yr 〜
yr

Search results 28

Time-varying safe haven status of major currencies

Time-varying safe haven status of major currencies
Digital文書・図像類
Percy, Jay, Sato, Ayano, Nakata, HayatoSchool of Economics, Meisei University2022-12Discussion Paper Series. Graduate School of Economics and School of Economics44p.1-34
Other Libraries in Japan
  • Subject HeadingGARCH-in-mean model risk aversion safe-haven currencies

Comparative risk and ambiguity aversion: an experimental approach

Comparative risk and ambiguity aversion: an experimental approach
Digital文書・図像類
Hayashi, Takashi, Wada, RyokoInstitute of Economic Research, Kyoto University2022-05KIER Discussion Paper1079p.1-[28]
Available onlineOther Libraries in Japan
  • Summary, etc.... properties of risk aversion and ambiguity ......the degrees of risk aversion and the degree of ambiguity a...
  • Subject HeadingC91 D81 Ambiguity aversion risk aversion comparative definitions choic...

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
  • Subject HeadingExpected utility functions risk aversion ambiguity aversion smooth amb...

Arrow-Pratt-Type Measure of Ambiguity Aversion

Arrow-Pratt-Type Measure of Ambiguity Aversion
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2023-09KIER Discussion Paper1097p.1-70
Available onlineOther Libraries in Japan
  • Summary, etc....att measure of risk aversion. The measure is determined by...
  • Subject Heading...lity functions risk aversion ambiguity aversion ambiguity ...

Risk Aversion and Expected Utility : The Constant-Absolute-Risk Aversion Function and its Application to Oligopoly

Risk Aversion and Expected Utility : The Constant-Absolute-Risk Aversion Function and its Application to Oligopoly
Digital文書・図像類
Sakai, YasuhiroCenter for Risk Research (CRR), Shiga University2014-11CRR Discussion Paper, Series ANo. A-13p.1-22
Other Libraries in Japan
  • Subject HeadingRisk aversion expected utility oligopoly
  • Note (General)...theconcepts of risk aversion and expected u......hed concept of risk aversion remains too ab......of a change of risk aversion by firms.In th......stant-absolute-risk aversion functiondevelo......t ofincreasing risk aversion on the outputs......n the degree ofrisk aversion and the state of product diff...

An International Trade Model under Risk : Comparative Static Analysis

An International Trade Model under Risk : Comparative Static Analysis
Digital文書・図像類
Sakai, YasuhiroThe Institute for Economic and Business Research Faculty of Economics, Shiga University2021-06Discussion Paper, Series ENo.E-12p.1-34
Other Libraries in Japan
  • Summary, etc....asing absolute risk aversion, the Rybczynski theorem and t...
  • Subject Heading...asing absolute risk aversion comparative static results Ry...

Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs

Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2013-04KIER Discussion Paper862
Available onlineOther Libraries in Japan
  • Subject Heading...stant absolute risk aversion constant relative risk aversion

The Pricing Kernel Equation

The Pricing Kernel Equation
Digital文書・図像類
YAMAZAKI, Akira法政大学イノベーション・マネジメント研究センター2019-01-29法政大学イノベーション・マネジメント研究センター ワーキングペーパーシリーズ201p.1-28
Other Libraries in Japan
  • Subject Heading...ation absolute risk aversion

Asset prices, trading volumes, and investor welfare in markets with transaction costs

Asset prices, trading volumes, and investor welfare in markets with transaction costs
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Hitotsubashi University2012-05
Available onlineOther Libraries in Japan
  • Subject Heading...stant absolute risk aversion constant relative risk aversion

Earthquake Risk Information and Risk Aversive Behavior : Evidence from a Survey of Residents in Tokyo Metropolitan Area

Earthquake Risk Information and Risk Aversive Behavior : Evidence from a Survey of Residents in Tokyo Metropolitan Area
Paper文書・図像類
Kawawaki, YasuoOsaka School of International Public Policy, Osaka University2012-10OSIPP Discussion PaperDP-2012-E-008
Other Libraries in Japan
  • Subject HeadingCVM WTP Earthquake Insurance Risk Aversion Subjective Probability of Los...
  • Note (General)...ee of disaster risk aversion and subjective......rger degree of risk aversion.

Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China

Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
Digital文書・図像類
Bai, Zhidong, Li, Hua, McAleer, Michael, Wong, Wing-KeungInstitute of Economic Research, Kyoto University2012-06KIER Discussion Paper820
Available onlineOther Libraries in Japan
  • Subject HeadingStochastic dominance risk aversion risk seeking test statistic h...

Making the Case for a Low Intertemporal Elasticity of Substitution

Making the Case for a Low Intertemporal Elasticity of Substitution
Digital文書・図像類
Braun, R. Anton, Nakajima, TomoyukiInstitute of Economic Research, Kyoto University2011-10KIER Discussion Paper788
Available onlineOther Libraries in Japan
  • Subject HeadingUncertainty Intertemporal elasticity of substitution Risk aversion Business Cycles Growth

Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion

Market Variance Risk Premiums in Japan as Predictor Variables and Indicators of Risk Aversion
Digital文書・図像類
Ubukata, Masato, Watanabe, ToshiakiInstitute of Economic Research, Hitotsubashi University2011-12
Available onlineOther Libraries in Japan
  • Summary, etc....tor’s relative risk aversion. The main empirical findings ...
  • Subject Headingvariance risk premium predictability realized variance implied variance relative risk aversion

The Buy Price in Auctions with Discrete Type Distributions

The Buy Price in Auctions with Discrete Type Distributions
Digital文書・図像類
Inami, YusukeInstitute of Economic Research, Kyoto University2008-07KIER Discussion Paper657
Available onlineOther Libraries in Japan
  • Summary, etc....ypes, bidders' risk aversion is not a sufficient condition...
  • Subject HeadingAuction Buy price Risk aversion

Heterogeneous Beliefs in a Continuous-Time Model

Heterogeneous Beliefs in a Continuous-Time Model
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2010-03KIER Discussion Paper701
Available onlineOther Libraries in Japan
  • Summary, etc....equal relative risk aversion but heterogene......stant relative risk aversion is greater or smaller than on...
  • Subject Heading...stant relative risk aversion Ito's Lemma Girsanov's Theore...

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

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
Digital文書・図像類
Hara, Chiaki, Huang, James, Kuzmics, ChristophInstitute of Economic Research, Kyoto University2008-06KIER Discussion Paper654
Available onlineOther Libraries in Japan
  • Summary, etc....f the absolute risk aversion), which is the key determinan...
  • Subject HeadingRisk aversion risk tolerance cautiousness p...

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

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem
Digital文書・図像類
原, 千秋, Huang, James, Kuzmics, ChristophInstitute of Economic Research, Hitotsubashi University2008-03
Available onlineOther Libraries in Japan
  • Summary, etc....f the absolute risk aversion), which is the key determinan...
  • Subject HeadingRisk aversion risk tolerance cautiousness p...

Local Utility and Multivariate Risk Aversion

Local Utility and Multivariate Risk Aversion
Paper文書・図像類
Charpentier, Arthur, Galichon, Alfred, Henry, Marc日本経済国際共同センター2012-01Discussion paper series. CIRJE-FCIRJE-F-836
Other Libraries in Japan
  • Subject Headinglocal utility multivariate risk aversion multivariate rank dependent u...

Can Economic-Psychological Parameters Account for Smoking Status? : Time Preference, Risk Aversion, and Anomaly

Can Economic-Psychological Parameters Account for Smoking Status? : Time Preference, Risk Aversion, and Anomaly
Digital文書・図像類
依田, 高典京都大学大学院経済学研究科2009-06京都大学大学院経済学研究科Working Paper107
Available onlineOther Libraries in Japan
  • Summary, etc....rence rate and risk aversion coefficient—an......ity, while the risk aversion coefficient is negatively ass...
  • Subject Headingsmoking anomaly time preference rate risk aversion coefficient JEL Classificatio...

Anomaly, Impulsivity, and Addiction

Anomaly, Impulsivity, and Addiction
Digital文書・図像類
依田, 高典京都大学大学院経済学研究科2008-12京都大学大学院経済学研究科Working Paper100
Available onlineOther Libraries in Japan
  • Summary, etc....ates and lower risk aversion coefficients—parameters that ...
  • Subject Headinganomaly time preference risk aversion smoking gambling JEL classifi...