RELATIVE RISK AVERSION - INCREASING OR DECREASING

被引：11

|

作者：

GRAVES, PE

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1979年 / 14卷 / 02期

关键词：

D O I：

10.2307/2330498

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：205 / 214

页数：10

相关论文

共 50 条

[1] Decreasing relative risk aversion and tests of risk sharing
Ogaki, M
Zhang, Q
ECONOMETRICA, 2001, 69 (02) : 515 - 526
[2] INCREASING RISK, DECREASING ABSOLUTE RISK-AVERSION AND DIVERSIFICATION
KROLL, Y
LESHNO, M
LEVY, H
SPECTOR, Y
JOURNAL OF MATHEMATICAL ECONOMICS, 1995, 24 (06) : 537 - 556
[3] Decreasing relative risk aversion, risk sharing, and the permanent income hypothesis
Zhang, C
Ogaki, M
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2004, 22 (04) : 421 - 430
[4] CONSTANT, INCREASING AND DECREASING RISK-AVERSION WITH MANY COMMODITIES
KIHLSTROM, RE
MIRMAN, LJ
REVIEW OF ECONOMIC STUDIES, 1981, 48 (02): : 271 - 280
[5] Explaining the structure of CEO incentive pay with decreasing relative risk aversion
Chaigneau, Pierre
JOURNAL OF ECONOMICS AND BUSINESS, 2013, 67 : 4 - 23
[6] Broadly decreasing risk aversion
Gelles, GM
Mitchell, DW
MANAGEMENT SCIENCE, 1999, 45 (10) : 1432 - 1439
[7] Broadly decreasing risk aversion
Manage Sci, 10 (1432-1439):
[8] Decreasing absolute risk aversion, prudence and increased downside risk aversion
Liqun Liu
Jack Meyer
Journal of Risk and Uncertainty, 2012, 44 : 243 - 260
[9] SEQUENTIAL AUCTIONS WITH INFORMATIONAL EXTERNALITIES AND AVERSION TO PRICE RISK: DECREASING AND INCREASING PRICE SEQUENCES
Mezzetti, Claudio
ECONOMIC JOURNAL, 2011, 121 (555): : 990 - 1016
[10] Decreasing absolute risk aversion, prudence and increased downside risk aversion
Liu, Liqun
Meyer, Jack
JOURNAL OF RISK AND UNCERTAINTY, 2012, 44 (03) : 243 - 260

← 1 2 3 4 5 →