Similar Search Results

Alternative measures for modeling risk and expected utility theory : (risk adjustment, measurement and attitude)

Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157

Persistent link: https://www.econbiz.de/10010417168

Export under background risk : a mean-variance decision analysis for Indian manufacturing firms

Mukherjee, Subhadip; Mukherjee, Soumyatanu; Mishra, Tapas - 2020

Persistent link: https://www.econbiz.de/10012650691

New development on the third order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

Chan, Raymond H.; Guo, Xu; Clark, Ephraim; Wong, Wing Keung - 2020

Persistent link: https://www.econbiz.de/10012384554

Time-varying risk aversion and international stock returns

Guidolin, Massimo; Hansen, Erwin; Cabrera, Gabriel - 2023 - This version: August 2023

Persistent link: https://www.econbiz.de/10014470638

Economic indices of absolute and relative riskiness

Schreiber, Amnon - In: Economic theory : official journal of the Society for … 56 (2014) 2, pp. 309-331

Persistent link: https://www.econbiz.de/10010362157

Benchmark values for higher order coefficients of relative risk aversion

Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94

Persistent link: https://www.econbiz.de/10010345268

Mean-variance utility

Nakamura, Yutaka - In: Journal of economic theory 160 (2015), pp. 536-556

Persistent link: https://www.econbiz.de/10011549547

Learning under ambiguity : a note on the belief dynamics of Epstein and Schneider (2007)

Heyen, Daniel - 2014

Epstein and Schneider (2007) develop a framework of learning under ambiguity, generalizing maxmin preferences of Gilboa and Schmeidler (1989) to intertemporal settings. The specific belief dynamics in Epstein and Schneider (2007) rely on the rejection of initial priors that have become...

Persistent link: https://www.econbiz.de/10010424809

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

Uncertainty aversion and portfolio inertia

Asano, Takao - In: Bulletin of economic research 64 (2012) 3, pp. 334-343

Persistent link: https://www.econbiz.de/10009674439

1
2
3
4
5
6
7
8
9
10
Next
Last