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検索結果 11 件

Regime Switching and Asset Allocation

Regime Switching and Asset Allocation
デジタル博士論文障害者向け資料あり
Shigeta, Yuki2016-09-23
インターネットで読める国立国会図書館全国の図書館
  • 件名Regime switching Asset allocation ambiguity aversion optimal switching mean-varian...

Comparative risk and ambiguity aversion: an experimental approach

Comparative risk and ambiguity aversion: an experimental approach
デジタル文書・図像類
Hayashi, Takashi, Wada, RyokoInstitute of Economic Research, Kyoto University2022-05KIER Discussion Paper1079p.1-[28]
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  • 要約等...k aversion and ambiguity aversion in the way tha...... the degree of ambiguity aversion, how the latter changes acros...
  • 件名C91 D81 Ambiguity aversion risk aversion comparative def...

Ambiguity Aversion and Individual Adaptation to Climate Change: Evidence from a Farmer Survey in Northeastern Thailand

Ambiguity Aversion and Individual Adaptation to Climate Change: Evidence from a Farmer Survey in Northeastern Thailand
デジタル文書・図像類
吉岡, 渚, 横尾, 英史, Saengavut, Voravee, Bumrungkit, SiraprapaGraduate School of Economics, Hitotsubashi University2020-08
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  • 件名ambiguity aversion climate change adaptation Tha...

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
デジタル文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2020-01-30KIER Discussion Paper1019p.1-28
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  • 要約等...results on the ambiguity aversion coefficients of the smooth am...
  • 件名Expected utility functions risk aversion ambiguity aversion smooth ambiguity model.

Arrow-Pratt-Type Measure of Ambiguity Aversion

Arrow-Pratt-Type Measure of Ambiguity Aversion
デジタル文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2023-09KIER Discussion Paper1097p.1-70
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  • 要約等We define a measure of ambiguity aversion for ambiguity-......of comparative ambiguity aversion, it allows us to compare ambiguity aversion between two utility functions...
  • 件名... risk aversion ambiguity aversion ambiguity premium matching pr...

Implied Ambiguity: Mean-Variance Efficiency and Pricing Errors

Implied Ambiguity: Mean-Variance Efficiency and Pricing Errors
デジタル文書・図像類
ハラ, チアキ, ホンダ, トシキInstitute of Economic Research, Kyoto University2018-10-09KIER Discussion Paper1004p.1-45
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  • 要約等...t the smallest ambiguity aversion coefficient fo......ed to find the ambiguity aversion implied by the U.S. equity ma...
  • 件名Ambiguity aversion optimal portfolio Sharpe rati...

Time discounting, ambiguity aversion, and preferences for future environmental policies : Evidence from discrete choice experiments

Time discounting, ambiguity aversion, and preferences for future environmental policies : Evidence from discrete choice experiments
紙文書・図像類
Hirata, Kenjiro, Ikeda, Shinsuke, Ikefuji, Masako, Kang, Myong-Il, Yamada, KatsunoriThe Institute of Social and Economic Research, Osaka University2017-09Institute of Social and Economic Research Discussion Papers1012p.1-32
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  • 件名Time discounting Ambiguity aversion Environmental policy Random u...

Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio

Mutual Fund Theorem for Ambiguity-Averse Investors and the Optimality of the Market Portfolio
デジタル文書・図像類
Hara, Chiaki, Honda, ToshikiInstitute of Economic Research, Kyoto University2016-06KIER Discussion Paper943
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  • 要約等...coefficient of ambiguity aversion with which the market portfol...
  • 件名Ambiguity aversion optimal portfolio mutual fund...

Ambiguity and loss aversion: The effect of the endowment and windfall losses on the willingness to pay for insurance

Ambiguity and loss aversion: The effect of the endowment and windfall losses on the willingness to pay for insurance
デジタル文書・図像類
中元, 康裕, 森, 知晴, 奥山, 尚子関西大学ソシオネットワーク戦略研究機構2020-04-02ソシオネットワーク戦略ディスカッションペーパーシリーズ = RISS Discussion Paper Series85p.1-32
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  • 件名損失回避 参照点 曖昧性回避 Ambiguity aversion Loss aversion Reference point...
  • 一般注記...es such as the ambiguity aversion model and prospect theory; on...

Asset Demand and Ambiguity Aversion

Asset Demand and Ambiguity Aversion
デジタル文書・図像類
Hara, Chiaki, Honda, ToshikiInstitute of Economic Research, Kyoto University2014-12KIER Discussion Paper911
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  • 要約等...dless of their ambiguity aversion. We prove that...... the degree of ambiguity aversion goes to infinity. We also int...
  • 件名Ambiguity aversion optimal portfolio 1/N portfol...

Incomplete Information Games with Multiple Priors

Incomplete Information Games with Multiple Priors
デジタル文書・図像類
Kajii, Atsushi, Ui, TakashiInstitute of Economic Research, Kyoto University2004-03KIER Discussion Paper583
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  • 件名incomplete information games multiple priors ambiguity aversion uncertainty aversion

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