relation: http://eprints.imtlucca.it/774/
title: Risk-aversion and the investment-uncertainty relationship: a comment
creator: Saltari, Enrico
creator: Ticchi, Davide
subject: HB Economic Theory
subject: HD61 Risk Management
subject: HG Finance
description: This paper shows that the solution of Nakamura's Journal of Economic Behavior and Organization 38 (1999) 357 model is incorrect. We propose an alternative framework that allows us to obtain closed form results on the investment-uncertainty relationship.
publisher: Elsevier
date: 2005-01
type: Article
type: PeerReviewed
format: application/pdf
language: en
identifier: http://eprints.imtlucca.it/774/1/Ticchi_2005a.pdf
identifier:   Saltari, Enrico and Ticchi, Davide  Risk-aversion and the investment-uncertainty relationship: a comment.  Journal of economic behavior & organization, 56 (1).  121 - 125.  ISSN 0167-2681      (2005)  
relation: http://www.sciencedirect.com/science/article/pii/S016726810300177X
relation: 10.1016/j.jebo.2003.08.002