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Gelles, Gregory M.; Mitchell, Douglas W. - In: Management Science 45 (1999) 10, pp. 1432-1439

This paper considers decision-making in the presence of two additive risk sources, with no restrictions on the relation between the two risks. A utility function is said to exhibit broad DARA if and only if a rise in wealth always decreases the magnitude of the risk premium for one of the risks...

Persistent link: https://www.econbiz.de/10009208762

Relative Risk Aversion with Arrow-Debreu Securities

Mitchell, Douglas W. - In: International economic review 35 (1994) 1, pp. 257

Persistent link: https://www.econbiz.de/10006073255

Computationally Convenient Optimal Intertemporal Portfolios Under Linear Constraints

Mitchell, Douglas W. - In: Journal of economics and business 45 (1993) 2, pp. 169-178

Persistent link: https://www.econbiz.de/10006006336

Broadly Decreasing Risk Aversion

Gelles, Gregory M.; Mitchell, Douglas W. - In: Management science : journal of the Institute for … 45 (1999) 10, pp. 1432-1439

Persistent link: https://www.econbiz.de/10006096413

Balvers, Ronald J.; Mitchell, Douglas W. - In: Management science : journal of the Institute for … 43 (1997) 11, pp. 1537-1551

Persistent link: https://www.econbiz.de/10006100235

Risk-value models: Restrictions and applications

Mitchell, Douglas W.; Gelles, Gregory M. - In: European journal of operational research : EJOR 145 (2003) 1, pp. 109-120

Persistent link: https://www.econbiz.de/10006652301

Effects of decision interval on optimal intertemporal portfolios with serially correlated returns

Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 41 (2001) 3, pp. 427-439

Persistent link: https://www.econbiz.de/10007669453

Ordering Utility Functions Based On Mean-Seeking Behavior

Gelles, Gregory M.; Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 39 (1999) 3, pp. 317-328

Persistent link: https://www.econbiz.de/10007683663

Business Cycle Sources and Price Level-Output Correlation

Mitchell, Douglas W. - In: Journal of macroeconomics 16 (1994) 3, pp. 547-552

Persistent link: https://www.econbiz.de/10007710894

Comparative Behavior of "More Risk Averse" Agents with Two Risky Assets

Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 33 (1993) 2, pp. 171-178

Persistent link: https://www.econbiz.de/10007717580

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