CFM 19

Donald D. Hester and James Tobin, eds., Risk Aversion and Portfolio Choice, John Wiley & Sons, 1967 [4,942 kb] [Table of Contents]


Abstract: 

Preliminary Pages [i-ix]
Chapter
1 Liquidity Preference as Behavior Toward Risk, by James Tobin [1]
2 Substitution and Complementarity in the Choice of Risky Assets, by Shoichi Royama and Koichi Hamada [27]
3 Efficient Portfolios with Short Sales and Margin Holdings, by Donald D. Hester [41]
4 Effects of Alternative Tax Structures on Individuals’ Holdings of Financial Assets, by Susan Lepper [51]
5 Stock Market Indices: A Principal Components’ Analysis, by George J. Feeney and Donald D. Hester [110]
6 The Accumulation of Risky Capital: A Sequential Utility Analysis, by Edmund S. Phelps [139]
7 Estimating the Utility of Wealth from Call Options Data, by Richard N. Rosett [154]
Index [171]