Sökning: "Stability of risk preferences"

Hittade 3 uppsatser innehållade orden Stability of risk preferences.

  1. 1. Are risk preferences stable? -An interdisciplinary analysis of context-invariance risk preferences in a hypothetical investment scenario.

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Elnaz Sarvioskouey; [2011]
    Nyckelord :Range Frequency Theory; Expected Utility Theory; Choice under risk; Stability of risk preferences; Numerical ability; Financial literacy.; Business and Economics;

    Sammanfattning : The objectives of this paper was to; examine if risk preferences are stable across different distribution contexts, in line with the prediction of the expected utility theory (EUT); if the range frequency theory (RFT) (Parducci, 1965) can account for observed choice behaviour in a hypothetical investment scenario; and lastly, analyse the potential factors that can account for the individual differences in the degree of risk preference stability. In order to tackle these issues, primary data was obtained through a questionnaire, where respondents had provided their certainty equivalent (CE) value for each hypothetical investment gamble (CE values are used as a proxy for risk preferences). LÄS MER

  3. 2. The impact of climate change on agriculture in the Republic of Mauritius : a socio-econometric study on Mauritian farming

    Master-uppsats, SLU/Dept. of Economics

    Författare :Madeleine Jönsson; [2011]
    Nyckelord :econometrics; socio-economic survey; SWOT-analysis; statistical significance; ANOVA-testing; food crops; agriculture; Mauritius; Ricardian modelling;

    Sammanfattning : "Food security is a situation that exists when all people, at all times, have physical and economic access to sufficient, safe and nutritious food that meets their dietary needs and food preferences for an active and healthy life" (FAO Summit, 2003, pp. 28). LÄS MER

  4. 3. Is historical data a good estimate of the future risk of funds? - A study on the Swedish Hedge Fund market

    C-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Martin Irding; Joacim Lydén; [2008-02-06]
    Nyckelord :Hedge funds; Risk; Regression; Prediction interval.;

    Sammanfattning : Predicting the future is something that every person trading with financial instruments or commodities, which have prices that depend on a future demand, tries to do. The objective of this thesis has been to examine whether or not historical returns are a good way to measure a funds future risk. LÄS MER