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Sicherheitsäquivalent, Risikoabschlag und Wert einer stochastischen Zielgröße · Study

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ChapterSicherheitsäquivalent, Risikoabschlag und Wert einer stochastischen Zielgröße

Helmut Laux1998

Chapter1998

Sicherheitsäquivalent, Risikoabschlag und Wert einer stochastischen Zielgröße

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Decision-Making and Behavioral Economics Capital Investment and Risk Analysis Risk and Portfolio Optimization

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1964Risk Aversion in the Small and in the Large 1976Risk Aversion in the Small and in the Large 1998Risikoteilung, Anreiz und Kapitalmarkt 1974Entscheidungen unter Risiko

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1976The arbitrage theory of capital asset pricingarticle · 2 shared references 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]chapter · 2 shared references 1970On the measurement of inequalityarticle · 2 shared references 2002Risk Aversion and Incentive Effectsarticle · 2 shared references 2002A domain‐specific risk‐attitude scale: measuring risk perceptions and risk behaviorsarticle · 2 shared references

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Year1998

Typechapter

Published1998-01-01

VenueSpringer-Lehrbuch

ISSN-L0937-7433

Languagede

Citations0

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.1007/978-3-662-00210-0_7

openalex_workW1763234136

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1979An intertemporal asset pricing model with stochastic consumption and investment opportunitiesarticle · 2 shared references