The economics of risk and time
"This book updates and advances the theory of expected utility as applied to risk analysis and financial decision making. Von Neumann and Morgenstern pioneered the use of expected utility theory in the 1940s, but most utility functions used in financial management are still relatively simplisti...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Livre numérique |
| Sprache: | Anglais |
| Veröffentlicht: |
Cambridge, Massachusetts [etc.] :
The MIT Press
2004.
|
| Schlagworte: | |
| Online Zugang: | Accès Université Orléans et IFPM |
| Anmerkung: |
Titre provenant de la page de titre du document électronique Numérisation de l'édition de Cambridge, MA, USA : MIT Press, 2001 La pagination de l'édition imprimée correspondante est de 445 p. Cyberlibris (ScholarVox) corpus sciences économiques et gestion Type of computer file: Taille du fichier PDF : 4,15 MB |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • The economics of risk and time, Christian Gollier, 2001, Cambridge, Mass., The MIT Press, 1 vol. (XX-445 p.), 0-262-07215-7 |
| LEADER | 03094nam a22003497a 4500 | ||
|---|---|---|---|
| 001 | 644491 | ||
| 008 | 130625t20042001xxg ||| |||| 00| 0 eng d | ||
| 009 | PPN170258831 | ||
| 020 | |a 9780262274043 (PDF) | ||
| 041 | 0 | |a eng | |
| 100 | 1 | |a Gollier, Christian, |d 1961-...., |c économiste. | |
| 245 | 1 | 0 | |a The economics of risk and time |c Christian Gollier. |
| 256 | |a Données textuelles | ||
| 260 | |a Cambridge, Massachusetts [etc.] : |b The MIT Press, |c 2004. | ||
| 500 | |a Titre provenant de la page de titre du document électronique | ||
| 500 | |a Numérisation de l'édition de Cambridge, MA, USA : MIT Press, 2001 | ||
| 500 | |a La pagination de l'édition imprimée correspondante est de 445 p. | ||
| 500 | |a Cyberlibris (ScholarVox) corpus sciences économiques et gestion | ||
| 500 | |a Type of computer file: Taille du fichier PDF : 4,15 MB | ||
| 504 | |a Bibliogr. [429]-440. Notes bibliogr. Index | ||
| 506 | |a L'accès complet à la ressource est réservé aux usagers des établissements qui en ont fait l'acquisition | ||
| 520 | |a "This book updates and advances the theory of expected utility as applied to risk analysis and financial decision making. Von Neumann and Morgenstern pioneered the use of expected utility theory in the 1940s, but most utility functions used in financial management are still relatively simplistic and assume a mean-variance world. Taking into account recent advances in the economics of risk and uncertainty, this book focuses on richer applications of expected utility in finance, macroeconomics, and environmental economics. The book covers these topics: expected utility theory and related concepts; the standard portfolio problem of choice under uncertainty involving two different assets; P the basic hyperplane separation theorem and log-supermodular functions as technical tools for solving various decision-making problems under uncertainty; s choice involving multiple risks; the Arrow-Debreu portfolio problem; consumption and saving; the equilibrium price of risk and time in an Arrow-Debreu economy; and dynamic models of decision making when a flow of information on future risks is expected over time. The book is appropriate for both students and professionals. Concepts are presented intuitively as well as formally, and the theory is balanced by empirical considerations. Each chapter concludes with a problem set." | ||
| 650 | |a Finances |x Modèles mathématiques | ||
| 650 | |a Ingénierie financière | ||
| 650 | |a Risque | ||
| 650 | |a Évaluation du risque | ||
| 650 | |a Gestion du risque | ||
| 650 | |a Utilité (économie politique) | ||
| 650 | |a Couverture (finances) | ||
| 776 | 0 | |0 058579745 |t The economics of risk and time |f Christian Gollier |d 2001 |c Cambridge, Mass. |n The MIT Press |p 1 vol. (XX-445 p.) |z 0-262-07215-7 | |
| 856 | 4 | |5 452349901:728223155 |u https://ezproxy.univ-orleans.fr/login?url=https://univ.scholarvox.com/catalog/book/docid/88800274 |z Accès Université Orléans et IFPM | |
| 997 | |0 644491 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/ScholarVox (ebooks)/ | ||