1. A risk–return trade‐off or co‐movement? Are food processing firms risk‐averse?. (2024). Parhi, Mamata ; Mukherjee, Soumyatanu ; Duan, Kun ; Usman, Ahmed.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2176-2192.

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2. Optimal investment decision for industry 4.0 under uncertainties of capability and competence building for managing supply chain risks. (2024). Mukherjee, Soumyatanu ; Edwin, T C ; Padhi, Sidhartha S.
   In: International Journal of Production Economics.
   RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323002992.

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3. To Acquire or to Ally? Managing Partners’ Environmental Risk in International Expansion. (2023). Mukherjee, Soumyatanu ; Mishra, Tapas ; Luo, DI ; Huang, Chenchen.
   In: MPRA Paper.
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4. To Acquire or to Ally? Managing Partners’ Environmental Risk in International Expansion. (2023). Mukherjee, Soumyatanu ; Mishra, Tapas ; Luo, DI ; Huang, Chenchen.
   In: MPRA Paper.
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5. Sourcing decision under interconnected risks: an application of mean–variance preferences approach. (2022). Mukherjee, Soumyatanu ; Padhi, Sidhartha S.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04485-3.

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6. Precautionary saving in mean-variance models and different sources of risk. (2021). Bonilla, Claudio ; Vergara, Marcos.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:98:y:2021:i:c:p:280-289.

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7. Adoption of Environment-Friendly Agricultural Practices with Background Risk: Experimental Evidence. (2020). Bontems, Philippe ; Lefebvre, Marianne ; Midler, Estelle.
   In: Environmental & Resource Economics.
   RePEc:kap:enreec:v:76:y:2020:i:2:d:10.1007_s10640-020-00431-2.

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8. Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk. (2019). Wong, Wing-Keung ; Guo, XU ; Chan, Raymond H ; Zhu, Lixing.
   In: Risk Management.
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9. Does country background risk matter to the strategic asset allocation of sovereign wealth funds?. (2019). Chen, Zhihong ; Cai, Mingchao.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18300489.

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10. Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions. (2018). Kimball, Miles ; Gollier, Christian.
    In: TSE Working Papers.
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11. The two-moment decision model with additive risks. (2018). Wong, Wing-Keung ; Guo, XU ; Zhu, Lixing ; Wagener, Andreas.
    In: Risk Management.
    RePEc:pal:risman:v:20:y:2018:i:1:d:10.1057_s41283-017-0028-6.

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12. Toward a Systematic Approach to the Economic Effects of Risk: Characterizing Utility Functions. (2018). Kimball, Miles ; Gollier, Christian.
    In: IDEI Working Papers.
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13. Production choices with water markets and risk aversion: the role of initial allocations and forward trading. (2018). Nauges, Celine ; Bontems, Philippe.
    In: Post-Print.
    RePEc:hal:journl:hal-02349932.

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14. Production choices with water markets: The role of initial allocations and forward trading. (2017). Nauges, Celine ; Bontems, Philippe.
    In: TSE Working Papers.
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15. The Two-Moment Decision Model with Additive Risks. (2017). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Wagener, Andreas.
    In: MPRA Paper.
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16. ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF ( σ , μ ) UTILITY FUNCTIONS. (2016). Lajeri-Chaherli, Fatma .
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:68:y:2016:i:3:p:287-296.

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17. Welfare stigma and risk taking in the welfare state. (2015). Eichner, Thomas ; Weinreich, Daniel .
    In: Social Choice and Welfare.
    RePEc:spr:sochwe:v:44:y:2015:i:2:p:319-348.

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18. Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu ; Lixing, Zhu ; Wing-Keung, Wong ; Xu, Guo.
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19. An analysis of portfolio selection with multiplicative background risk. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, Xu.
    In: MPRA Paper.
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20. The perception of distributive fairness and optimal taxation under uncertainty. (2013). Weinreich, Daniel .
    In: MPRA Paper.
    RePEc:pra:mprapa:48912.

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21. Adoption of climate change mitigation practices by risk-averse farmers in the Ashanti Region, Ghana. (2013). Robertson, Richard ; De Pinto, Alessandro (Alex) ; Obiri, Beatrice Darko.
    In: Ecological Economics.
    RePEc:eee:ecolec:v:86:y:2013:i:c:p:47-54.

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22. Tempering effects of (dependent) background risks: A mean-variance analysis of portfolio selection. (2012). Eichner, Thomas.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:48:y:2012:i:6:p:422-430.

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23. Portfolio allocation and asset demand with mean-variance preferences. (2011). Eichner, Thomas ; Wagener, Andreas.
    In: Theory and Decision.
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24. Portfolio selection and duality under mean variance preferences. (2011). Eichner, Thomas.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:48:y:2011:i:1:p:146-152.

