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Estimating Risk Aversion from Arrow-Debreu Portfolio Choice - MaRDI portal

Estimating Risk Aversion from Arrow-Debreu Portfolio Choice

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Publication:3786240

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DOI10.2307/1912707zbMath0643.90007OpenAlexW1964383288MaRDI QIDQ3786240

Hal R. Varian

Publication date: 1988

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912707

zbMATH Keywords

necessary and sufficient conditions expected utility portfolio choice absolute risk aversion Arrow-Debreu choices of contingent consumption

Mathematics Subject Classification ID

Utility theory (91B16)

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