南京大学经济学院文库/从资产组合决策推断风险规避:INFERRING RISK AVERSION FROM THE PORTFOLIO DECISION
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作 者：刘德溯 著
分类号：
ISBN：9787305157448
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简介
本书内容包括：**章引言。第二章文献回顾。第三章关注未被资本化的将来收入，并研究消费的风险规避斜率。第四章研究如何从单一的资产组合决策推断投资者财富的风险规避程度。
目录
Chapter One
Introduction
Chapter Two
Literature Review
2.1 Theoretical Analysis
2.2 Recent Empirical Evidence
Chapter Three
Uncapitalized Future Income
3.1 Introduction
3.2 A Two—period Model and the Main Finding
3.3 An Infinite Horizon Model
3.4 Discussion
Appendix
Chapter Four
Inferring Risk Aversion Using One Portfolio Decision
4.1 Introduction
4.2 Inferring Risk Aversion in the Small
4.3 Inferring Risk Aversion in the Large
4.4 Inferring Risk Aversion in the Large Using Functional Formsfor Utility
4.5 Numerical Solutions
4.6 Conclusion
Chapter Five
Reinterpretation of Recent Empirical Evidence
5.1 Introduction
5.2Friend and Blume （1975）
5.3Chiappori and Paiella （2011）
5.4 Brunnermeier and Nagel （2008）
5.5Summary and Discussion
References
Postscript
Introduction
Chapter Two
Literature Review
2.1 Theoretical Analysis
2.2 Recent Empirical Evidence
Chapter Three
Uncapitalized Future Income
3.1 Introduction
3.2 A Two—period Model and the Main Finding
3.3 An Infinite Horizon Model
3.4 Discussion
Appendix
Chapter Four
Inferring Risk Aversion Using One Portfolio Decision
4.1 Introduction
4.2 Inferring Risk Aversion in the Small
4.3 Inferring Risk Aversion in the Large
4.4 Inferring Risk Aversion in the Large Using Functional Formsfor Utility
4.5 Numerical Solutions
4.6 Conclusion
Chapter Five
Reinterpretation of Recent Empirical Evidence
5.1 Introduction
5.2Friend and Blume （1975）
5.3Chiappori and Paiella （2011）
5.4 Brunnermeier and Nagel （2008）
5.5Summary and Discussion
References
Postscript
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