Title of article :
Risk tolerance and value of information in the standard portfolio model
Author/Authors :
Nicolas Treich، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1997
Abstract :
in the portfolio model framework, we show that more risk-tolerant agents assign more value to information.
Keywords :
Standard portfolio model , Risk tolerance
Journal title :
Economics Letters
Journal title :
Economics Letters
