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  • Search: subject:"Inner rate of risk aversion"
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Year of publication
Subject
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Risikoaversion 6 Risk aversion 6 Theorie 5 Theory 5 Portfolio selection 4 Portfolio-Management 4 Utility indifference pricing 4 Index 3 Index number 3 Inner rate of risk aversion 3 Risiko 3 Risk 3 Börsenkurs 2 CAPM 2 Capital income 2 Inner rate of risk aversion (IRRA) 2 Kapitaleinkommen 2 Measurement 2 Messung 2 Performance measure 2 Performance measurement 2 Performance-Messung 2 Risk averse 2 Risk loving 2 Risk sensitive value measure (RSVM) 2 Share price 2 Sharpe ratio 2 Aggressiveness index 1 Aumann-Serrano index 1 Aumann-Serrano performance index 1 Betriebliche Kennzahl 1 Both sensitive value measure (BSVM) 1 Erwartungsnutzen 1 Expected utility 1 Financial analysis 1 Financial ratio 1 Finanzanalyse 1 Immobilienfonds 1 Investment selection 1 Japan 1
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Online availability
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Undetermined 6
Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6
Language
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English 6
Author
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Hodoshima, Jiro 4 Miyahara, Yoshio 3
Published in...
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Asia Pacific financial markets 2 Empirical economics : a quarterly journal of the Institute for Advanced Studies 1 Finance research letters 1 Journal of mathematical economics 1 Quantitative finance 1
Source
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ECONIS (ZBW) 6
Showing 1 - 6 of 6
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Both sensitive value measure and its applications
Miyahara, Yoshio - In: Asia Pacific financial markets 29 (2022) 2, pp. 357-379
Persistent link: https://www.econbiz.de/10013260077
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Evaluation of performance of stock and real estate investment trust markets in Japan
Hodoshima, Jiro - In: Empirical economics : a quarterly journal of the … 61 (2021) 1, pp. 101-120
Persistent link: https://www.econbiz.de/10012585880
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The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Hodoshima, Jiro - In: Finance research letters 39 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
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Inner rate of risk aversion (IRRA) and its applications to investment selection
Miyahara, Yoshio - In: Asia Pacific financial markets 27 (2020) 2, pp. 193-212
Persistent link: https://www.econbiz.de/10012222399
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Utility indifference pricing and the Aumann-Serrano performance index
Hodoshima, Jiro; Miyahara, Yoshio - In: Journal of mathematical economics 86 (2020), pp. 83-89
Persistent link: https://www.econbiz.de/10012660654
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Stock performance by utility indifference pricing and the Sharpe ratio
Hodoshima, Jiro - In: Quantitative finance 19 (2019) 2, pp. 327-338
Persistent link: https://www.econbiz.de/10012194656
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