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Hyperbolic absolute risk aversion
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1	Web Appendix for “Reference-Dependent Consumption Plans” by Botond K˝oszegi and Matthew Rabin Appendix A: Modeling Rational Reference-Dependent Behavior Throughout the paper, we have used the PPE solution concept to Add to Reading List Source URL: www.personal.ceu.hu Language: English - Date: 2012-09-20 16:03:55 Expected utility Financial risk Economy Probability Game theory Philosophy Choice modelling Actuarial science Expected utility hypothesis Utility Risk Hyperbolic absolute risk aversion
2	Recursive utility using the stochastic maximum principle Knut K. Aase ∗ Add to Reading List Source URL: www.qeconomics.org Language: English - Date: 2016-07-31 11:25:04 Economy Finance Money Financial risk Equations Mathematical optimization Behavioral finance Expected utility Bellman equation Hyperbolic absolute risk aversion Elasticity of intertemporal substitution Equity premium puzzle
3	Rewarding Trading Skills Without Inducing Gambling∗ Igor Makarov† and Guillaume Plantin‡ First draft: November 2009 This draft: December 2011 Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2012-10-01 08:33:54 Economy Finance Money Financial risk Investment Financial ratios Hedge fund Investment management Risk Hyperbolic absolute risk aversion Derivative Alpha
4	American Economic Review 2012, 102(4): 1663–1691 http://dx.doi.orgaerRisk Aversion and the Labor Margin in Dynamic Equilibrium Models† By Eric T. Swanson* Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2012-07-30 14:56:25 Economy Financial risk Utility Expected utility Logic Behavioral finance Game theory Consumer theory Elasticity of intertemporal substitution Risk aversion Hyperbolic absolute risk aversion Bellman equation
5	Microsoft Word - SFB_Newsletter_02-2014 Add to Reading List Source URL: www.sfbtr15.de Language: English - Date: 2015-05-21 10:29:11 Allied advance from Paris to the Rhine Battle of Kesternich Germany Social preferences Kesternich Hyperbolic absolute risk aversion Economy Academia Behavior
6	D:/Dropbox/dimitri-peter/Dynamic risksharing6.dvi Add to Reading List Source URL: personal.lse.ac.uk Language: English - Date: 2015-09-08 17:44:47 Finance Money Economy Financial risk Financial markets Actuarial science Futures contract Liquidity risk Market liquidity Hyperbolic absolute risk aversion Arbitrage Speculation
7	Are information and portfolio diversification substitutes or Add to Reading List Source URL: www.carloalberto.org Language: English - Date: 2016-06-10 06:29:18 Financial risk Finance Money Economy Financial economics Mathematical finance Diversification Econometrics Portfolio optimization Hyperbolic absolute risk aversion
8	Traditional Optimization Is Not Optimal for Leverage-Averse Investors BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS Add to Reading List Source URL: www.jlem.com Language: English - Date: 2014-03-27 12:08:15 Finance Money Economy Mathematical finance Financial risk Financial economics Expected utility Financial ratios Portfolio optimization Hyperbolic absolute risk aversion Leverage Two-moment decision model
9	Asset Demand and Ambiguity Aversion Chiaki Hara and Toshiki Honda Kyoto University and Hitotsubashi University Swiss-Kyoto Symposium November 21, 2013 Add to Reading List Source URL: www.ccfz.ch Language: English - Date: 2013-11-25 09:42:35 Decision theory Financial risk Actuarial science Mathematical finance Financial economics Ambiguity aversion Hyperbolic absolute risk aversion Mutual fund separation theorem Risk aversion Portfolio optimization Kyoto Hitotsubashi University
10	Risk Aversion and the Labor Margin in Dynamic Equilibrium Models Eric T. Swanson Federal Reserve Bank of San Francisco Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2012-07-30 14:56:24 Financial risk Decision theory Utility Risk Behavioral finance Hyperbolic absolute risk aversion Risk aversion Elasticity of intertemporal substitution Risk premium Risk neutral Bellman equation Aversion

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