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Hyperbolic absolute risk aversion
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81	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2001-09-12 17:41:25 Financial economics Business Personal finance Actuarial science Behavioral finance Precautionary savings Risk aversion Income tax in the United States Hyperbolic absolute risk aversion Economics Utility Finance
82	PDF Document Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2008-08-22 17:03:10 Financial economics Risk aversion Elasticity of intertemporal substitution Expected utility hypothesis Equity premium puzzle Isoelastic utility Hyperbolic absolute risk aversion Risk premium Risk neutral Utility Economics Ethics
83	Case Study The GSAM Insurance Strategy team at work For the same level of risk, the Optimized Add to Reading List Source URL: www.goldmansachs.com Language: English - Date: 2014-01-13 17:43:14 Economics Actuarial science Financial risk Asset allocation Utility High-yield debt Hyperbolic absolute risk aversion Portfolio optimization Risk parity Financial economics Finance Investment
84	THE JOURNAL OF FINANCE • VOL. LXVIII, NO. 6 • DECEMBER[removed]Dynamic Trading with Predictable Returns and Transaction Costs ˆ NICOLAE GARLEANU Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2013-11-27 02:19:32 Economics Financial risk Mathematical finance Financial services Investment management Hyperbolic absolute risk aversion Hedge fund Modern portfolio theory Harry Markowitz Financial economics Investment Finance
85	Portfolio choices and VaR constraint with a defaultable asset Emilio Barucci Andrea Cosso Add to Reading List Source URL: www.mth.kcl.ac.uk Language: English - Date: 2011-01-17 04:56:56 Hyperbolic absolute risk aversion Utility Business Natural deduction Structure Finance Decision theory Economics
86	Incentives and Risk Taking in Hedge Funds* † Roy Kouwenberg AEGON Asset Management NL and Erasmus University Rotterdam ‡§ Add to Reading List Source URL: www.edge-fund.com Language: English - Date: 2005-10-27 17:19:07 Financial services Hedge fund Drawdown Management fee Performance fee Hyperbolic absolute risk aversion Futures contract Bias ratio Active management Financial economics Investment Finance
87	Lecture Notes on Risk, G601 Industrial Organization September 15, 2003. Revised 27 September[removed]Eric Rasmusen Department of Business Economics and Public Policy, Kelley School of Business,Indiana University, BU 456, 1 Add to Reading List Source URL: www.rasmusen.org Language: English - Date: 2009-08-27 17:54:50 Financial economics Risk aversion Expected utility hypothesis Exponential utility Isoelastic utility Risk premium Hyperbolic absolute risk aversion Utility Economics Statistics
88	The Disposition Effect and Realization Preferences: a Direct Test∗ Jacopo Magnani† November 6, 2013 Abstract Add to Reading List Source URL: www.scu.edu Language: English - Date: 2013-11-06 12:18:02 Finance Decision theory Actuarial science Utility Consumer behaviour Disposition effect Behavioral economics Hyperbolic absolute risk aversion Prospect theory Financial economics Behavioral finance Economics
89	The Maximum Drawdown as a Risk Measure: the Role of Real Estate in the Optimal Portfolio Revisited Add to Reading List Source URL: www.intelligenthedgefundinvesting.com Language: English - Date: 2004-08-07 13:11:13 Finance Asset allocation Diversification Modern portfolio theory Portfolio Drawdown Hyperbolic absolute risk aversion Risk parity Post-modern portfolio theory Financial economics Investment Economics
90	Journal of Economic Add to Reading List Source URL: www.people.hbs.edu Language: English - Date: 2004-07-22 15:55:44 Utility Welfare economics Human capital Labour economics Hyperbolic absolute risk aversion Wealth Consumer choice Economics Microeconomics Capital

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