Relative Risk Aversion with Arrow-Debreu Securities

DOI10.2307/2527101zbMATH Open0800.90060OpenAlexW2034600538MaRDI QIDQ4286523FDOQ4286523

Authors: Douglas W. Mitchell 

Publication date: 27 March 1994

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527101

Mathematics Subject Classification ID

Cited In (3)

• Uncertain indemnity and the demand for insurance
• The values of relative risk aversion and prudence: a context-free interpretation
• Gross substitution in financial markets

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