By Kathy Mills

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**Additional resources for A Review of the "Digital Turn" in the New Literacy Studies**

**Example text**

In [1417] it was shown that the demand of the risky asset f1 by a risk averse agent can be greater or smaller than that of the risky asset f2. A sufficient condition for the (positive) demand of the asset f1 to be larger than that of the risky asset f2 is that the coefficient of relative risk aversion be less than or equal to 1 and non decreasing, and that the coefficient of absolute risk aversion be non increasing (which implies a positive third derivative) . In [1417], the above question has also been addressed in an intertemporal consumption problem.

The following result holds: dim Ker(R)+dimI(R) = N (dimension theorem) . The dimension of the image of R is equal to the maximum number of linear independent row or column vectors of the matrix R, a number that represents the rank of the matrix R (rank(R)) : dimI(R) =rank(R) . Obviously rank(R) ~min{N, S} . R is of full rank if rank(R) =min{N, S'}; when N = S this condition is verified if and only if det(R) i= O. 3. Portfolio Problem '1 is defined as the return of portfolio w (W the expected utility: maxE[u(W)], w 27 = fWo).

10) assuming an exponential utility function with coefficient of absolute risk aversion a, initial wealth W o and r distributed as N(2 , 3) . b) Solve the problem assuming that in t = 1 the agent has a labour income fj distributed as N(I, 2) such that corrff, fj) = p. 12. Consider a strictly risk averse agent facing a portfolio problem. The agent can invest his wealth in a risk free asset and in a risky asset with a positive risk premium. Suppose the agent invests a positive amount of wealth in the risk free asset.