Decreasing Relative Risk Premium

DOI10.2202/1935-1704.1370zbMath1169.91334OpenAlexW2011476138MaRDI QIDQ3394960

Frank Hansen

Publication date: 11 September 2009

Published in: The B.E. Journal of Theoretical Economics (Search for Journal in Brave)

Full work available at URL: https://curis.ku.dk/ws/files/23372712/0621New.pdf

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

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• Risk premiums and benefit measures for generalized-expected-utility theories
• Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
• Risk Vulnerability and the Tempering Effect of Background Risk
• Standard Risk Aversion

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