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文書・図像類

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem

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Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem

Material type
文書・図像類
Author
Hara, Chiakiほか
Publisher
Institute of Economic Research, Kyoto University
Publication date
2008-06
Material Format
Digital
Capacity, size, etc.
-
NDC
330
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Detailed bibliographic record

Summary, etc.:

We provide necessary and sufficient conditions on an individual's expected utility function under which any zero-mean idiosyncratic risk increases cau...

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  • Kyoto University Research Information Repository

    Digital
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Bibliographic Record

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Digital

Material Type
文書・図像類
Author/Editor
Hara, Chiaki
Huang, James
Kuzmics, Christoph
Publication Date
2008-06
Publication Date (W3CDTF)
2008-06
Periodical title
KIER Discussion Paper
No. or year of volume/issue
654
Volume
654