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25. Slutzky equations and substitution effects of risks in terms of mean-variance preferences. (2010). Eichner, Thomas.
    In: Theory and Decision.
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26. An analysis of portfolio selection with background risk. (2010). An, Yunbi ; Ma, Yongkai ; Jiang, Chong Hui.
    In: Journal of Banking & Finance.
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27. An experimental methodology testing for prudence and third-order preferences. (2009). Ebert, Sebastian ; Wiesen, Daniel.
    In: Bonn Econ Discussion Papers.
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28. Multiple Risks and Mean-Variance Preferences. (2009). Eichner, Thomas ; Wagener, Andreas.
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29. Apportioning of risks via stochastic dominance. (2009). EECKHOUDT, LOUIS ; Tsetlin, Ilia ; Schlesinger, Harris.
    In: Journal of Economic Theory.
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30. On cross-risk vulnerability. (2009). REY, Beatrice ; Malevergne, Yannick.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:45:y:2009:i:2:p:224-229.

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31. Apportioning of Risks via Stochastic Dominance. (2008). EECKHOUDT, LOUIS ; Tsetlin, Ilia ; Schlesinger, Harris.
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1. Alternatives to classical option pricing. (2025). Lindquist, Brent W ; Rachev, Svetlozar T.
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2. Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J.
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3. Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets. (2024). Herdegen, Martin ; Martins, David ; Czichowsky, Christoph.
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4. FINANCIAL MARKETS WITH NO RISKLESS (SAFE) ASSET. (2017). Fabozzi, Frank ; Rachev, Svetlozar T ; Stoyanov, Stoyan V.
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5. A Computational Algorithm for Equilibrium Asset Pricing Under Heterogeneous Information and Short-Sale Constraints. (2017). Tong, Jun ; Hu, Jiaqiao.
   In: Asia-Pacific Journal of Operational Research (APJOR).
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6. ON THE CONCAVITY AND QUASICONCAVITY PROPERTIES OF ( σ , μ ) UTILITY FUNCTIONS. (2016). Lajeri-Chaherli, Fatma .
   In: Bulletin of Economic Research.
   RePEc:bla:buecrs:v:68:y:2016:i:3:p:287-296.

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7. Financial market with no riskless (safe) asset. (2016). Fabozzi, Frank ; Rachev, Svetlozar.
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8. A note on the existence of CAPM equilibria with homogeneous cumulative prospect theory preferences. (2014). Del Vigna, Matteo .
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9. Financial market equilibria with heterogeneous agents: CAPM and market segmentation.. (2011). Del Vigna, Matteo .
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10. Equilibrium theory with satiable and non-ordered preferences. (2011). Won, Dong Chul ; Yannelis, Nicholas C..
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11. Existence of Competitive Equilibrium in Unbounded Exchange Economies with Satiation: A Note. (2010). Sato, Norihisa.
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12. Satiation and Equilibrium in Unbounded Exchange Economies. (2009). Won, Dong Chul ; Hahn, Guangsug.
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13. Unbounded exchange economies with satiation: How far can we go?. (2009). Monteiro, Paulo ; Martins-da-Rocha, V. Filipe ; Martins-da-Rocha, V. Filipe, .
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14. Capital market equilibrium without riskless assets: heterogeneous expectations. (2008). Won, Dong Chul.
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15. Mean Variance Vulnerability. (2008). Eichner, Thomas.
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16. Some sufficient conditions for the existence of a competitive equilibrium in economies with satiated consumers. (2008). Sato, Norihisa.
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17. Some sufficient conditions for the existence of a competitive equilibrium in economies with satiated consumers. (2008). Sato, Norihisa.
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18. Conditions for a CAPM equilibrium with positive prices. (2007). Levy, Moshe.
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19. Equilibrium with investors using a diversity of deviation measures. (2007). Rockafellar, Tyrrell R. ; Uryasev, Stan ; Zabarankin, M..
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20. Financial markets in continuous time. (2007). Dana, Rose-Anne ; Jeanblanc, Monique.
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21. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions. (2005). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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22. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions. (2005). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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23. Testing mean-variance efficiency in CAPM with possibly non-gaussian errors: an exact simulation-based approach. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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24. Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-Fit in Multivariate Regressions with Application to Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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25. Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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26. Partial derivatives, comparative risk behavior and concavity of utility functions. (2003). Lajeri, Fatma.
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27. Comparative statics under uncertainty: The case of mean-variance preferences. (2003). .
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28. Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs. (2003). yang, zaifu ; Sun, Ning.
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29. Exact skewness-kurtosis tests for multivariate normality and goodness-of-fit in multivariate regressions with application to asset pricing models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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30. TESTING MEAN-VARIANCE EFFICIENCY IN CAPM WITH POSSIBLY NON-GAUSSIAN ERRORS : AN EXACT SIMULATION-BASED APPROACH. (2002). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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31. Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach. (2002). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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32. Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors: an Exact Simulation-Based Approach. (2002). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude.
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33. Existence, uniqueness and determinacy of equilibrium in C.A.P.M. with a riskless asset. (1999). Dana, Rose-Anne.
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34. Market Demand Functions in the Capital Asset Pricing Model. (1998). bottazzi, jean-marc ; Hens, Thorsten ; Loffler, Andreas.
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35. Necessary Conditions for the CAPM. (1997). Berk, Jonathan B..
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