Beyond the Risk Neutral Utility Function

This paper contains a survey and overview of the research recently completed by the authors on the extension of Divisia monetary aggregation to include risk aversion.

Year of publication:	1996-02-13
Authors:	Barnett, William A. ; Liu, Yi
Institutions:	EconWPA
Subject:	money index risk Divisia aggregation

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Extent:	application/pdf text/html application/postscript
Series:	Macroeconomics.
Type of publication:	Book / Working Paper
Notes:	Type of Document - Microsoft Word; prepared on Macintosh; to print on PostScript; pages: 22 ; figures: none. We presented this paper at the conference on Divisia Monetary Aggregation held at the University of Mississippi. The paper will appear in the proceedings volume, to be published by Macmillan. The editor of the forthcoming volume is Michael Belongia. 22 pages
Classification:	E41 - Demand for Money ; G12 - Asset Pricing ; C43 - Index Numbers and Aggregation ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

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