Heterogeneous Risk Attitudes in a Continuous-Time Model

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Summary, etc.：: We prove that every continuous-time model in which all consumers have time-homogeneous and time-additive utility functions and share a common probabil...

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Material Type: 文書・図像類
Title: Heterogeneous Risk Attitudes in a Continuous-Time Model
Author/Editor: Hara, Chiaki
Author Heading: Hara, Chiaki
Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
Publication Date: 2005-12
Publication Date (W3CDTF): 2005-12
Periodical title: KIER Discussion Paper
No. or year of volume/issue: 609
Volume: 609
Text Language Code: eng
Subject Heading: Heterogeneity
risk attitudes
hyperbolic absolute risk aversion
representative consumer
risk-sharing rules
mutual fund theorem
Ito's Lemma
interest rates
NDC: 330
Target Audience: 一般
Format (IMT): application/pdf
Source: DP609.pdf （fulltext）
http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/129525/1/DP609.pdf
Access Restrictions: インターネット公開
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 京都大学 : 京都大学学術情報リポジトリ