Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level

DOI10.1016/J.ECONLET.2012.05.021zbMath1254.91765OpenAlexW2083253502MaRDI QIDQ1925894

Desu Liu

Publication date: 27 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.05.021

zbMATH Keywords

relative risk aversionexogenous difference habitnoncapital incomerisky asset share

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

Cites Work

• Risk Vulnerability and the Tempering Effect of Background Risk

This page was built for publication: Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level