One theory for two different risk premia

DOI10.1016/J.ECONLET.2012.02.024zbMATH Open1253.91087OpenAlexW2042466350MaRDI QIDQ1925706FDOQ1925706

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

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zbMATH Keywords

expected utilityrisk aversionrisk premiumchoices under uncertainty

Mathematics Subject Classification ID

Utility theory (91B16)

Cites Work

• Title not available (Why is that?)
• 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
• Arrow-Pratt risk aversion, risk premium and decision weights
• A comment on two concepts of risk premia and certainty equivalents

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