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- Hyperbolic_absolute_risk_aversion abstract "In finance, economics, and decision theory, hyperbolic absolute risk aversion (HARA) refers to a type of risk aversion that is particularly convenient to model mathematically and to obtain empirical predictions from. It refers specifically to a property of von Neumann–Morgenstern utility functions, which are typically functions of final wealth (or some related variable), and which describe a decision-maker's degree of satisfaction with the outcome for wealth. The final outcome for wealth is affected both by random variables and by decisions. Decision-makers are assumed to make their decisions (such as, for example, portfolio allocations) so as to maximize the expected value of the utility function.Notable special cases of HARA utility functions include the quadratic utility function, the exponential utility function, and the isoelastic utility function.".
- Hyperbolic_absolute_risk_aversion wikiPageExternalLink papers.cfm?abstract_id=2354226.
- Hyperbolic_absolute_risk_aversion wikiPageID "27889285".
- Hyperbolic_absolute_risk_aversion wikiPageLength "9405".
- Hyperbolic_absolute_risk_aversion wikiPageOutDegree "32".
- Hyperbolic_absolute_risk_aversion wikiPageRevisionID "656791400".
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Autocorrelation.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Capital_asset_pricing_model.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Category:Decision_theory.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Category:Economics.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Category:Finance.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Category:Utility_function_types.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Decision_theory.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Economic_equilibrium.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Economics.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Expected_value.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Exponential_utility.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Finance.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Independent_and_identically_distributed_random_variables.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Isoelastic_utility.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink LHxc3xb4pitals_rule.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Modern_portfolio_theory.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Multiplicative_inverse.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Mutual_fund_separation_theorem.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Random_variable.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Risk-free_interest_rate.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Risk_aversion.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Risk_neutral.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Special_case.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink State_prices.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Von_Neumann–Morgenstern_utility_theorem.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLink Wiener_process.
- Hyperbolic_absolute_risk_aversion wikiPageWikiLinkText "HARA".
- Hyperbolic_absolute_risk_aversion wikiPageWikiLinkText "Hyperbolic absolute risk aversion".
- Hyperbolic_absolute_risk_aversion wikiPageWikiLinkText "hyperbolic absolute risk aversion".
- Hyperbolic_absolute_risk_aversion wikiPageUsesTemplate Template:Main.
- Hyperbolic_absolute_risk_aversion wikiPageUsesTemplate Template:Reflist.
- Hyperbolic_absolute_risk_aversion wikiPageUsesTemplate Template:Rp.
- Hyperbolic_absolute_risk_aversion subject Category:Decision_theory.
- Hyperbolic_absolute_risk_aversion subject Category:Economics.
- Hyperbolic_absolute_risk_aversion subject Category:Finance.
- Hyperbolic_absolute_risk_aversion subject Category:Utility_function_types.
- Hyperbolic_absolute_risk_aversion type Concept.
- Hyperbolic_absolute_risk_aversion type Science.
- Hyperbolic_absolute_risk_aversion comment "In finance, economics, and decision theory, hyperbolic absolute risk aversion (HARA) refers to a type of risk aversion that is particularly convenient to model mathematically and to obtain empirical predictions from. It refers specifically to a property of von Neumann–Morgenstern utility functions, which are typically functions of final wealth (or some related variable), and which describe a decision-maker's degree of satisfaction with the outcome for wealth.".
- Hyperbolic_absolute_risk_aversion label "Hyperbolic absolute risk aversion".
- Hyperbolic_absolute_risk_aversion sameAs Q5957779.
- Hyperbolic_absolute_risk_aversion sameAs m.0g53yzx.
- Hyperbolic_absolute_risk_aversion sameAs Q5957779.
- Hyperbolic_absolute_risk_aversion wasDerivedFrom Hyperbolic_absolute_risk_aversion?oldid=656791400.
- Hyperbolic_absolute_risk_aversion isPrimaryTopicOf Hyperbolic_absolute_risk_aversion.