Relative risk aversion and wealth dynamics

Information Sciences

Volumn 177, Issue 5, 2007, Pages 1222-1229

  Chen, Shu Heng ^a   Huang, Ya Chi ^b  

^a NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

^b LUNGHWA UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Agent based artificial stock markets; Blume Easley theorem; CRRA (constant relative risk aversion); Genetic algorithms; Risk preferences

Indexed keywords

COMPUTER SIMULATION; FINANCIAL DATA PROCESSING; GENETIC ALGORITHMS; RISK MANAGEMENT; RISK PERCEPTION;

AGENT BASED ARTIFICIAL STOCK MARKETS; BLUME EASLEY THEOREM; CONSTANT RELATIVE RISK AVERSION (CRRA); RISK PREFERENCES;

INDUSTRIAL ECONOMICS;

EID: 33845450686     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2006.08.007     Document Type: Article

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