Hyperbolic absolute risk aversion

Results: 94



#Item
61Investment / Mathematical finance / Financial markets / Financial risk / Sovereign wealth fund / Capital asset pricing model / Modern portfolio theory / Hyperbolic absolute risk aversion / Precautionary savings / Financial economics / Economics / Finance

DEPARTMENT OF ECONOMICS OxCarre Oxford Centre for the Analysis of Resource Rich Economies Manor Road Building, Manor Road, Oxford OX1 3UQ Tel: +[removed]Fax: +[removed] [removed] www.oxcar

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Source URL: www.resourcegovernance.org

Language: English - Date: 2014-07-07 17:59:29
62Financial economics / Financial risk / Finance / Actuarial science / Exponential utility / Risk aversion / Expected utility hypothesis / Modern portfolio theory / Hyperbolic absolute risk aversion / Economics / Statistics / Utility

An Introduction to Portfolio Theory John Norstad [removed] http://www.norstad.org April 10, 1999

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Source URL: www.norstad.org

Language: English - Date: 2011-11-03 12:38:56
63Financial risk / Investment / Utility / Mathematical finance / Modern portfolio theory / Two-moment decision models / Portfolio optimization / Hyperbolic absolute risk aversion / Mathematical optimization / Financial economics / Economics / Finance

Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction Costs Nalan G¨ ulpınar, Ber¸c Rustem∗, Reuben Settergren Department of Computing, Imperial College of Science, Technology and Medicine

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Source URL: www.doc.ic.ac.uk

Language: English - Date: 2004-05-17 08:18:52
64Financial risk / Investment / Financial markets / Mathematical finance / Actuarial science / Diversification / Hyperbolic absolute risk aversion / Sharpe ratio / Portfolio / Financial economics / Economics / Finance

Microsoft Word - DRW_Jackson_v8-2.doc

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Source URL: www.mrrc.isr.umich.edu

Language: English - Date: 2008-10-15 16:35:34
65Collective investment scheme / Target date fund / Thrift Savings Plan / Diversification / Rebalancing investments / Investment strategy / Hyperbolic absolute risk aversion / Retirement / Money market fund / Financial economics / Investment / Finance

Michigan Retirement Research University of

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Source URL: www.mrrc.isr.umich.edu

Language: English - Date: 2006-11-09 11:32:29
66Economics / Asset allocation / Hyperbolic absolute risk aversion / Rebalancing investments / Modern portfolio theory / Asset location / Portfolio / Retirement / Dedicated Portfolio Theory / Financial economics / Investment / Finance

USING PARTICIPANT DATA TO IMPROVE TARGET DATE FUND ALLOCATIONS Zhenyu Li and Anthony Webb CRR WP[removed]Submitted: September 2012 Released: September 2012

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Source URL: crr.bc.edu

Language: English - Date: 2012-09-18 09:14:15
67Economics / Asset allocation / Portfolio / Rebalancing investments / Target date fund / Hyperbolic absolute risk aversion / Financial economics / Investment / Finance

RETIREMENT RESEARCH September 2012, Number[removed]USING PARTICIPANT DATA TO IMPROVE

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Source URL: crr.bc.edu

Language: English - Date: 2012-09-17 09:56:42
68Actuarial science / Economics / Management / Finance / Game theory / Risk aversion / Expected utility hypothesis / Risk / Hyperbolic absolute risk aversion / Utility / Decision theory / Ethics

Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. How Much Does Risk Tolerance Change?

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Source URL: www.federalreserve.gov

Language: English - Date: 2008-06-26 14:58:47
69Microeconomics / Hyperbolic discounting / Exponential discounting / Economics / Random walk model of consumption / Time preference / Discounted utility / Exponential / Hyperbolic absolute risk aversion / Decision theory / Utility / Behavioral finance

Never mind the hyperbolics: nonparametric analysis of timeinconsistent preferences IFS Working Paper W14/17 Laura Blow Martin Browning

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Source URL: www.ifs.org.uk

Language: English - Date: 2014-07-29 11:34:10
70Management / Business / Ethics / Consumer behaviour / Finance / Loss aversion / Hyperbolic absolute risk aversion / Risk / Decision theory / Behavioral finance / Utility

Information Aversion Marianne Andries 1 1

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Source URL: www.chicagofed.org

Language: English - Date: 2014-06-05 11:15:28
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