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| DCフィールド | 値 | 言語 |
|---|---|---|
| dc.contributor.author | Hara, Chiaki | en |
| dc.contributor.author | Huang, James | en |
| dc.contributor.author | Kuzmics, Christoph | en |
| dc.date.accessioned | 2010-10-26T03:03:36Z | - |
| dc.date.available | 2010-10-26T03:03:36Z | - |
| dc.date.issued | 2008-06 | - |
| dc.identifier.uri | http://hdl.handle.net/2433/129563 | - |
| dc.description.abstract | We provide necessary and sufficient conditions on an individual's expected utility function under which any zero-mean idiosyncratic risk increases cautiousness (the derivative of the reciprocal of the absolute risk aversion), which is the key determinant for this individual's demand for options and portfolio insurance. | en |
| dc.format.mimetype | application/pdf | - |
| dc.language.iso | eng | - |
| dc.publisher | Institute of Economic Research, Kyoto University | en |
| dc.publisher.alternative | 京都大学経済研究所 | ja |
| dc.subject | Risk aversion | en |
| dc.subject | risk tolerance | en |
| dc.subject | cautiousness | en |
| dc.subject | portfolio insurance | en |
| dc.subject | idiosyncratic risks | en |
| dc.subject | background risks | en |
| dc.subject | incomplete markets | en |
| dc.subject.ndc | 330 | - |
| dc.title | Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem | en |
| dc.type | research report | - |
| dc.type.niitype | Research Paper | - |
| dc.identifier.jtitle | KIER Discussion Paper | en |
| dc.identifier.volume | 654 | - |
| dc.textversion | author | - |
| dc.sortkey | 00654 | - |
| dc.relation.url | http://ideas.repec.org/p/kyo/wpaper/654.html | - |
| dcterms.accessRights | open access | - |
| 出現コレクション: | KIER Discussion Paper (英文版) | |
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