Isoelastic utility

Results: 28



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1Decision theory / Utility / Financial risk / Prospect theory / Risk / Expected utility hypothesis / Risk aversion / Hyperbolic absolute risk aversion / Isoelastic utility / Loss aversion / Marginal utility / Ambiguity aversion

Reference-Dependent Risk Attitudes

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Source URL: www.personal.ceu.hu

Language: English - Date: 2012-09-20 16:05:27
2Behavioral finance / Financial risk / Actuarial science / Prospect theory / Microeconomics / Equity premium puzzle / Behavioral economics / Risk aversion / Isoelastic utility / Risk / Precautionary savings / Finance

Macro-Finance John H. Cochrane∗ Hoover Institution, Stanford University, and NBER July 28, 2016 Abstract Macro-finance addresses the link between asset prices and economic fluctuations. Many models reflect the same rou

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Source URL: faculty.chicagobooth.edu

Language: English - Date: 2016-07-28 19:23:05
3Decision theory / Behavioral finance / Utility / Financial risk / Prospect theory / Expected utility hypothesis / Hyperbolic absolute risk aversion / Risk aversion / Isoelastic utility / Risk / Marginal utility / Loss aversion

Endowment–Dependent Reference Consumption in Aggregate Household Portfolios∗ Pascal St-Amour† March 27, 2006 Preliminary

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Source URL: www.istfin.eco.usi.ch

Language: English - Date: 2009-01-27 08:17:22
4Consumer theory / Microeconomics / Business cycle / Welfare cost of business cycles / Equity premium puzzle / Elasticity of intertemporal substitution / Economic model / Epstein-Zin preferences / Isoelastic utility / Economics / Macroeconomics / Utility

Welfare Cost of Business Cycles with Idiosyncratic Consumption Risk and a Preference for Robustness∗ Martin Ellison Thomas J. Sargent

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:04:15
5Actuarial science / Ethics / Management / Welfare economics / Finance / Risk aversion / Risk / Isoelastic utility / Expected utility hypothesis / Utility / Economics / Decision theory

Response to "Review of the J-value literature – Draft Final Report [to] The Health and Safety Executive" by Michael Spackman, NERA Economic Consulting, 29 October 2009

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Source URL: www.onr.org.uk

Language: English - Date: 2014-03-31 18:50:46
6Stochastic processes / Equations / Mathematical finance / Semimartingale / Doléans-Dade exponential / Exponential utility / Martingale / No free lunch with vanishing risk / Isoelastic utility / Statistics / Utility / Martingale theory

Risk Aversion Asymptotics for Power Utility Maximization Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland This Version: March 16, 2010.

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:27:12
7Social information processing / Cognition / Utility / Machine learning / Economic model / Isoelastic utility / Thesis / Education / Knowledge / Prediction market

University of Warsaw Faculty of Mathematics, Informatics and Mechanics Krzysztof Jerzy Geras Student no

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Source URL: homepages.inf.ed.ac.uk

Language: English - Date: 2011-11-08 08:07:56
8Ethics / Risk aversion / Exponential utility / Expected utility hypothesis / Isoelastic utility / Hyperbolic absolute risk aversion / Risk premium / Prospect theory / Risk / Utility / Economics / Business

HEALTH ECONOMICS Health Econ. 17: 1329–Published online 22 January 2008 in Wiley InterScience (www.interscience.wiley.com). DOI: hec.1331 EXPLAINING THE CHARACTERISTICS OF THE POWER (CRRA) UTILITY F

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Source URL: people.few.eur.nl

Language: English - Date: 2015-03-11 05:15:52
9Microeconomics / Elasticity of intertemporal substitution / Welfare economics / Labour economics / Marginal utility / Indifference curve / Isoelastic utility / Constant elasticity of substitution / Risk aversion / Economics / Utility / Consumer theory

THE VALUE OF LIFE AND THE RISE IN HEALTH SPENDING* ROBERT E. HALL AND

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Source URL: web.stanford.edu

Language: English - Date: 2007-02-23 14:07:44
10Exponential utility / Hyperbolic absolute risk aversion / Isoelastic utility / Risk aversion / Expected utility hypothesis / Modern portfolio theory / Endogeneity / Equity premium puzzle / Risk / Economics / Utility / Financial economics

The Economic Society of Australia Inc. Proceedings of the 37th Australian

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Source URL: www.ace08.com.au

Language: English - Date: 2008-10-28 06:43:22
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