搜索结果: 1-15 共查到“risk aversion”相关记录23条 . 查询时间(0.08 秒)
Risk aversion hinders forestry professionals to adapt to climate change
Adaptation Risk Uncertainty Lottery choice Forest Perception
2024/1/11
Forestry?professionals' attitudes towards risk and uncertainty under climate change, together with their perception about suitability of adaptation strategies, were investigated in Central Europe. We ...
华中科技大学投资学课件Chapter5 Risk and Risk Aversion。
Risk Aversion and Preference for Store Price Format
Risk Aversion Preference Store Price Format
2014/6/3
Risk Aversion and Preference for Store Price Format。
Risk Aversion, Risk Behavior and Demand for Insurance: a survey
Risk aversion Insurance demand Education Human development
2014/6/23
Determinants of risk attitudes of individuals are of great interest in the growing area of behavioral economics that focuses on the individual attributes, psychological or otherwise, that shape common...
An Alternative Explanation for the Variation in Reported Estimates of Risk Aversion
variability in risk aversion estimation mean-variance estimation location scale
2012/10/22
There is a large literature estimating Arrow-Pratt coefficients of absolute and relative risk aversion. A striking feature of this literature is the very wide variation in the reported estimates of th...
Gender Differences in Risk Aversion: Do Single-Sex Environments Affect their Development?
gender risk preferences single-sex groups cognitive ability
2012/10/19
Single-sex classes within coeducational environments are likely to modify students' risk-taking attitudes in economically important ways. To test this, we designed a controlled experiment using first ...
Biophysics of risk aversion based on neurotransmitter receptor theory
Biophysics of risk aversion neurotransmitter receptor theory Biological Physics
2011/8/2
Abstract: Decision under risk and uncertainty has been attracting attention in neuroeconomics and neuroendocrinology of decision-making. This paper demonstrated that the neurotransmitter receptor theo...
This paper characterizes downside risk aversion in a simple and intuitive manner. It is shown that using this characterization one can simplify considerably a theorem by Jindapon (2010) relating to gr...
Utility Maximization, Risk Aversion, and Stochastic Dominance
Utility maximization, risk aversion, stochastic dominance
2011/7/22
Consider an investor trading dynamically to maximize expected utility from terminal wealth. Our aim is to study the dependence between her risk aversion and the distribution of the optimal terminal pa...
A Linear Relationship between Market Prices of Risks and Risk Aversion in Complete Stochastic Volatility Models
von-Neumann Morgenstern utility asset risk linear combination
2011/4/2
Considering a production economy with an arbitrary von-Neumann Morgenstern utility, this paper derives a general equilibrium relationship between the market prices of risks and market risk aversion un...
Risk Aversion Asymptotics for Power Utility Maximization
power utility risk aversion asymptotics opportunity process
2010/10/19
We consider the economic problem of optimal consumption and investment with power utility. We study the optimal strategy as the relative risk aversion tends to infinity or to one. The convergence of ...
Risk Aversion Asymptotics for Power Utility Maximization
power utility risk aversion asymptotics opportunity process BSDE
2010/4/27
We consider the economic problem of optimal consumption and investment with power utility. We study the optimal strategy as the relative risk aversion tends to infinity or to one. The convergence of t...
Risk Aversion and Portfolio Selection in a Continuous-Time Model
Risk Aversion Portfolio Selection Continuous-Time Model
2010/12/17
The comparative statics of the optimal portfolios across individuals is carried out for a continuous-time complete market model, where the risky assets price process follows a joint geometric Brownia...
The Optimal Dole with Risk Aversion and Job Destruction
Optimal Dole Risk Aversion Job Destruction
2009/11/5
This paper extends earlier research on optimal unemployment insurance (UI) by developing an equilibrium search model that encompasses simultaneously several theoretical and institutional features that...
Time Varying Risk Aversion: An Application to Energy Hedging
Energy Hedging Risk Management Risk Aversion Forecasting
2011/3/31
Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M...