Risk aversion heterogeneity and the investment-uncertainty relationship: a closed-form formulation

Gianluca Femminis

Risk aversion heterogeneity and the investment-uncertainty relationship: a closed-form formulation

Risultato della ricerca: Contributo in rivista › Articolo › peer review

Abstract

A simple, dynamic, general-equilibrium model of savings and investment is populated by agents with Kreps-Porteus preferences.

Lingua originale	Inglese
pagine (da-a)	275-300
Numero di pagine	26
Rivista	Rivista Internazionale di Scienze Sociali
Volume	CXXII
Stato di pubblicazione	Pubblicato - 2014

Keywords

Aggregate investment
heterogeneity
risk aversion
volatility

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title = "Risk aversion heterogeneity and the investment-uncertainty relationship: a closed-form formulation",

abstract = "A simple, dynamic, general-equilibrium model of savings and investment is populated by agents with Kreps-Porteus preferences.",

keywords = "Aggregate investment, heterogeneity, risk aversion, volatility, Aggregate investment, heterogeneity, risk aversion, volatility",

author = "Gianluca Femminis",

year = "2014",

language = "English",

volume = "CXXII",

pages = "275--300",

journal = "Rivista Internazionale di Scienze Sociali",

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AU - Femminis, Gianluca

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AB - A simple, dynamic, general-equilibrium model of savings and investment is populated by agents with Kreps-Porteus preferences.

KW - Aggregate investment

KW - heterogeneity

KW - risk aversion

KW - volatility

KW - Aggregate investment

KW - heterogeneity

KW - risk aversion

KW - volatility

UR - http://hdl.handle.net/10807/65401

M3 - Article

SN - 0035-676X

VL - CXXII

SP - 275

EP - 300

JO - Rivista Internazionale di Scienze Sociali

JF - Rivista Internazionale di Scienze Sociali

ER -

Risk aversion heterogeneity and the investment-uncertainty relationship: a closed-form formulation

Abstract

Keywords

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