Standard Risk Aversion and Efficient Risk Sharing
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More about this item
KeywordsStandard risk aversion; Efficient risk sharing; Background risk; Portfolio choice.;
- D70 - Microeconomics - - Analysis of Collective Decision-Making - - - General
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2018-05-21 (All new papers)
- NEP-MIC-2018-05-21 (Microeconomics)
- NEP-RMG-2018-05-21 (Risk Management)
- NEP-UPT-2018-05-21 (Utility Models & Prospect Theory)
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