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Search: subject:"Relative risk aversion"
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CAPM
Risikoaversion
53
Risk aversion
51
Relative risk aversion
47
Theorie
34
relative risk aversion
34
Theory
32
Risk
23
Risiko
22
Portfolio selection
17
Portfolio-Management
17
constant relative risk aversion
13
Relative Risk Aversion
12
Erwartungsnutzen
11
Expected utility
11
Consumption
8
Prudence
8
Präferenztheorie
7
Theory of preferences
7
Estimation
6
Nutzen
6
Risikopräferenz
6
Risk attitude
6
Schätzung
6
Utility
6
Entscheidungstheorie
5
Environmental Risk
5
Experiment
5
Financial Risk
5
Nutzenfunktion
5
Rank in the wealth distribution
5
Rank-based utility
5
Uncertainty
5
Vermögen
5
Wealth
5
Aggregate relative risk aversion
4
Altruism
4
Concern about low relative wealth
4
Constant relative risk aversion
4
Decision
4
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English
7
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Azar, Samih Antoine
2
Boschi, Melisso
1
Cho, Sungjun
1
Davison, Matt
1
Escobar, Marcos
1
Espino, Emilio
1
Goenka, Aditya
1
Karaguezian-Haddad, Vera
1
Martin, Vance
1
Tang, Chrismin
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Yao, Wenying
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Zhu, Yichen
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Annals of finance
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Cogent economics & finance
1
International journal of financial research
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International review of financial analysis
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Journal of Asian economics
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Journal of economic dynamics & control
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The B.E. journal of macroeconomics
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ECONIS (ZBW)
7
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1
Derivatives-based portfolio decisions : an expected utility insight
Escobar, Marcos
;
Davison, Matt
;
Zhu, Yichen
- In:
Annals of finance
18
(
2022
)
2
,
pp. 217-246
Persistent link: https://www.econbiz.de/10013278982
Saved in:
2
Simulating the market coefficient of
relative
risk
aversion
Azar, Samih Antoine
;
Karaguezian-Haddad, Vera
- In:
Cogent economics & finance
2
(
2014
)
1
,
pp. 1-7
coefficient of
relative
risk
aversion
(CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The …
Persistent link: https://www.econbiz.de/10010490408
Saved in:
3
News and expected returns in East Asian equity markets : the RV-GARCHM model
Martin, Vance
;
Tang, Chrismin
;
Yao, Wenying
- In:
Journal of Asian economics
57
(
2018
),
pp. 36-52
Persistent link: https://www.econbiz.de/10012102777
Saved in:
4
The nexus between the elasticity of intertemporal substitution and the coefficient of
relative
risk
aversion
Azar, Samih Antoine
- In:
International journal of financial research
9
(
2018
)
3
,
pp. 98-102
Persistent link: https://www.econbiz.de/10012236959
Saved in:
5
What drives stochastic risk aversion?
Cho, Sungjun
- In:
International review of financial analysis
34
(
2014
),
pp. 44-63
Persistent link: https://www.econbiz.de/10010528474
Saved in:
6
Optimal portfolios with wealth-varying risk aversion in the neoclassical growth model
Espino, Emilio
- In:
The B.E. journal of macroeconomics
14
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010475563
Saved in:
7
Relative
risk
aversion
and the transmission of financial crises
Boschi, Melisso
;
Goenka, Aditya
- In:
Journal of economic dynamics & control
36
(
2012
)
1
,
pp. 85-99
Persistent link: https://www.econbiz.de/10009422352
Saved in:
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