Mario Ghossoub : Citation Profile


Are you Mario Ghossoub?

Imperial College

3

H index

1

i10 index

59

Citations

RESEARCH PRODUCTION:

4

Articles

11

Papers

RESEARCH ACTIVITY:

   7 years (2009 - 2016). See details.
   Cites by year: 8
   Journals where Mario Ghossoub has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 11 (15.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgh69
   Updated: 2019-11-10    RAS profile: 2016-10-08    
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Relations with other researchers


Works with:

amarante, massimiliano (5)

Phelps, Edmund (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mario Ghossoub.

Is cited by:

Hlouskova, Jaroslava (7)

Tsigaris, Panagiotis (5)

Wakker, Peter (2)

Targino, Rodrigo (2)

Maillet, Bertrand (1)

Costola, Michele (1)

Bhattacharjee, Swagata (1)

De Giorgi, Enrico (1)

Filko, Martin (1)

Caporin, Massimiliano (1)

Charles-Cadogan, G. (1)

Cites to:

Schmeidler, David (22)

Dana, Rose-Anne (19)

Tallon, Jean-Marc (14)

Marinacci, Massimo (14)

Chateauneuf, Alain (13)

amarante, massimiliano (12)

Gollier, Christian (11)

Phelps, Edmund (10)

Gilboa, Itzhak (9)

Maccheroni, Fabio (8)

Morris, Stephen (8)

Main data


Where Mario Ghossoub has published?


Journals with more than one article published# docs
Risks2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5

Recent works citing Mario Ghossoub (2018 and 2017)


YearTitle of citing document
2017Making Case-Based Decision Theory Directly Observable. (2017). Wakker, Peter ; Filko, Martin ; Kothiyal, Amit ; Bleichrodt, Han. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:9:y:2017:i:1:p:123-51.

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2017Skorohods representation theorem and optimal strategies for markets with frictions. (2017). Chau, Huy N. In: Papers. RePEc:arx:papers:1606.07311.

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2019Multi-period investment strategies under Cumulative Prospect Theory. (2017). Pirvu, Traian A ; Deng, Liurui. In: Papers. RePEc:arx:papers:1608.08490.

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2019Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:1022.

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2017Risk aversion vs. the Omega ratio: Consistency results. (2017). Balder, Sven ; Schweizer, Nikolaus. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:78-84.

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2019Budget-constrained optimal insurance without the nonnegativity constraint on indemnities. (2019). Ghossoub, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:84:y:2019:i:c:p:22-39.

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2019Risk managing tail-risk seekers: VaR and expected shortfall vs S-shaped utility. (2019). Brigo, Damiano ; Armstrong, John. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:122-135.

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2017The consumption–investment decision of a prospect theory household: A two-period model. (2017). Tsigaris, Panagiotis ; Hlouskova, Jaroslava ; Fortin, Ines. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:70:y:2017:i:c:p:74-89.

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2017Ambiguity and insurance: capital requirements andpremiums. (2017). Walker, Oliver ; Dietz, Simon. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68469.

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2019Multi-Period Investment Strategies under Cumulative Prospect Theory. (2019). Pirvu, Traian A ; Deng, Liurui. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:83-:d:230229.

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2018Risk Aversion, Loss Aversion, and the Demand for Insurance. (2018). Eeckhoudt, Louis ; Gianin, Emanuela Rosazza ; RosazzaGianin, Emanuela ; Fiori, Anna Maria. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:60-:d:149051.

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2018An Efficient Adaptive Real Coded Genetic Algorithm to Solve the Portfolio Choice Problem Under Cumulative Prospect Theory. (2018). Gong, Chao ; Wang, JI ; Xu, Chunhui. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9669-5.

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2018Behavioral portfolio selection and optimization: an application to international stocks. (2018). simo -Kengne, Beatrice D ; Koumba, UR ; Ababio, Kofi A ; Simo-Kengne, Beatrice D. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:3:d:10.1007_s11408-018-0313-8.

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2017One-period pricing strategy of ‘money doctors’ under cumulative prospect theory. (2017). Deng, Liurui ; Liu, Zilan. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:2:d:10.1007_s10258-017-0133-1.

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2017OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION. (2017). Zou, Bin. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:03:n:s0219024917500145.

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2019Taming models of prospect theory in the Wild? Estimation of Vlcek and Hens (2011). (2016). Jakusch, Sven Thorsten ; Hackethal, Andreas ; Meyer, Steffen. In: SAFE Working Paper Series. RePEc:zbw:safewp:146.

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Works by Mario Ghossoub:


YearTitleTypeCited
2015Vigilant measures of risk and the demand for contingent claims In: Insurance: Mathematics and Economics.
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article3
2012Vigilant Measures of Risk and the Demand for Contingent Claims.(2012) In: Discussion Papers.
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This paper has another version. Agregated cites: 3
paper
2015Ambiguity on the insurer’s side: The demand for insurance In: Journal of Mathematical Economics.
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article6
2015Ambiguity on the insurers side: the demand for insurance.(2015) In: Cahiers de recherche.
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This paper has another version. Agregated cites: 6
paper
2015Ambiguity on the Insurer’s Side : The Demand for Insurance.(2015) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2016Optimal Insurance for a Minimal Expected Retention: The Case of an Ambiguity-Seeking Insurer In: Risks.
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article1
2016Optimal Insurance with Heterogeneous Beliefs and Disagreement about Zero-Probability Events In: Risks.
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article1
2013Innovation, Entrepreneurship and Knightian Uncertainty In: Working Papers.
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paper0
2012Contracting for innovation under knightian uncertainty In: Cahiers de recherche.
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paper1
2012Contracting for Innovation under Knightian Uncertainty.(2012) In: Cahiers de recherche.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Static Portfolio Choice under Cumulative Prospect Theory In: MPRA Paper.
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paper45
2012Towards a Purely Behavioral Definition of Loss Aversion In: MPRA Paper.
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paper0
2012Monotone equimeasurable rearrangements with non-additive probabilities In: MPRA Paper.
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paper0
2012Belief heterogeneity in the Arrow-Borch-Raviv insurance model In: MPRA Paper.
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paper1
2012Supplement to Belief heterogeneity in the Arrow-Borch-Raviv insurance model In: MPRA Paper.
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paper1

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