THEORY OF OPTION STRATEGY UNDER RISK AVERSION

被引：7
|
作者：
HAUSMAN, WH
WHITE, WL
机构：
来源：
JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1968年 / 3卷 / 03期
关键词：
D O I：
10.2307/2329818
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：343 / 358
页数：16
相关论文
共 50 条
  • [41] Gender, risk aversion, and the "COVID" grading option in a principles of economics course
    Trost, Steve
    Wooten, Jadrian
    APPLIED ECONOMICS LETTERS, 2024, 31 (20) : 2219 - 2222
  • [42] A theory of price adjustment under loss aversion
    Ahrens, Steffen
    Pirschel, Inske
    Snower, Dennis J.
    JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION, 2017, 134 : 78 - 95
  • [43] Characterizations of risk aversion in cumulative prospect theory
    Mao, Tiantian
    Yang, Fan
    MATHEMATICS AND FINANCIAL ECONOMICS, 2019, 13 (02) : 303 - 328
  • [44] Characterizations of risk aversion in cumulative prospect theory
    Tiantian Mao
    Fan Yang
    Mathematics and Financial Economics, 2019, 13 : 303 - 328
  • [45] Single-Option Aversion
    Mochon, Daniel
    JOURNAL OF CONSUMER RESEARCH, 2013, 40 (03) : 555 - 566
  • [46] Option theory and modeling under uncertainty
    Christiansen, DS
    Wallace, SW
    ANNALS OF OPERATIONS RESEARCH, 1998, 82 (0) : 59 - 82
  • [47] Option theory and modeling under uncertainty
    Daniel S. Christiansen
    Stein W. Wallace
    Annals of Operations Research, 1998, 82 : 59 - 82
  • [48] Collusion Under Risk Aversion and Fixed Costs
    Bernhardt, Dan
    Rastad, Mahdi
    JOURNAL OF INDUSTRIAL ECONOMICS, 2016, 64 (04): : 808 - 834
  • [49] Tax neutrality under irreversibility and risk aversion
    Niemann, R
    Sureth, C
    ECONOMICS LETTERS, 2004, 84 (01) : 43 - 47
  • [50] Value-at-risk under ambiguity aversion
    Rossella Agliardi
    Financial Innovation, 4
12345