First-order (conditional) risk aversion, background risk and risk diversification

Original language	English
Publication status	Published - 2012
Event	Risk and choice: A conference in honor of Louis Eeckhoudt - , France Duration: 12 Jul 2012 → 13 Jul 2012 https://www.tse-fr.eu/sites/default/files/medias/doc/conf/eeckh/scientific_program.pdf (Conference Programme)

Conference

Conference	Risk and choice: A conference in honor of Louis Eeckhoudt
Country/Territory	France
Period	12/07/12 → 13/07/12
Internet address	https://www.tse-fr.eu/sites/default/files/medias/doc/conf/eeckh/scientific_program.pdf (Conference Programme)

Access to Document

• http://idei.fr/sites/default/files/medias/doc/conf/eeck2012/slides_handle.pdf

Other files and links

• DC@Lingnan
• https://www.tse-fr.eu/conferences/2012-risk-and-choice-conference-honor-louis-eeckhoudt

Research output

Research output per year 2014 2014 2014

• 1 Journal Article (refereed)

Research output per year

Research output per year

• When can expected utility handle first-order risk aversion?

  DIONNE, G. & LI, J., Nov 2014, In: Journal of Economic Theory. 154, p. 403-422 20 p.

  Research output: Journal Publications › Journal Article (refereed) › peer-review

  • Utility Function 100%
  • Expected Utility Hypothesis 50%
  9 Citations (Scopus)

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DIONNE, G., & LI, J. (2012). First-order (conditional) risk aversion, background risk and risk diversification. Paper presented at Risk and choice: A conference in honor of Louis Eeckhoudt, France. http://idei.fr/sites/default/files/medias/doc/conf/eeck2012/slides_handle.pdf

DIONNE, Georges ; LI, Jingyuan. / First-order (conditional) risk aversion, background risk and risk diversification. Paper presented at Risk and choice: A conference in honor of Louis Eeckhoudt, France.

@conference{01ffbad10da84426807a94a0beb6debc,

title = "First-order (conditional) risk aversion, background risk and risk diversification",

author = "Georges DIONNE and Jingyuan LI",

year = "2012",

language = "English",

note = "Risk and choice: A conference in honor of Louis Eeckhoudt ; Conference date: 12-07-2012 Through 13-07-2012",

url = "https://www.tse-fr.eu/sites/default/files/medias/doc/conf/eeckh/scientific_program.pdf",

}

DIONNE, G & LI, J 2012, 'First-order (conditional) risk aversion, background risk and risk diversification', Paper presented at Risk and choice: A conference in honor of Louis Eeckhoudt, France, 12/07/12 - 13/07/12. <http://idei.fr/sites/default/files/medias/doc/conf/eeck2012/slides_handle.pdf>

First-order (conditional) risk aversion, background risk and risk diversification. / DIONNE, Georges; LI, Jingyuan.
2012. Paper presented at Risk and choice: A conference in honor of Louis Eeckhoudt, France.

Research output: Other Conference Contributions › Conference Paper (other) › Research › peer-review

TY - CONF

T1 - First-order (conditional) risk aversion, background risk and risk diversification

AU - DIONNE, Georges

AU - LI, Jingyuan

PY - 2012

Y1 - 2012

UR - http://commons.ln.edu.hk/sw_master/2836

UR - https://www.tse-fr.eu/conferences/2012-risk-and-choice-conference-honor-louis-eeckhoudt

M3 - Conference Paper (other)

T2 - Risk and choice: A conference in honor of Louis Eeckhoudt

Y2 - 12 July 2012 through 13 July 2012

ER -

DIONNE G, LI J. First-order (conditional) risk aversion, background risk and risk diversification. 2012. Paper presented at Risk and choice: A conference in honor of Louis Eeckhoudt, France.