风险和时间经济学(英文版)(推荐PDF349)内容简介
Contents
I General theory 11
1 The expected utilITy model 13
2 Some basic tools 23
3 Risk aversion 43
4 Change in risk 65
II The standard portfolio problem 79
5 The standard portfolio problem 81
6 The EQuilibrium price of risk 95
III Multiple risks 103
7 Risk aversion wITh background risk 105
8 The tempering effect of background risk 115
9 Taking multiple risks 131
10 Horizon length and portfolio risk 143
11 Special topics in dynamic finance 163
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I General theory 11
1 The expected utilITy model 13
2 Some basic tools 23
3 Risk aversion 43
4 Change in risk 65
II The standard portfolio problem 79
5 The standard portfolio problem 81
6 The EQuilibrium price of risk 95
III Multiple risks 103
7 Risk aversion wITh background risk 105
8 The tempering effect of background risk 115
9 Taking multiple risks 131
10 Horizon length and portfolio risk 143
11 Special topics in dynamic finance 163
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风险和时间经济学(英文版)(推荐PDF349)简介结束