메뉴 건너뛰기




Volumn 38, Issue 3, 1999, Pages 357-363

Risk-aversion and the uncertainty-investment relationship: A note

Author keywords

D92; E22; Expected utility maximization; Investment; Risk aversion; Uncertainty

Indexed keywords


EID: 0001553137     PISSN: 01672681     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-2681(99)00015-3     Document Type: Article
Times cited : (41)

References (11)
  • 1
    • 0001537962 scopus 로고
    • Optimal investment under uncertainty
    • Abel A.B. Optimal investment under uncertainty. American Economic Review. 73:1983;229-233.
    • (1983) American Economic Review , vol.73 , pp. 229-233
    • Abel, A.B.1
  • 2
    • 77957026226 scopus 로고
    • Consumption and investment
    • In: Friedman, B.M., Hahn, F.H. (Eds.) North-Holland, Amsterdam
    • Abel, A.B., 1990. Consumption and investment, In: Friedman, B.M., Hahn, F.H. (Eds.), Handbook of Monetary Economics, vol. 1, North-Holland, Amsterdam, pp. 725-778.
    • (1990) Handbook of Monetary Economics , vol.1 , pp. 725-778
    • Abel, A.B.1
  • 3
    • 0001320055 scopus 로고
    • A unified model of investment under uncertainty
    • Abel A.B., Eberly J.C. A unified model of investment under uncertainty. American Economic Review. 84:1994;1369-1384.
    • (1994) American Economic Review , vol.84 , pp. 1369-1384
    • Abel, A.B.1    Eberly, J.C.2
  • 4
    • 0040727685 scopus 로고
    • Optimal capital policy, the cost of capital, and myopic decision rules
    • Arrow K.J. Optimal capital policy, the cost of capital, and myopic decision rules. Annals of the Institute of Statistical Mathematics. 16:1964;21-30.
    • (1964) Annals of the Institute of Statistical Mathematics , vol.16 , pp. 21-30
    • Arrow, K.J.1
  • 5
    • 21144477636 scopus 로고
    • The impact of uncertainty on aggregate investment spending: An empirical analysis
    • Ferderer J.P. The impact of uncertainty on aggregate investment spending: An empirical analysis. Journal of Money, Credit, and Banking. 25:1993;30-48.
    • (1993) Journal of Money, Credit, and Banking , vol.25 , pp. 30-48
    • Ferderer, J.P.1
  • 6
    • 0000134506 scopus 로고
    • On the sign of the investment-uncertainty relationship
    • Caballero R.J. On the sign of the investment-uncertainty relationship. American Economic Review. 81:1991;279-288.
    • (1991) American Economic Review , vol.81 , pp. 279-288
    • Caballero, R.J.1
  • 7
    • 0001339668 scopus 로고
    • The effects of price and cost uncertainty on investment
    • Hartman R. The effects of price and cost uncertainty on investment. Journal of Economic Theory. 5:1972;258-266.
    • (1972) Journal of Economic Theory , vol.5 , pp. 258-266
    • Hartman, R.1
  • 11
    • 0000888844 scopus 로고
    • Irreversible investment, capacity choice, and the value of the firm
    • Pindyck R.S. Irreversible investment, capacity choice, and the value of the firm. American Economic Review. 78:1988;969-985.
    • (1988) American Economic Review , vol.78 , pp. 969-985
    • Pindyck, R.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.