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Precautionary Saving against Correlation under Risk and Ambiguity

Precautionary Saving against Correlation under Risk and Ambiguity
Digital文書・図像類
Asano, Takao, Osaki, YusukeInstitute of Economic Research, Kyoto University2022-01KIER Discussion Paper1071p.1-28
Available onlineOther Libraries in Japan
  • Subject Heading...te preferences Smooth ambiguity model Stochastic dominance

A Ranking over "More Risk Averse Than" Relations and its Applicaion to the Smooh Ambiguity Model

A Ranking over "More Risk Averse Than" Relations and its Applicaion to the Smooh Ambiguity Model
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2020-01-30KIER Discussion Paper1019p.1-28
Available onlineOther Libraries in Japan
  • Summary, etc....icients of the smooth ambiguity model of Klibanoff Marinacci, and M...
  • Subject HeadingExpected utility functions risk aversion ambiguity aversion smooth ambiguity model.

Portfolio Allocation Problems between Risky and Ambiguous Assets

Portfolio Allocation Problems between Risky and Ambiguous Assets
Digital文書・図像類
Asano, Takao, Osaki, YusukeInstitute of Economic Research, Kyoto University2017-08-28KIER Discussion Paper975p.1-25
Available onlineOther Libraries in Japan
  • Subject HeadingHome Bias Puzzle Portfolio Allocation Problem Smooth Ambiguity Model

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