Jack Meyer : Citation Profile


Are you Jack Meyer?

Michigan State University

14

H index

18

i10 index

1024

Citations

RESEARCH PRODUCTION:

38

Articles

13

Papers

RESEARCH ACTIVITY:

   43 years (1975 - 2018). See details.
   Cites by year: 23
   Journals where Jack Meyer has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 17 (1.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme208
   Updated: 2024-01-16    RAS profile: 2021-01-22    
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Relations with other researchers


Works with:

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

Is cited by:

Wong, Wing-Keung (57)

Gollier, Christian (23)

Zeckhauser, Richard (13)

TREICH, Nicolas (13)

Robison, Lindon (12)

Chang, Chia-Lin (11)

Wagner, Alexander (11)

EECKHOUDT, LOUIS (11)

Eidman, Vernon (11)

Lean, Hooi Hooi (11)

Hennessy, David (10)

Cites to:

EECKHOUDT, LOUIS (59)

Stiglitz, Joseph (18)

Rothschild, Michael (11)

Kimball, Miles (11)

Gollier, Christian (11)

Dionne, Georges (10)

Scarsini, Marco (6)

Crainich, David (6)

Tressler, John (6)

Mankiw, N. Gregory (6)

Neilson, William (6)

Main data


Where Jack Meyer has published?


Journals with more than one article published# docs
Journal of Risk and Uncertainty9
The Geneva Risk and Insurance Review4
Journal of Economic Theory4
International Economic Review3
American Economic Review3
American Journal of Agricultural Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2
LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)2

Recent works citing Jack Meyer (2024 and 2023)


YearTitle of citing document
2023Cost-efficient Payoffs under Model Ambiguity. (2022). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Papers. RePEc:arx:papers:2207.02948.

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2023Multi-fractional Stochastic Dominance: Mathematical Foundations. (2023). Hur, Ozan ; Azmoodeh, Ehsan. In: Papers. RePEc:arx:papers:2307.08651.

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2023Optimal health insurance. (2023). Phelps, Charles E. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:90:y:2023:i:1:p:213-241.

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2023Scale dependence in weight and rate multicriteria decision methods. (2023). Hupman, Andrea C ; Abbas, Ali E. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:225-235.

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2023Playing politics or playing right: Impacts of reputation-seeking on short-term disruptions management. (2023). Narayan, Ramasubbu ; Shang, Jennifer ; Mirchandani, Prakash ; Bao, Xing. In: Omega. RePEc:eee:jomega:v:116:y:2023:i:c:s0305048322002031.

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2023Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?. (2023). Mateane, Lebogang. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:3:p:402-418.

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2023Probability weighting and insurance demand in a unified framework. (2023). Ragin, Marc A ; Peter, Richard ; Jaspersen, Johannes G. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:48:y:2023:i:1:d:10.1057_s10713-022-00074-x.

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2023Age diversity and aggregate productivity. (2023). Zelity, Balazs. In: Journal of Population Economics. RePEc:spr:jopoec:v:36:y:2023:i:3:d:10.1007_s00148-022-00911-3.

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2023Application of Nonparametric Stochastic Dominance Approach in the Performance Evaluation of Indian Mutual Funds. (2023). Beegam, Resia S ; Maheen, M. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00347-w.

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2023Stochastic dominance algorithms with application to mutual fund performance evaluation. (2023). S. V. D. Nageswara Rao, ; Venkataraman, Sree Vinutha. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:681-698.

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Works by Jack Meyer:


