Investor Cooperative Choice Exercise

3 Pages Posted: 23 Jun 2009

See all articles by Samuel E. Bodily

Samuel E. Bodily

University of Virginia - Darden School of Business

Abstract

An investment club must decide how to invest funds jointly when the two members have different risk aversions. The utility of investment taken from the risk/return frontier is evaluated, and additive utility, Nash bargaining, and MaxMin utility are compared.

Keywords: risk analysis, risk management

Suggested Citation

Bodily, Samuel E., Investor Cooperative Choice Exercise. Darden Case No. UVA-QA-0427. Available at SSRN: https://ssrn.com/abstract=1422932

Samuel E. Bodily (Contact Author)

University of Virginia - Darden School of Business ( email )

P.O. Box 6550
Charlottesville, VA 22906-6550
United States
434-924-4813 (Phone)
434-293-7677 (Fax)

HOME PAGE: http://www.darden.virginia.edu/faculty/bodily.htm

Here is the Coronavirus
related research on SSRN

Paper statistics

Downloads
15
Abstract Views
297
PlumX Metrics