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The economics of risk and time / Christian Gollier

Author
Gollier, Christian
Published
Cambridge, Mass. : MIT Press, [2001]
Copyright Date
©2001
Physical Description
xx, 444 pages : illustrations ; 24 cm

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Contents
The expected utility model -- Risk aversion -- Change in risk -- The standard portfolio problem -- The equilibrium price risk -- A hyperplane separation theorem -- Log-supermodularity -- Risk aversion with background risk -- The tempering effect of background risk -- Taking multiple risks -- The dynamic investment problem -- Special topics in dynamic finance -- The demand for contingent claims -- Risk on wealth -- Consumption under certainty -- Precautionary saving and prudence -- The equilibrium price of time -- The liquidity constraint -- The saving-portfolio problem -- Disentangling risk and time -- Efficient risk sharing -- The equilibrium price of risk and time -- Searching for the representative agent -- The value of information -- Decision making and information -- Information and equilibrium.
Subject(s)
ISBN
0262072157 (hc. : alk. paper)
Note
Description based on surrogate.
Bibliography Note
Includes bibliographical references (pages [428]-440) and index.
View MARC record | catkey: 2358502