YearTitleTypeCited
1981Competitive Equilibria in Uniform Delivered Pricing Models. In: American Economic Review.
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article5
1987Two-moment Decision Models and Expected Utility Maximization. In: American Economic Review.
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article301
1989Two-Moment Decision Models and Expected Utility Maximization: Reply. In: American Economic Review.
[Citation analysis]
article1
1986A CONSISTENCY CONDITION FOR EXPECTED UTILITY AND MEAN VARIANCE ANALYSIS In: 1986 Annual Meeting, July 27-30, Reno, Nevada.
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paper2
1986A Consistency Condition For Expected Utilty And Mean Variance Analysis.(1986) In: Staff Paper Series.
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This paper has nother version. Agregated cites: 2
paper
2009Stochastic efficiency analysis with risk aversion bounds: a correction In: Australian Journal of Agricultural and Resource Economics.
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article8
2009Stochastic efficiency analysis with risk aversion bounds: a correction.(2009) In: Australian Journal of Agricultural and Resource Economics.
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This paper has nother version. Agregated cites: 8
article
1984THE TRANSFORMATION APPROACH TO STOCHASTIC DOMINANCE: PRELIMINARY RESULTS In: Regional Research Projects >1984: S-180 Annual Meeting, March 25-28, 1984, New Orleans, Louisiana.
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paper2
1988TWO MOMENT DECISION MODELS AND EXPECTED UTILITY MAXIMIZATION: SOME IMPLICATIONS FOR APPLIED RESEARCH In: Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia.
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paper2
1989EQUILIBRIUM LAND PRICES UNDER RISK In: 1989 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, April 9-12, 1989, Sanibel Island, Florida.
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paper0
2009Excluded Losses and the Demand for Insurance (PowerPoint) In: SCC-76 Meeting, 2009, March 19-21, Galveston, Texas.
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paper0
2007Representing Risk Preferences in Expected Utility Based Decision Models In: SCC-76 Meeting, 2007, March 15-17, Gulf Shores, Alabama.
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paper18
2010Representing risk preferences in expected utility based decision models.(2010) In: Annals of Operations Research.
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This paper has nother version. Agregated cites: 18
article
2014A separation theorem for the weak S-Convex Orders In: LIDAM Discussion Papers ISBA.
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paper0
2014A separation theorem for the weak s-convex orders.(2014) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2014A separation theorem for the weak s-convex orders.(2014) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 0
article
2016Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision In: LIDAM Reprints ISBA.
[Citation analysis]
paper11
2016Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2016Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision.(2016) In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
article
1979Mean-Variance Efficient Sets and Expected Utility. In: Journal of Finance.
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article3
2017The Increasing Convex Order and the Trade–off of Size for Risk In: Journal of Risk & Insurance.
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article2
1977Further Applications of Stochastic Dominance to Mutual Fund Performance In: Journal of Financial and Quantitative Analysis.
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article15
1992Sufficient Conditions for Expected Utility to Imply Mean-Standard Deviation Rankings: Empirical Evidence Concerning the Location and Scale Condition. In: Economic Journal.
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article37
1975Increasing risk In: Journal of Economic Theory.
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article7
2013Substituting one risk increase for another: A method for measuring risk aversion In: Journal of Economic Theory.
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article32
1977Choice among distributions In: Journal of Economic Theory.
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article129
1983The comparative statics of cumulative distribution function changes for the class of risk averse agents In: Journal of Economic Theory.
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article25
2005Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility In: Journal of Monetary Economics.
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article27
2016Restricted increases in risk aversion and their application In: Post-Print.
[Citation analysis]
paper7
2017Restricted increases in risk aversion and their application.(2017) In: Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
1977Second Degree Stochastic Dominance with Respect to a Function. In: International Economic Review.
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article84
1985Strong Increases in Risk and Their Comparative Statics. In: International Economic Review.
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article42
1994The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns. In: International Economic Review.
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article11
1997The Interaction between the Demands for Insurance and Insurable Assets. In: Journal of Risk and Uncertainty.
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article14
1999Analyzing the Demand for Deductible Insurance. In: Journal of Risk and Uncertainty.
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article9
1989Deterministic Transformations of Random Variables and the Comparative Statics of Risk. In: Journal of Risk and Uncertainty.
[Citation analysis]
article16
2005Relative Risk Aversion: What Do We Know? In: Journal of Risk and Uncertainty.
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article112
2010Excluded losses and the demand for insurance In: Journal of Risk and Uncertainty.
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article2
2011A Diamond-Stiglitz approach to the demand for self-protection In: Journal of Risk and Uncertainty.
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article13
2012Decreasing absolute risk aversion, prudence and increased downside risk aversion In: Journal of Risk and Uncertainty.
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article18
2013Normalized measures of concavity and Ross’s strongly more risk averse order In: Journal of Risk and Uncertainty.
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article6
2018Risk and risk aversion effects in contests with contingent payments In: Journal of Risk and Uncertainty.
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article9
1989Kolmogorov-Smirnov Tests For Distribution Function Similarity With Applications To Portfolios of Common Stock In: NBER Technical Working Papers.
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paper0
2006Measuring Risk Aversion In: Foundations and Trends(R) in Microeconomics.
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article24
1988Hedging Under Output Price Randomness In: American Journal of Agricultural Economics.
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article7
1991The Aggregate Effects of Risk in Agricultural Sector In: American Journal of Agricultural Economics.
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article0
1982Spatial Pricing, Spatial Rents, and Spatial Welfare In: The Quarterly Journal of Economics.
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article4
1992Beneficial Changes in Random Variables Under Multiple Sources of Risk and Their Comparative Statics* In: The Geneva Risk and Insurance Review.
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article8
1995Demand for insurance in a portfolio setting In: The Geneva Risk and Insurance Review.
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article5
1998Changes in Background Risk and the Demand for Insurance In: The Geneva Risk and Insurance Review.
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article6
1982Spatial Pricing and Its Effect on Product Transportability. In: The Journal of Business.
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article0

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