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00562nam ac200205 k 4500
000003849791
20220101120000
ta
040518s2001 us 000 eng
▼a 0262072157
▼a 123456
▼c 123456
▼l WM4429
▼a HG101
▼a HG101
▼b G65
▼a Gollier,Christian
▼a The Economics of Risk and Time/
▼d Gollier,Christian
▼a Cambridge:
▼b MIT Press,
▼c 2001.
▼a 445p.;
▼c 24cm.
▼a Finance
▼a Financial engineering
▼a Risk
▼a Risk assessment
▼a Risk management
▼b US$50
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 0262072157 |
| 분류기호 : | HG101 |
| 개인저자 : | Gollier,Christian |
| 서명/저자사항 : | The Economics of Risk and Time/ Gollier,Christian |
| 발행사항 : | Cambridge: MIT Press, 2001. |
| 형태사항 : | 445p.; 24cm. |
| 언어 | 영어 |
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. Precautionalry Saving and Prudence
17. The Equilibrium Price of Time
18. The Liquidity Constraint
19. The Saving-Portfolio Problem
20. Disnetangling 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
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