Effects of background risks on cautiousness with an application to a portfolio choice problem
Year of publication: |
2011
|
---|---|
Authors: | Hara, Chiaki ; Huang, James ; Kuzmics, Christoph |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 146.2011, 1, p. 346-358
|
Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Theorie | Theory |
-
The optimal spending rate versus the expected real return of a sovereign wealth fund
Aase, Knut K., (2021)
-
The optimal spending rate versus the expected real return of a sovereign wealth fund
Aase, Knut K., (2021)
-
Deep parametric portfolio policies
Simon, Frederik, (2023)
- More ...
-
Representative consumer's risk aversion and efficient risk-sharing rules
Hara, Chiaki, (2007)
-
Effects of background risks on cautiousness with an application to a portfolio choice problem
Hara, Chiaki, (2008)
-
Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
Hara, Chiaki, (2008)
- More ...