Is relative risk aversion constant? A reinterpretation of recent asset allocation findings at the micro level

DOI10.1016/J.ECONLET.2012.05.021zbMATH Open1254.91765OpenAlexW2083253502MaRDI QIDQ1925894FDOQ1925894

Desu Liu

Publication date: 27 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.05.021

zbMATH Keywords

relative risk aversionexogenous difference habitnoncapital incomerisky asset share

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial applications of other theories (91G80)

Cites Work

• Risk Vulnerability and the Tempering Effect of Background Risk

Cited In (2)

• Does relative risk aversion vary with wealth? Evidence from households portfolio choice data
• Relative risk aversion: what do we know?

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