@article{oai:osu.repo.nii.ac.jp:00001301,
 author = {オサキ, ユウスケ and Osaki, Yusuke},
 journal = {Annual research bulletin of Osaka Sangyo University},
 month = {Mar},
 note = {P(論文), 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.},
 pages = {33--43},
 title = {Noise Risk and Derivative Price},
 volume = {5},
 year = {2013}
}