J
Jan Mossin
Researcher at Norwegian School of Economics
Publications - 19
Citations - 7311
Jan Mossin is an academic researcher from Norwegian School of Economics. The author has contributed to research in topics: Portfolio & Financial market. The author has an hindex of 12, co-authored 19 publications receiving 6964 citations.
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Journal ArticleDOI
Equilibrium in a capital asset market
TL;DR: In this paper, the authors investigated the properties of a market for risky assets on the basis of a simple model of general equilibrium of exchange, where individual investors seek to maximize preference functions over expected yield and variance of yield on their port- folios.
Book ChapterDOI
Aspects of Rational Insurance Purchasing
TL;DR: In this paper, a series of problems concerned with purchasing of insurance coverage appear to be a fascinating and potentially fruitful field for application and testing of theories of riskbearing, and they are analyzed from the point of view of an individual facing certain risks.
Journal ArticleDOI
Taxation and Risk-Taking: An Expected Utility Approach
TL;DR: In this article, the same authors re-examine the effect of higher taxes on risk-taking in a portfolio of a given size, under the assumption that the yield on one of the assets is known with certainty.