Risk analysis in theory and practice [[electronic resource] /] / Jean-Paul Chavas
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| Autore: |
Chavas Jean-Paul
|
| Titolo: |
Risk analysis in theory and practice [[electronic resource] /] / Jean-Paul Chavas
|
| Pubblicazione: | Amsterdam ; ; Boston, : Elsevier/Butterworth Heinemann |
| San Diego, Calif., : Elsevier Academic Press, c2004 | |
| Descrizione fisica: | 1 online resource (257 p.) |
| Disciplina: | 330/.01/5195 |
| Soggetto topico: | Risk - Econometric models |
| Uncertainty - Econometric models | |
| Decision making - Econometric models | |
| Soggetto genere / forma: | Electronic books. |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references (p. 231-235) and index. |
| Nota di contenuto: | 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 | |
| Sommario/riassunto: | 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 events affecting us? The complexities of our uncertain world and of how humans obtain and process information make this difficult. In spite of these difficulties, much progress has been made. First, probability theory is the corner stone of risk ass |
| Titolo autorizzato: | Risk analysis in theory and practice |
| ISBN: | 1-281-02822-3 |
| 9786611028220 | |
| 0-08-051633-5 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910458691703321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Academic Press advanced finance series.