eprintid: 774
rev_number: 13
eprint_status: archive
userid: 34
dir: disk0/00/00/07/74
datestamp: 2011-08-09 07:54:49
lastmod: 2011-08-12 15:18:50
status_changed: 2011-08-09 07:54:49
type: article
metadata_visibility: show
item_issues_count: 0
creators_name: Saltari, Enrico
creators_name: Ticchi, Davide
creators_id: 
creators_id: davide.ticchi@imtlucca.it
title: Risk-aversion and the investment-uncertainty relationship: a comment
ispublished: pub
subjects: HB
subjects: HD61
subjects: HG
divisions: EIC
full_text_status: public
keywords: Investment; Uncertainty; Risk aversion; Intertemporal substitution
abstract: 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.
date: 2005-01
date_type: published
publication: Journal of economic behavior & organization
volume: 56
number: 1
publisher: Elsevier
pagerange: 121 - 125
id_number: 10.1016/j.jebo.2003.08.002
refereed: TRUE
issn: 0167-2681
official_url: http://www.sciencedirect.com/science/article/pii/S016726810300177X
citation:   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)  
document_url: http://eprints.imtlucca.it/774/1/Ticchi_2005a.pdf