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Aversión al riesgo y tasa subjetiva de descuento: el caso colombiano, 1970–2003

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2007 Colombia Spanish; Castilian Publisher:Universidad de Medellín
Authors: Arango Arango, Mónica; Ramírez Hassan, Andrés;

handle: 10784/7581 , 11407/770

Aversión al riesgo y tasa subjetiva de descuento: el caso colombiano, 1970–2003

Abstract

El presente artículo desarrolla las estimaciones econométricas de la tasa subjetiva de descuento y el parámetro de aversión al riesgo para la economía colombiana. El período de análisis es 1971- 2003 y la forma estructural del modelo son establecidas por el CCAPM. Se encuentra que el agente representativo se caracteriza por ser amante al riesgo e impaciente.

Country
Colombia
Related Organizations
Keywords

Aversión al riesgo, aversión al riesgo, Risk aversion, subjective rates of discount, tasa subjetiva de descuento, consumption CAPM, CAPM consumo

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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