Coverart for item
The Resource The economics of risk and time, Christian Gollier

The economics of risk and time, Christian Gollier

Label
The economics of risk and time
Title
The economics of risk and time
Statement of responsibility
Christian Gollier
Creator
Subject
Language
eng
Cataloging source
DLC
http://library.link/vocab/creatorName
Gollier, Christian
Index
index present
LC call number
HG101
LC item number
.G65 2001
Literary form
non fiction
http://library.link/vocab/subjectName
  • Risk
  • Risk assessment
  • Risk management
  • Financial engineering
  • Finance
Label
The economics of risk and time, Christian Gollier
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
The 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 -- 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
Control code
982001030213
Dimensions
25 cm.
Extent
xx, 445 p.
Isbn
9780262072151
Lccn
2001030213
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Label
The economics of risk and time, Christian Gollier
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
The 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 -- 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
Control code
982001030213
Dimensions
25 cm.
Extent
xx, 445 p.
Isbn
9780262072151
Lccn
2001030213
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n

Library Locations

    • Sydney Jones LibraryBorrow it
      Chatham Street, Liverpool, L7 7BD, GB
      53.403069 -2.963723
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