Intermediate Financial Theory

By J. Danthine, J. Donaldson. 2002

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Changes in Risk and the Demand for Saving (2008, background): “Since thirdorder stochastic dominance also allows for rst-order and second-order dominance, the strength of this precautionary can only be guaranteed to be strong enough if (1) relative risk aversion exceeds one, (2) relative prudence exceeds two, and (3) relative temperance exceeds four.”
Chapter 14 The equity premium in retrospect (2003, unknown): “Excellent textbook treatments can be found in Cochrane (2001), Danthine and Donaldson (2001), Duffie (2001) and LeRoy and Werner (2001).”