Substituting one risk increase for another: a method for measuring risk aversion

DOI10.1016/j.jet.2013.10.002zbMath1284.91120OpenAlexW2036676293MaRDI QIDQ2434243

Jack Meyer, Liqun Liu

Publication date: 5 February 2014

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2013.10.002

zbMATH Keywords

risk aversionrisk premiumcomparative risk aversionexpected utility modelrate of substitution

Mathematics Subject Classification ID

Decision theory (91B06)

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