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A NOTE ON RISK PREMIUMS WITH RANDOM INITIAL WEALTH
被引:7
作者
:
DOHERTY, NA
论文数:
0
引用数:
0
h-index:
0
机构:
INT INST MANAGEMENT,BERLIN,FED REP GER
INT INST MANAGEMENT,BERLIN,FED REP GER
DOHERTY, NA
[
1
]
SCHLESINGER, H
论文数:
0
引用数:
0
h-index:
0
机构:
INT INST MANAGEMENT,BERLIN,FED REP GER
INT INST MANAGEMENT,BERLIN,FED REP GER
SCHLESINGER, H
[
1
]
机构
:
[1]
INT INST MANAGEMENT,BERLIN,FED REP GER
来源
:
INSURANCE MATHEMATICS & ECONOMICS
|
1986年
/ 5卷
/ 03期
关键词
:
D O I
:
10.1016/0167-6687(86)90030-2
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:183 / 185
页数:3
相关论文
共 7 条
[1]
RISK-AVERSION WITH RANDOM INITIAL WEALTH
[J].
KIHLSTROM, RE
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08540
PRINCETON UNIV,PRINCETON,NJ 08540
KIHLSTROM, RE
;
ROMER, D
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08540
PRINCETON UNIV,PRINCETON,NJ 08540
ROMER, D
;
WILLIAMS, S
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08540
PRINCETON UNIV,PRINCETON,NJ 08540
WILLIAMS, S
.
ECONOMETRICA,
1981,
49
(04)
:911
-920
[2]
PORTFOLIO SELECTION
[J].
Markowitz, Harry
论文数:
0
引用数:
0
h-index:
0
Markowitz, Harry
.
JOURNAL OF FINANCE,
1952,
7
(01)
:77
-91
[3]
PRESERVATION OF MORE RISK AVERSE UNDER EXPECTATIONS
[J].
NACHMAN, DC
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10006
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10006
NACHMAN, DC
.
JOURNAL OF ECONOMIC THEORY,
1982,
28
(02)
:361
-368
[4]
PRATT J, 1982, UNPUB AVERSION ONE R
[5]
RISK-AVERSION IN THE SMALL AND IN THE LARGE
[J].
PRATT, JW
论文数:
0
引用数:
0
h-index:
0
PRATT, JW
.
ECONOMETRICA,
1964,
32
(1-2)
:122
-136
[6]
SOME STRONGER MEASURES OF RISK-AVERSION IN THE SMALL AND THE LARGE WITH APPLICATIONS
[J].
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
.
ECONOMETRICA,
1981,
49
(03)
:621
-638
[7]
INCREASING RISK .1. DEFINITION
[J].
ROTHSCHILD, M
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN,NEW HAVEN,CT 06520
ROTHSCHILD, M
;
STIGLITZ, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN,NEW HAVEN,CT 06520
STIGLITZ, JE
.
JOURNAL OF ECONOMIC THEORY,
1970,
2
(03)
:225
-243
←
1
→
共 7 条
[1]
RISK-AVERSION WITH RANDOM INITIAL WEALTH
[J].
KIHLSTROM, RE
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08540
PRINCETON UNIV,PRINCETON,NJ 08540
KIHLSTROM, RE
;
ROMER, D
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08540
PRINCETON UNIV,PRINCETON,NJ 08540
ROMER, D
;
WILLIAMS, S
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08540
PRINCETON UNIV,PRINCETON,NJ 08540
WILLIAMS, S
.
ECONOMETRICA,
1981,
49
(04)
:911
-920
[2]
PORTFOLIO SELECTION
[J].
Markowitz, Harry
论文数:
0
引用数:
0
h-index:
0
Markowitz, Harry
.
JOURNAL OF FINANCE,
1952,
7
(01)
:77
-91
[3]
PRESERVATION OF MORE RISK AVERSE UNDER EXPECTATIONS
[J].
NACHMAN, DC
论文数:
0
引用数:
0
h-index:
0
机构:
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10006
NYU,GRAD SCH BUSINESS ADM,NEW YORK,NY 10006
NACHMAN, DC
.
JOURNAL OF ECONOMIC THEORY,
1982,
28
(02)
:361
-368
[4]
PRATT J, 1982, UNPUB AVERSION ONE R
[5]
RISK-AVERSION IN THE SMALL AND IN THE LARGE
[J].
PRATT, JW
论文数:
0
引用数:
0
h-index:
0
PRATT, JW
.
ECONOMETRICA,
1964,
32
(1-2)
:122
-136
[6]
SOME STRONGER MEASURES OF RISK-AVERSION IN THE SMALL AND THE LARGE WITH APPLICATIONS
[J].
ROSS, SA
论文数:
0
引用数:
0
h-index:
0
ROSS, SA
.
ECONOMETRICA,
1981,
49
(03)
:621
-638
[7]
INCREASING RISK .1. DEFINITION
[J].
ROTHSCHILD, M
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN,NEW HAVEN,CT 06520
ROTHSCHILD, M
;
STIGLITZ, JE
论文数:
0
引用数:
0
h-index:
0
机构:
YALE UNIV,COWLES FDN,NEW HAVEN,CT 06520
STIGLITZ, JE
.
JOURNAL OF ECONOMIC THEORY,
1970,
2
(03)
:225
-243
←
1
→