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Noise Risk and Derivative Price
https://osu.repo.nii.ac.jp/records/1301
https://osu.repo.nii.ac.jp/records/13017dea0d30-87b9-4b87-93f9-85c125714534
名前 / ファイル | ライセンス | アクション |
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KJ00008484982.pdf (345.1 kB)
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Item type | 紀要論文(ELS) / Departmental Bulletin Paper(1) | |||||
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公開日 | 2013-03-01 | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | Noise Risk and Derivative Price | |||||
言語 | ||||||
言語 | eng | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Derivative price | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Noise risk | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Nonlineality | |||||
キーワード | ||||||
言語 | en | |||||
主題Scheme | Other | |||||
主題 | Risk aversion | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
ページ属性 | ||||||
内容記述タイプ | Other | |||||
内容記述 | P(論文) | |||||
記事種別(英) | ||||||
en | ||||||
Article | ||||||
論文名よみ | ||||||
その他のタイトル | Noise Risk and Derivative Price | |||||
著者名よみ |
オサキ, ユウスケ
× オサキ, ユウスケ |
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著者名(英) |
Osaki, Yusuke
× Osaki, Yusuke |
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著者所属(英) | ||||||
en | ||||||
Faculty of Economics, Osaka Sangyo University | ||||||
抄録(英) | ||||||
内容記述タイプ | Other | |||||
内容記述 | This paper considers a static asset market with dependent background risk, which is described as regression dependence. We examine a condition of preferences to determine if dependent background risk decreases equilibrium asset prices. In such a condition, absolute risk aversion decreases and relative risk aversion is less than unity. | |||||
雑誌書誌ID | ||||||
収録物識別子タイプ | NCID | |||||
収録物識別子 | AA12374546 | |||||
書誌情報 |
Annual research bulletin of Osaka Sangyo University 巻 5, p. 33-43, 発行日 2013-03 |