Beyond the Risk Neutral Utility Function

William Barnett and Yi Liu
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Yi Liu: University of S. Alabama

Macroeconomics from University Library of Munich, Germany

Abstract: This paper contains a survey and overview of the research recently completed by the authors on the extension of Divisia monetary aggregation to include risk aversion.

Keywords: money; index; risk; Divisia; aggregation (search for similar items in EconPapers)
JEL-codes: C22 C43 E41 G12 (search for similar items in EconPapers)
Pages: 22 pages
Date: 1996-02-13
Note: Type of Document - Microsoft Word; prepared on Macintosh; to print on PostScript; pages: 22 ; figures: none. We presented this paper at the conference on Divisia Monetary Aggregation held at the University of Mississippi. The paper will appear in the proceedings volume, to be published by Macmillan. The editor of the forthcoming volume is Michael Belongia.
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Citations: View citations in EconPapers (8)

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Related works:
Working Paper: Beyond the Risk Neutral Utility Function (2012)
Chapter: Beyond the Risk-neutral Utility Function (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpma:9602001

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