Link to the ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780262274043

Contents : 1 The expected utility model
2 Risk aversion
3 Change in risk
4 The standard portfolio problem
5 The equilibrium price of risk
6 A hyperplane separation theorem
7 Log-supermodularity
8 Risk aversion with background risk
9 The tempering effect of background risk 10 Taking multiple risks
11 The dynamic investment problem
12 Special topics in dynamic finance
13 The demand for contingent claims
14 Risk on wealth
15 Consumption under certainty
16 Precautionary saving and prudence
17 The equilibrium price of time
18 The liquidity constraint
19 The saving-portfolio problem
20 Disentangling risk and time
21 Efficient risk sharing
22 The equilibrium price of risk and time
23 Searching for the representative agent 24 The value of information
25 Decision making and information
26 Information and equilibrium
27 Epilogue

Language : English

Location : Nice Library

Material : Electronic

Statement : Présent

Owner : Bibliothèque