Portfolio characterization of risk aversion

DOI10.1016/0165-1765(94)90145-7zbMath0809.90006OpenAlexW2003918633MaRDI QIDQ1331540

Jan Werner, Zhen-Yu Wang

Publication date: 17 October 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90145-7

zbMATH Keywords

Arrow-Pratt measureinvestment behaviormeasuring risk aversionportfolio choice situation

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

• The Ross Characterization of Risk Aversion: Strengthening and Extension
• Some Results on Comparative Statics under Uncertainty
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Risk Aversion in the Small and in the Large
• Unnamed Item

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