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Hyperbolic absolute risk aversion
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21	JOURNAL OF INTERDISCIPLINARY RESEARCH AD ALTA PASSIVE PORTFOLIO MANAGEMENT BASED ON QUADRATIC INDEX TRACKING MARTIN BOĎA, b MÁRIA KANDEROVÁ Add to Reading List Source URL: www.magnanimitas.cz Language: English - Date: 2014-07-03 12:38:36 Financial risk Regression analysis Mathematical finance Investment Estimation theory Portfolio optimization Tracking error Sharpe ratio Standard deviation Ordinary least squares Linear regression Hyperbolic absolute risk aversion
22	ISSNNo. 445 Marchwww.carloalberto.org/research/working-papers Add to Reading List Source URL: www.carloalberto.org Language: English - Date: 2016-03-07 09:29:41 Economy Finance Money Financial markets Financial risk Futures contract Economic equilibrium Hyperbolic absolute risk aversion Bidask spread
23	A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks Kent Smetters ∗ Xingtan Zhang † Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-01-28 18:02:14 Financial ratios Mathematical finance Financial risk Utility Decision theory Sharpe ratio Risk aversion Sortino ratio Expected utility hypothesis Hyperbolic absolute risk aversion Risk-neutral measure Beta
24	Enhancement and empirical estimation of MATSim’s utility function Matthias Feil Michael Balmer Kay W. Axhausen Add to Reading List Source URL: www.strc.ch Language: English - Date: 2009-09-16 14:03:20 Economy Economics Transportation planning Mode choice Route assignment Utility Hyperbolic absolute risk aversion Scientific modelling Loss function Mathematical optimization Marginal utility
25	Disparity, Shortfall, and Twice-Endogenous HARA Utility∗ M. Ryan Haley†, M. Kevin McGee‡and Todd B. Walker§ December 4, 2010 Abstract We derive a mapping between the shortfall-minimizing portfolio selection based Add to Reading List Source URL: pages.iu.edu Language: English - Date: 2010-12-04 17:30:26 Kullback–Leibler divergence Moment-generating function Risk aversion Expected utility hypothesis Hyperbolic absolute risk aversion Weight Utility Statistics Abstract algebra
26	Can Information Costs Explain the Equity Premium and Stock Market Participation Puzzles? Hui Chen∗ University of Chicago GSB November 2006 Add to Reading List Source URL: www.mit.edu Language: English - Date: 2007-08-16 15:43:19 Economics Asset allocation Portfolio Index fund Hyperbolic absolute risk aversion Financial economics Investment Finance
27	Optimal Long-Run Fiscal Policy: Constraints, Preferences and the Resolution of Uncertainty Alan J. Auerbach University of California, Berkeley and NBER Kevin Hassett Add to Reading List Source URL: eml.berkeley.edu Language: English - Date: 2002-08-05 12:16:45 Microeconomics Economics Overlapping generations model Precautionary savings Marginal utility Economic model Hyperbolic absolute risk aversion Ethology Decision theory Utility Consumer theory
28	Incremental Utility Elicitation with the Minimax Regret Decision Criterion Tianhan Wang Department of Computer Science University of Toronto Toronto, ON, M5S 3H5, CANADA Add to Reading List Source URL: www.cs.toronto.edu Language: English - Date: 2003-04-10 13:28:14 Economics Minimax Utility Regret Expected utility hypothesis Optimal decision Pareto efficiency Mathematical optimization Hyperbolic absolute risk aversion Decision theory Statistics Mathematics
29	Occupation-Level Income Shocks and Asset Returns: Their Covariance and Implications for Portfolio Choice Add to Reading List Source URL: www.bostonfed.org Language: English - Date: 2013-10-28 14:38:03 Financial risk Utility Actuarial science Risk Modern portfolio theory Hyperbolic absolute risk aversion Two-moment decision models Variance Risk aversion Financial economics Economics Finance
30	ESSAYS ON STRATEGIC INFORMATION TRANSMISSION Edoardo Grillo A DISSERTATION Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2012-05-09 17:03:21 Ethics Behavioral finance Statistics Game theory Consumer behaviour Expected utility hypothesis Loss aversion Risk Hyperbolic absolute risk aversion Decision theory Utility Management

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