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Hyperbolic absolute risk aversion
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11	Leverage Aversion, Efficient Frontiers, and the Efficient Region BRUCE I. JACOBS AND KENNETH N. LEVY BRUCE I. JACOBS Add to Reading List Source URL: www.jlem.com Language: English - Date: 2013-05-10 14:02:44 Mathematical finance Financial risk Investment Financial economics Financial ratios Modern portfolio theory Portfolio optimization Leverage Beta Diversification Hyperbolic absolute risk aversion Volatility
12	Revisiting Asset Pricing Anomalies in an Exchange Economy∗ Christine A. Parlour† Richard Stanton‡ Johan Walden§ Add to Reading List Source URL: www.hec.unil.ch Language: English - Date: 2010-03-11 08:51:46 Mathematical finance Financial risk Behavioral finance Stock market Economic puzzles Equity premium puzzle Risk premium Risk aversion Sharpe ratio Hyperbolic absolute risk aversion Risk-neutral measure Volatility
13	Reference-Dependent Risk Attitudes Add to Reading List Source URL: www.personal.ceu.hu Language: English - Date: 2012-09-20 16:05:27 Decision theory Utility Financial risk Prospect theory Risk Expected utility hypothesis Risk aversion Hyperbolic absolute risk aversion Isoelastic utility Loss aversion Marginal utility Ambiguity aversion
14	CREATe Working PaperAugustCopyright Collectives and Contracts: An Economic Theory Perspective Author Add to Reading List Source URL: zenodo.org Language: English - Date: 2015-08-31 05:25:20 Financial risk Utility Actuarial science Risk Intellectual property law Copyright Risk aversion Expected utility hypothesis Systematic risk Royalty payment Insurance Hyperbolic absolute risk aversion
15	Implications of Labor Market Frictions for Risk Aversion and Risk Premia Eric T. Swanson University of California, Irvine Add to Reading List Source URL: www.ericswanson.us Language: English - Date: 2014-08-14 14:34:23 Financial risk Utility Decision theory Behavioral finance Risk Risk aversion Equity premium puzzle Hyperbolic absolute risk aversion Risk premium Expected utility hypothesis Aversion Risk neutral
16	Household Production and Asset Prices Zhi Da, Wei Yang, and Hayong Yun∗ November 2014 Abstract We empirically examine the asset pricing implications of the Beckerian framework of household production, where utility is Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-11-10 14:13:15 Mathematical finance Financial economics Capital asset pricing model Equity premium puzzle Consumption-based capital asset pricing model Elasticity of intertemporal substitution Finance Economics Economic growth Hyperbolic absolute risk aversion
17	Microsoft Word - PT&UTJET4.doc Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Utility Decision theory Financial risk Behavioral finance Risk Expected utility hypothesis Risk aversion Prospect theory Risk-seeking Hyperbolic absolute risk aversion Marginal utility Cumulative prospect theory
18	Endowment–Dependent Reference Consumption in Aggregate Household Portfolios∗ Pascal St-Amour† March 27, 2006 Preliminary Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:17:22 Decision theory Behavioral finance Utility Financial risk Prospect theory Expected utility hypothesis Hyperbolic absolute risk aversion Risk aversion Isoelastic utility Risk Marginal utility Loss aversion
19	Microsoft Word - WP_04-10 Siebert.docx Add to Reading List Source URL: www.fiwi.uni-bayreuth.de Language: English - Date: 2013-04-13 12:44:15 Decision theory Utility Consumer theory Marginal utility Expected utility hypothesis Preference Hyperbolic absolute risk aversion Choice modelling
20	On a model of portfolio selection with benchmark Received (in revised form): 19th October, 2001 Niklas Wagner is a lecturer in Finance at Munich University of Technology, Germany. He received a PhD in Finance from Augsbu Add to Reading List Source URL: www.wiwi.uni-passau.de Language: English - Date: 2010-04-05 09:26:12 Mathematical finance Financial risk Decision theory Financial economics Investment Portfolio optimization Harry Markowitz Tracking error Modern portfolio theory Hyperbolic absolute risk aversion Beta Asset allocation

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