The economics of risk and time /

Guardado en:
Detalles Bibliográficos
Autor principal: Gollier, Christian
Formato: Libro
Lenguaje:Inglés
Publicado: Cambridge, Mass. : MIT Press, c2001.
Materias:
Finance.
Financial engineering.
Risk.
Risk assessment.
Risk management.
Aporte de:Registro referencial: Solicitar el recurso aquí
Biblioteca Max von Buch (UdeSA) de Universidad de San Andrés
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100 1 |a Gollier, Christian. 
245 1 4 |a The economics of risk and time /  |c Christian Gollier. 
260 |a Cambridge, Mass. :  |b MIT Press,  |c c2001. 
300 |a xx, 444 p. :  |b ill. ;  |c 24 cm. 
504 |a Includes bibliographical references (p. [428]-440) and index. 
505 0 |a Expected utility model -- Risk aversion -- Change in risk -- The standard portfolio problem -- The equilibrium price risk -- A hyperplane separation theorem -- Log-supermodularity -- Risk aversion with background risk -- The tempering effect of background risk -- Taking multiple risks -- The dynamic investment problem -- Special topics in dynamic finance -- The demand for contingent claims -- Risk on wealth -- 
505 0 |a Consumption under certainty -- Precautionary saving and prudence -- The equilibrium price of time -- The liquidity constraint -- The saving-portfolio problem -- Disentangling risk and time -- Efficient risk sharing -- The equilibrium price of risk and time -- Searching for the representative agent -- The value of information -- Decision making and information -- Information and equilibrium. 
650 0 |a Finance. 
650 0 |a Financial engineering. 
650 0 |a Risk. 
650 0 |a Risk assessment. 
650 0 |a Risk management. 

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