211-2 19.

  15. Nachman, D. C. (1982): Preservation of `More Risk Averse Under Expectations, Journal of Economic Theory 28, 361-368.

  16. Pratt, John `N. (1988): Aversion to One Risk in the Presence of Others, Journal of Risk and Uncertainty, 1, 395-413.

  17. Pratt, John V. (1990): The Logic of Partial-Risk Aversion: Paradox Lost, Journal of Risk and Uncertainty, 3, 105-113.

  18. Pratt, John V. and Richard J. Zeckhauser (1987): Proper Risk Aversion, Econometrica, 55, 143-154.

  19. Pratt, John W. (1964): Risk Aversion in the Small and in the Large, Econoinetrica, 32, 122-136.
    Paper not yet in RePEc: Add citation now
  20. Reprinted in Essays in the Theory of Risk Bearing(1971), Chicago: Markham Publishing Co.
    Paper not yet in RePEc: Add citation now
  21. Ross, Stephen A. (1981): Some Stronger Measures of Risk Aversion in the Small and the Large with Applications, Econornetrica, 49, 621-638.

  22. Rothschild, Michael and Joseph E. Stiglitz (1970): Increasing Risk I: A Definition, Journal of Economic Theory, 2, 225-243.

  23. Rothschild, Michael and Joseph E. Stiglitz (1971): Increasing Risk II: Its Economic Consequences, Journal of Economic Theory, 3, 66-84.

  24. Sandmo, Agnar (1970): The Effect of Uncertainty on Saving Decisions, Review of Economic Studies, 37, 353-360.

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