Investment flexibility and the acceptance of risk

DOI10.1006/JETH.1997.2300zbMath0887.90012OpenAlexW2015129783MaRDI QIDQ1371130

Christian Gollier, Richard J. Zeckhauser, J. H. II Lindsey

Publication date: 28 October 1997

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1997.2300

zbMATH Keywords

flexibilityportfolio problem

Mathematics Subject Classification ID

Related Items (1)

The LeChatelier principle for changes in risk

Cites Work

• Speculation and price fluctuations with private, extrinsic signals
• The economics of adding and subdividing independent risks: Some comparative statics results
• Mixed risk aversion
• Horizon length and portfolio risk
• Financial market innovation and security design: An introduction
• Proper Risk Aversion
• Repeated Optional Gambles and Risk Aversion

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