On the Theory of Risk Aversion
From MaRDI portal
Publication:5632322
DOI10.2307/2525326zbMath0225.90002MaRDI QIDQ5632322
D. L. Hanson, Carmen F. Menezes
Publication date: 1970
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2525326
91B16: Utility theory
Related Items
Credibilistic risk aversion, On relative and partial risk attitudes: theory and implications, Incentive compatibility and the quantity-setting competitive firm under demand uncertainty, Global identification of risk preferences with revealed preference data, Labor supply with stochastic wage rate and non-labor income uncertainty, Relative risk aversion: what do we know?, Measures of risk attitude: correspondences between mean-variance and expected-utility approaches, A new parametric test for the structure of risk preferences, The effects of stochastic wages and non-labor income on labor supply: update and extensions, Constant returns to scale and competitive equilibrium under uncertainty, Precautionary saving: a taxonomy of prudence, Explaining S{\&}P500 option returns: an implied risk-adjusted approach, Benchmark values for higher order coefficients of relative risk aversion, Risk aversion and expected-utility theory: a calibration exercise