Hyperbolic absolute risk aversion

Results: 94



#Item
71Asset allocation / Collective investment scheme / Target date fund / Mutual fund / Investment management / Retirement / Personal finance / Hyperbolic absolute risk aversion / Portfolio / Financial economics / Investment / Finance

C:gram Fileslcommora Proach 74.wpd

Add to Reading List

Source URL: www.nber.org

Language: English - Date: 2006-01-25 08:41:02
72Mathematical finance / Finance / Utility / Financial risk / Asset allocation / Rebalancing investments / Volatility / Hyperbolic absolute risk aversion / Diversification / Financial economics / Investment / Economics

PDF Document

Add to Reading List

Source URL: www3.imperial.ac.uk

Language: English
73Consumer theory / Financial economics / Decision theory / Behavioral finance / Epstein-Zin preferences / Elasticity of intertemporal substitution / Equity premium puzzle / Hyperbolic absolute risk aversion / Isoelastic utility / Utility / Economics / Microeconomics

PDF Document

Add to Reading List

Source URL: mpra.ub.uni-muenchen.de

Language: English - Date: 2014-07-05 03:05:42
74Economics / Finance / Mathematical finance / Decision theory / Portfolio optimization / Hyperbolic absolute risk aversion / Optimal control / Convex optimization / Rebalancing investments / Financial economics / Mathematical optimization / Investment

Dynamic Portfolio Choice with Transaction Costs and Return Predictability: Linear Rebalancing Rules Mehmet Sa˘glam Graduate School of Business Columbia University email: [removed]

Add to Reading List

Source URL: www3.imperial.ac.uk

Language: English
75Management / Risk aversion / Risk / Expected utility hypothesis / Exponential utility / Hyperbolic absolute risk aversion / Principal–agent problem / Mathematical optimization / Utility / Ethics / Economics

EconomicReview IQ 2001: Sharing with a Risk-Neutral Agent

Add to Reading List

Source URL: www.clevelandfed.org

Language: English - Date: 2006-06-27 16:27:07
76Financial risk / Financial markets / Utility / Behavioral finance / Capital asset pricing model / Futures contract / Stock fund / Hyperbolic absolute risk aversion / Valuation / Financial economics / Finance / Economics

Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 558 July 1996

Add to Reading List

Source URL: www.federalreserve.gov

Language: English - Date: 2001-09-12 18:17:19
77Business / Ethics / Management / Risk / Finance / Risk premium / Entrepreneur / Hyperbolic absolute risk aversion / Actuarial science / Utility / Decision theory

Risk taking by entrepreneurs Hugo A. Hopenhayn University of Rochester and Universidad Torcuato Di Tella Galina Vereshchagina CERGE-EI December 4, 2002

Add to Reading List

Source URL: www.cerge-ei.cz

Language: English - Date: 2002-12-05 03:51:57
78Mathematical finance / Investment / Utility / Financial risk / Modern portfolio theory / Volatility / Asset allocation / Hyperbolic absolute risk aversion / Standard deviation / Statistics / Economics / Financial economics

RETHINKING OPTIMAL WEALTH ACCUMULATION AND DECUMULATION STRATEGIES IN THE WAKE OF THE FINANCIAL CRISIS Richard W. Kopcke, Anthony Webb, Josh Hurwitz, and Zhenyu Li CRR WP[removed]Submitted: December 2012

Add to Reading List

Source URL: crr.bc.edu

Language: English - Date: 2013-05-13 12:28:58
79Financial markets / Hedge fund / Capital asset pricing model / Financial risk / Valuation / Hyperbolic absolute risk aversion / Futures contract / Market liquidity / Flight-to-quality / Financial economics / Finance / Economics

PDF Document

Add to Reading List

Source URL: www.federalreserve.gov

Language: English - Date: 2005-09-14 16:22:22
80Finance / Actuarial science / Asset allocation / Retirement / Hyperbolic absolute risk aversion / Intertemporal consumption / Financial economics / Investment / Economics

PDF Document

Add to Reading List

Source URL: www.federalreserve.gov

Language: English - Date: 2009-01-07 13:42:34
UPDATE