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Decisiones De Consumo Y Portafolio Bajo Condiciones De Riesgo E Incertidumbre

Author

Listed:
  • Francisco Venegas-Martínez

    (Tecnológico de Monterrey, Campus Ciudad de México)

Abstract

La presente investigación presenta un modelo que describe el comportamiento de un consumidor-inversionista, adverso al riesgo, que toma decisiones de consumo y portafolio en un ambiente de riesgo e incertidumbre. Con el propósito de generar soluciones analíticamente tratables del problema de maximización de utilidad de un consumidor racional, la estructura de la economía se mantiene lo más simple posible. Se supone que en la economía está poblada por agentes idénticos de vida infinita, los cuales obtienen satisfacción por el consumo de un bien de carácter perecedero.

Suggested Citation

  • Francisco Venegas-Martínez, 2006. "Decisiones De Consumo Y Portafolio Bajo Condiciones De Riesgo E Incertidumbre," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 5(1), pages 3-11, Marzo 200.
    • Handle: RePEc:imx:journl:v:5:y:2006:i:1:p:3-11
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    File URL: http://www.remef.org.mx/index.php/primera/article/view/213
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    More about this item

    Keywords

    Stochastic modeling;

    JEL classification:

    • F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing

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