Kyoto University - Institute of Economic Research
in Total Papers Citations
efficient risk-sharing rules, relative risk aversion, absolute risk tolerance, Inada condition, idiosyncratic risks, background risks, incomplete markets
aggregation, heterogeneous consumers, absolute risk tolerance, mutual fund theorem
The risk-free rate puzzle, constant absolute risk aversion, incomplete markets, general equilibrium
The risk-free rate puzzle, constant absolute risk aversion, incomplete markets
Risk aversion, risk tolerance, cautiousness, portfolio insurance, idiosyncratic risks, background risks, incomplete markets
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