Risk aversion and portfolio choice /
| Altri autori: | , , , , , , , |
|---|---|
| Natura: | Libro |
| Lingua: | Inglés |
| Pubblicazione: |
New York :
John Wiley & Sons,
c1967.
|
| Serie: | Monograph ;
19 |
| Soggetti: |
Sommario:
- 1. Liquidity preference as behavior towards risk / James Tobin.
- 2. Substitution and complementarity in the choice of risky assets / Shoichi Royama and Koichi Hamada.
- 3. Efficient portfólios with short Sales and margin holdings / Donald D. Hester.
- 4. Effects of alternative tax structures on individuals holdings of financial assets / Susan Lepper.
- 5. Stock market índices: a principal components analysis / George J. Feeney and Donald D. Hester.
- 6. The accumulation of risky capital: a sequential utility analysis / Edmund S. Phelps.
- 7. Estimating the utility of wealth from call options data / Richard N. Rosett.