| Description |
viii, 247 pages ; 24 cm |
| Series |
Academic Press advanced finance series |
|
Academic Press advanced finance series.
|
| Contents |
Ch. 1. Introduction -- Ch. 2. The measurement of risk -- Ch. 3. The expected utility model -- Ch. 4. The nature of risk preferences -- Ch. 5. Stochastic dominance -- Ch. 6. Mean-variance analysis -- Ch. 7. Alternative models of risk behavior -- Ch. 8. Production decisions under risk -- Ch. 9. Portfolio selection -- Ch. 10. Dynamic decisions under risk -- Ch. 11. Contract and policy design under risk -- Ch. 12. Contract and policy design under risk : applications -- Ch. 13. Market stabilization -- App. A. Probability and statistics -- App. B. Optimization |
| Summary |
"Risk Analysis in Theory and Practice presents an analytical framework and illustrates how to use it to investigate economic decisions under risk. Jean-Paul Chavas provides a systematic treatment of both private and public decisions under uncertainty, taking into consideration crucial factors including risk assessment using probability theory, risk measurement, risk preferences, and new insights into the value of information."--BOOK JACKET |
| Notes |
Formerly CIP. Uk |
| Bibliography |
Includes bibliographical references (pages 231-235) and index |
| Subject |
Risk -- Econometric models.
|
|
Uncertainty -- Econometric models.
|
|
Decision making -- Econometric models.
|
|
Risk -- Econometric models -- Problems, exercises, etc.
|
| Genre/Form |
Problems and exercises.
|
| LC no. |
2004045124 |
| ISBN |
0121706214 : |
|
