Hyperbolic absolute risk aversion

Known as: HARA, HARA utility function 
In finance, economics, and decision theory, hyperbolic absolute risk aversion (HARA) refers to a type of risk aversion that is particularly… (More)
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Topic mentions per year

Topic mentions per year

1961-2018
051019612018

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2015
2015
Safety and Security are two seemingly contradictory system features, which have challenged researchers for decades. Traditionally… (More)
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2007
2007
We study the representative consumer’s risk attitude and efficient risk-sharing rules in a singleperiod, single-good economy in… (More)
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2006
2006
This paper shows that the CRRA specification of intertemporal preferences (implying a constant elasticity of intertemporal… (More)
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2004
2004
We have solved the problem of finding (HARA) fair option price under a general stochastic volatility model. For any HARA utility… (More)
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Highly Cited
2003
Highly Cited
2003
In the context of Merton’s original problem of optimal consumption and portfolio choice in continuous time, this paper solves an… (More)
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Highly Cited
2002
Highly Cited
2002
Services are capabilities that enable applications and are of crucial importance to pervasive computing in next-generation… (More)
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2000
2000
The testable implication of the complete risk-sharing hypothesis depends on what is assumed on households' relative risk aversion… (More)
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Highly Cited
2000
Highly Cited
2000
We consider an optimal investment problem proposed by Bielecki and Pliska. The goal of the investment problem is to optimize the… (More)
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1998
1998
We present the solution of a portfolio optimization problem for an economic agent endowed with a stochastic insurable stream… (More)
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1993
1993
  • E. PresmanCentral
  • 1993
In this paper we study the risk-aversion behavior of an agent in the dynamic framework of consumption/investment decision making… (More)
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