메뉴 건너뛰기
OR Spektrum
Volumn 22, Issue 4, 2000, Pages 491-499
A note on indifference curves in the (μ, σ)-space
Author keywords

( , ) criterion; Increasing absolute risk aversion; Linear distribution classes
Indexed keywords

EID: 0442265113     PISSN: 01716468     EISSN: None     Source Type: Journal    
DOI: 10.1007/s002910000047     Document Type: Article
Times cited : (3)
References (26)
  • 1
    • 0002744251 scopus 로고
    • Risk, return and utility
    • Bell DE (1995) Risk, return and utility. Management Science 41: 23-30
    • (1995) Management Science , vol.41 , pp. 23-30
    • Bell, D.E.1
  • 3
    • 46549100055 scopus 로고
    • Self-insurance, self-protection and increased risk aversion
    • Dionne G, Eeckhoudt L (1985) Self-insurance, self-protection and increased risk aversion. Economic Letters 17: 39-42
    • (1985) Economic Letters , vol.17 , pp. 39-42
    • Dionne, G.1    Eeckhoudt, L.2
  • 4
    • 0031285258 scopus 로고    scopus 로고
    • Willingness to pay, the risk premium and risk aversion
    • Eeckhoudt L, Godfroid Ph, Gollier C (1997) Willingness to pay, the risk premium and risk aversion. Economic Letters 55: 355-360
    • (1997) Economic Letters , vol.55 , pp. 355-360
    • Eeckhoudt, L.1    Godfroid, P.2    Gollier, C.3
  • 5
    • 0001210340 scopus 로고
    • Market insurance, self-insurance and self-protection
    • Ehrlich I, Becker GS (1972) Market insurance, self-insurance and self-protection. Journal of Political Economy 80: 623-648
    • (1972) Journal of Political Economy , vol.80 , pp. 623-648
    • Ehrlich, I.1    Becker, G.S.2
  • 7
    • 84989675210 scopus 로고
    • Utility assessment procedures for polynomial-exponential functions
    • Farquhar PH, Nakamura Y (1987) Utility assessment procedures for polynomial-exponential functions. Naval Research Logistics 35: 597-613
    • (1987) Naval Research Logistics , vol.35 , pp. 597-613
    • Farquhar, P.H.1    Nakamura, Y.2
  • 9
    • 0033456421 scopus 로고    scopus 로고
    • Insuring and u‴ (y)
    • Hartwick JM (1999) Insuring and u‴ (y). Economic Letters 65: 205-212
    • (1999) Economic Letters , vol.65 , pp. 205-212
    • Hartwick, J.M.1
  • 10
    • 0000624306 scopus 로고
    • Comparison of alternative utility functions in portfolio selection problems
    • Kallberg JG, Ziemba WT (1983) Comparison of alternative utility functions in portfolio selection problems. Management Science 29: 1257-1276
    • (1983) Management Science , vol.29 , pp. 1257-1276
    • Kallberg, J.G.1    Ziemba, W.T.2
  • 11
    • 0442289251 scopus 로고
    • Versicherungsangebot und Selbstbeteiligung: Eine finanztheoretische Analyse
    • Kotsch H (1995) Versicherungsangebot und Selbstbeteiligung: Eine finanztheoretische Analyse. Zeitschrift für die gesamte Versicherungswissenschaft 84: 247-260
    • (1995) Zeitschrift für Die Gesamte Versicherungswissenschaft , vol.84 , pp. 247-260
    • Kotsch, H.1
  • 12
    • 0000571606 scopus 로고
    • An empirical test of utility versus profit maximization in agricultural production
    • Lin WR, Dean GW, Moore CV (1974) An empirical test of utility versus profit maximization in agricultural production. American Journal of Agricultural Economics 56: 497-508
    • (1974) American Journal of Agricultural Economics , vol.56 , pp. 497-508
    • Lin, W.R.1    Dean, G.W.2    Moore, C.V.3
  • 14
    • 0000026586 scopus 로고
    • Two-moment decision models and expected utility maximization
    • Meyer J (1987) Two-moment decision models and expected utility maximization. American Economic Review 77: 421-430
    • (1987) American Economic Review , vol.77 , pp. 421-430
    • Meyer, J.1
  • 15
    • 0002083893 scopus 로고
    • On the theory of the competitive firm under price uncertainty
    • Sandmo A (1971) On the theory of the competitive firm under price uncertainty. American Economic Review 61: 65-73
    • (1971) American Economic Review , vol.61 , pp. 65-73
    • Sandmo, A.1
  • 17
    • 0011634504 scopus 로고
    • The role of risk aversion in the capital asset pricing model
    • Schneeweiß H (1994) The role of risk aversion in the capital asset pricing model. OR Spektrum 16: 169-173
    • (1994) OR Spektrum , vol.16 , pp. 169-173
    • Schneeweiß, H.1
  • 18
    • 84977397409 scopus 로고
    • On the direction of preference for moments of higher order than the variance
    • Scott RC, Horvath PA (1980) On the direction of preference for moments of higher order than the variance. Journal of Finance 35: 915-919
    • (1980) Journal of Finance , vol.35 , pp. 915-919
    • Scott, R.C.1    Horvath, P.A.2
  • 19
    • 84980092818 scopus 로고
    • Capital asset prices: A theory of market equilibrium under conditions of risk
    • Sharpe WF (1964) Capital asset prices: a theory of market equilibrium under conditions of risk. Journal of Finance 19: 425-442
    • (1964) Journal of Finance , vol.19 , pp. 425-442
    • Sharpe, W.F.1
  • 23
    • 0010048394 scopus 로고
    • Expected utility, μ,-σ preferences, and linear distribution classes: A further result
    • Sinn H-W (1990) Expected utility, μ,-σ preferences, and linear distribution classes: a further result. Journal of Risk and Uncertainty 3: 277-281
    • (1990) Journal of Risk and Uncertainty , vol.3 , pp. 277-281
    • Sinn, H.-W.1
  • 25
    • 84963108002 scopus 로고
    • Liquidity preference as behavior towards risk
    • Tobin J (1958) Liquidity preference as behavior towards risk. Review of Economic Studies 25: 65-86
    • (1958) Review of Economic Studies , vol.25 , pp. 65-86
    • Tobin, J.1
  • 26
    • 0001636721 scopus 로고
    • The recovery of risk preferences from actual choices
    • Wolf C, Pohlman L (1983) The recovery of risk preferences from actual choices. Econometrica 51: 843-849
    • (1983) Econometrica , vol.51 , pp. 843-849
    • Wolf, C.1    Pohlman, L.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.