Hyperbolic absolute risk aversion

Results: 94



#Item
31Ethics / Risk aversion / Exponential utility / Expected utility hypothesis / Isoelastic utility / Hyperbolic absolute risk aversion / Risk premium / Prospect theory / Risk / Utility / Economics / Business

HEALTH ECONOMICS Health Econ. 17: 1329–Published online 22 January 2008 in Wiley InterScience (www.interscience.wiley.com). DOI: hec.1331 EXPLAINING THE CHARACTERISTICS OF THE POWER (CRRA) UTILITY F

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:52
32Economics / Financial risk / Financial markets / Rebalancing investments / Systematic risk / Asset allocation / Hyperbolic absolute risk aversion / Portfolio / Modern portfolio theory / Financial economics / Investment / Finance

Rebalancing_2015_3_31_miles.DVI

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Source URL: www-personal.umich.edu

Language: English - Date: 2015-04-06 17:12:19
33Investment / Mathematical finance / Financial risk / Financial services / Financial endowment / Hyperbolic absolute risk aversion / Investment management / Diversification / Asset allocation / Financial economics / Economics / Finance

An Integrated Model of University Endowments∗ Georg Cejnek WU Vienna University of Economics and Business Richard Franz WU Vienna University of Economics and Business Neal M. Stoughton

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Source URL: www.top1000funds.com

Language: English - Date: 2015-04-01 04:13:07
34Decision theory / Economics / Finance / Business / Financial risk / Risk aversion / Expected utility hypothesis / Mutual fund separation theorem / Hyperbolic absolute risk aversion / Utility / Actuarial science / Ethics

Representative Consumer’s Risk Aversion and Efficient Risk-Sharing Rules Chiaki Hara1 Institute of Economic Research, Kyoto University James Huang2 Department of Accounting and Management, Lancaster University Manageme

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Source URL: cis.ier.hit-u.ac.jp

Language: English - Date: 2014-07-01 09:04:50
35Mathematics / Actuarial science / Ethics / Finance / Risk / Risk aversion / Expected utility hypothesis / Hyperbolic absolute risk aversion / Prudence / Utility / Mathematical analysis / Decision theory

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem Chiaki Hara1 Institute of Economic Research, Kyoto University James Huang2 Department of Accounting and Management

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Source URL: cis.ier.hit-u.ac.jp

Language: English - Date: 2014-07-01 09:05:04
36Financial services / Funds / Finance / Financial ratios / Collective investment scheme / Active management / Hyperbolic absolute risk aversion / Late-2000s financial crisis / Rate of return / Financial economics / Economics / Investment

Do Shocks to Personal Wealth Affect Risk Taking in Delegated Portfolios?∗ Veronika K. Pool,† Noah Stoffman,† Scott E. Yonker,†,‡ and Hanjiang Zhang§ October 21, 2014

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Source URL: dyson.cornell.edu

Language: English - Date: 2014-10-21 14:58:48
37Exponential utility / Hyperbolic absolute risk aversion / Isoelastic utility / Risk aversion / Expected utility hypothesis / Modern portfolio theory / Endogeneity / Equity premium puzzle / Risk / Economics / Utility / Financial economics

The Economic Society of Australia Inc. Proceedings of the 37th Australian

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Source URL: www.ace08.com.au

Language: English - Date: 2008-10-28 06:43:22
38Economics / Financial risk / Mathematical finance / Financial services / Investment management / Hyperbolic absolute risk aversion / Hedge fund / Modern portfolio theory / Harry Markowitz / Financial economics / Investment / Finance

THE JOURNAL OF FINANCE • VOL. LXVIII, NO. 6 • DECEMBER[removed]Dynamic Trading with Predictable Returns and Transaction Costs ˆ NICOLAE GARLEANU

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Source URL: docs.lhpedersen.com

Language: English - Date: 2013-11-27 02:19:32
39Business / Management / Risk / Banking / Financial risk / Basel II / Minimum capital requirement / Hyperbolic absolute risk aversion / Bank regulation / Actuarial science / Utility / Ethics

Ex Ante Versus Ex Post Regulation of Bank Capital

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Source URL: www.bis.org

Language: English - Date: 2006-07-06 05:52:38
40Data analysis / Decision theory / Financial risk / Risk / Variance / Standard deviation / Hyperbolic absolute risk aversion / Normal distribution / Statistics / Utility / Actuarial science

Portfolio Choices and Risk Preferences in Village Economies

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Source URL: robertmtownsend.net

Language: English - Date: 2014-05-08 11:49:55
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