Risk Preferences Heterogeneity: Evidence from Asset Markets

DOI10.1023/A:1022069113893zbMATH Open1036.91512MaRDI QIDQ4805372

Doron Kliger, Ori Levy

Publication date: 14 May 2003

Published in: Review of Finance (Search for Journal in Brave)

zbMATH Keywords

relative risk aversionpreferences heterogeneityS\&P500 index options

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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