One theory for two different risk premia

DOI10.1016/J.ECONLET.2012.02.024MaRDI QIDQ1925706zbMATH OpenOpenAlexFDO

Authors Emmanuelle Gabillon

Publication date 18 December 2012

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2012.02.024

zbMATH Keywords

expected utilityrisk aversionrisk premiumchoices under uncertainty

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• scientific article; zbMATH DE number 3342731 (Why is no real title available?)
• Risk Aversion in the Small and in the Large

Cited in

(5)

• The effects of uncertainty on the WTA-WTP gap
• Risk premiums versus waiting-options premiums: a simple numerical example
• The probability premium: a graphical representation
• A comment on two concepts of risk premia and certainty equivalents
• Arrow-Pratt risk aversion, risk premium and decision weights

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