Standard risk aversion and efficient risk sharing

DOI10.1016/j.econlet.2018.09.005zbMath1402.91734OpenAlexW2801302858MaRDI QIDQ1626970

Richard M. H. Suen

Publication date: 22 November 2018

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

Full work available at URL: http://hdl.handle.net/2381/44065

zbMATH Keywords

portfolio choicebackground riskstandard risk aversionefficient risk sharing

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Regular type distributions in mechanism design and \(\rho\)-concavity
• Representative consumer's risk aversion and efficient risk-sharing rules
• Wealth Inequality and Asset Pricing
• Proper Risk Aversion
• Aggregation and Social Choice: A Mean Voter Theorem
• Risk Vulnerability and the Tempering Effect of Background Risk
• Standard Risk Aversion
• Household Intertemporal Behaviour: A Collective Characterization and a Test of Commitment

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