Standard risk aversion and efficient risk sharing
Year of publication: |
2018
|
---|---|
Authors: | Suen, Richard M. H. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 173.2018, p. 23-26
|
Subject: | Background risk | Efficient risk sharing | Portfolio choice | Standard risk aversion | Theorie | Theory | Risikomodell | Risk model | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Risiko | Risk |
-
Financial risk taking in the presence of correlated non-financial background risk
Chiu, W. Henry, (2020)
-
Restricted increases in risk aversion and their application
Eeckhoudt, Louis R., (2017)
-
Optimal investment for insurers with correlation risk : risk aversion and investment horizon
Chiu, Mei Choi, (2018)
- More ...
-
Technological advance and the growth in healthcare spending
Suen, Richard M. H., (2005)
-
On the cause of increased longevity and urban sprawl : a macroeconomic approach
Suen, Richard M. H., (2006)
-
Concave consumption function and precautionary wealth accumulation
Suen, Richard M. H., (2011)
- More ...