The values of relative risk aversion and prudence: a context-free interpretation

DOI10.1016/j.mathsocsci.2008.09.007zbMath1176.91015OpenAlexW2080401391MaRDI QIDQ1042326

Johanna Etner, Fred Schroyen, Louis R. Eeckhoudt

Publication date: 7 December 2009

Published in: Mathematical Social Sciences (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11250/166638

zbMATH Keywords

relative risk aversionrelative prudence

Mathematics Subject Classification ID

Decision theory for games (91A35)

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Cites Work

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• On the magnitude of relative risk aversion
• Relative risk aversion: what do we know?
• Prudence in bargaining: The effect of uncertainty on bargaining outcomes
• Multiplicative Background Risk
• The Effects of Shifts in a Return Distribution on Optimal Portfolios
• Some Results on Comparative Statics under Uncertainty
• Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
• Relative Risk Aversion with Arrow-Debreu Securities

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