CHRISTIAN GOLLIER THE ECONOMICS OF RISK AND TIME PDF
By Christian Gollier; Abstract: This book updates and advances the theory of expected utility as applied to risk analysis and financial decision. Taking into account recent advances in the economics of risk and uncertainty, equilibrium price of risk and time in an Arrow-Debreu economy; and dynamic. The Economics of Risk and Time. Christian Gollier. The MIT Press. Cambridge An Application: The Cost of Macroeconomic. Risks Conclusion
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The Review of Financial Studies 10 4, Check out the top books of the year on our page Best Books of They cover both classical expected utility approach and its non-expected utility generalizations, with applications to dynamic portfolio choices, insurance, risk sharing, and risk prevention. How should the distant future be discounted when discount rates are uncertain? Email address for updates. Exonomics Risk and Time.
The Economics of Governance Donald Wittman.
Epstein and Stephen Chriztian. Description The compilation of ground-breaking papers contained chrisstian this collection offers a complete description of the evolution of knowledge in the economics of risk and time, from its early twentieth-century explorations to its current diversity of approaches. New articles related to this author’s research. Aggregation of heterogeneous time preferences C Gollier, R Zeckhauser Journal of political Economy 4chrisstian, Scientific progress and irreversibility: Decision theory under uncertainty climate change economics insurance economics asset pricing.
Prefaced by an original introduction from the editor, this collection will be valuable for scholars in finance and macroeconomics, particularly those with an interest in the modeling foundations of consumer and investor decisions under uncertainty.
Journal of the Econometric Society, Intergenerational risk-sharing and risk-taking risi a pension fund C Gollier Journal of Public Economics 92, They cover both classical expected utility approach and its non-expected utility generalizations, with applications to dynamic portfolio choices, insurance, risk sharing, and risk prevention.
The Economics of Risk and Time | TSE
The book covers these topics: Get my own profile Cited by View all All Since Citations h-index 56 37 iindex Prefaced by an original introduction from the editor, this collection will be valuable for scholars in finance and macroeconomics, particularly those with an interest in the modeling foundations of consumer and investor decisions under uncertainty. Arrow and Anthony C.
Their combined citations are counted only for the first article. The Equilibrium Price of Time. This book updates and advances the theory chrsitian expected utility as applied to risk analysis and financial decision making. Concepts are presented intuitively as well as formally, and the theory is balanced by empirical considerations. Each chapter concludes with a problem set.
The Economics of Risk and Uncertainty
The Best Books of Pricing the Planet’s Future Christian Gollier. The Expected Utility Model.
This “Cited by” count includes citations to the following articles in Scholar. Milton Friedman and L. The Standard Portfolio Problem.
Contents The Expected Utility Model. Skickas inom vardagar. The Economics of Risk and Time.