12 citations · 32 across the 31 of their papers we have counts for
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q-fin.RM2016
Dual Moments and Risk Attitudes
Louis R. Eeckhoudt, Roger J. A. Laeven
In decision under risk, the primal moments of mean and variance play a central role to define the local index of absolute risk aversion. In this paper, we show that in canonical no…
q-fin.RM2016★ 11 cited
Robust Optimal Risk Sharing and Risk Premia in Expanding Pools
Thomas Knispel, Roger J. A. Laeven, Gregor Svindland
We consider the problem of optimal risk sharing in a pool of cooperative agents. We analyze the asymptotic behavior of the certainty equivalents and risk premia associated with the…