A new parametric test for the structure of risk preferences

DOI10.1016/0165-1765(88)90082-1zbMath1328.62576OpenAlexW2052478134MaRDI QIDQ900127

Rulon D. Pope

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90082-1

Mathematics Subject Classification ID

Related Items (1)

Global identification of risk preferences with revealed preference data

Cites Work

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• Some Negative Results on the Existence of Comparative Statics Results in Portfolio Theory
• Existence of Stable Distributed Lags
• Risk Aversion in the Small and in the Large
• On the Theory of Risk Aversion
• Risk Aversion and Wealth Effects on Portfolios with Many Assets

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