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Record Nr. |
UNINA9910971448003321 |
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Autore |
Chavas Jean-Paul |
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Titolo |
Risk analysis in theory and practice / / Jean-Paul Chavas |
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Pubbl/distr/stampa |
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Amsterdam ; ; Boston, : Elsevier/Butterworth Heinemann |
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San Diego, Calif., : Elsevier Academic Press, c2004 |
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ISBN |
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9786611028220 |
9781281028228 |
1281028223 |
9780080516332 |
0080516335 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (257 p.) |
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Collana |
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Academic Press advanced finance series |
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Disciplina |
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Soggetti |
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Risk - Econometric models |
Uncertainty - Econometric models |
Decision making - Econometric models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 231-235) and index. |
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Nota di contenuto |
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Front Cover; Risk Analysis in Theory and Practice; Copyright Page; Contents; Chapter 1. Introduction; Chapter 2. The Measurement of Risk; Chapter 3. The Expected Utility Model; Chapter 4. The Nature of Risk Preferences; Chapter 5. Stochastic Dominance; Chapter 6. Mean-Variance Analysis; Chapter 7. Alternative Models of Risk Behavior; Chapter 8. Production Decisions Under Risk; Chapter 9. Portfolio Selection; Chapter 10. Dynamic Decisions Under Risk; Chapter 11. Contract and Policy Design Under Risk; Chapter 12. Contract and Policy Design Under Risk: Applications |
Chapter 13. Market StabilizationAppendix A: Probability and Statistics; Appendix B: Optimization; Index |
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Sommario/riassunto |
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The objective of this book is to present this analytical framework and to illustrate how it can be used in the investigation of economic decisions under risk. In a sense, the economics of risk is a difficult subject: it involves understanding human decisions in the absence of perfect information. How do we make decisions when we do not know some of |
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