Risk analysis in theory and practice /

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Bibliographic Details
Author / Creator:Chavas, Jean-Paul.
Imprint:Amsterdam ; Boston : Elsevier/Butterworth Heinemann ; San Diego : Elsevier Academic Press, c2004.
Description:viii, 24 p. : ill. ; 24 cm.
Language:English
Series:Academic Press advanced finance series
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/5204097
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ISBN:0121706214 (alk. paper)
Notes:Includes bibliographical references (p. 231-235) and index.
Table of Contents:
  • Chapter 1. Introduction
  • Chapter 2. The Measurement of Risk
  • Chapter 3. The Expected Utility Model
  • Chapter 4. Risk Preferences
  • Chapter 5. Stochastic Dominance
  • Chapter 6. Mean-Variance Analysis
  • Chapter 7. Alternative Models of Risk Behavior
  • Chapter 8. Production Decisions under Risk
  • Chapter 9. Portfolio Selection
  • Chapter 10. Dynamic Decisions under Risk
  • Chapter 11. Contract and Policy Design under Risk
  • Chapter 12. Some Applications
  • Chapter 13. Market Stabilization
  • Appendix A. Probability and Statistics
  • Appendix B. Optimization