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Economic Theory
Volumn 15, Issue 2, 2000, Pages 469-476
Parametric characterizations of risk aversion and prudence
Author keywords

Prudence; Risk aversion
Indexed keywords

EID: 0034350189     PISSN: 09382259     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001990050022     Document Type: Article
Times cited : (53)
References (9)
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    • Allingham, M.1
  • 2
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    • The ordering of portfolios in terms of mean and variance
    • Chipman, J. S.: The ordering of portfolios in terms of mean and variance. Review of Economic Studies 40, 167-190 (1973)
    • (1973) Review of Economic Studies , vol.40 , pp. 167-190
  • 3
    • 0001599795 scopus 로고
    • Risk aversion with random initial wealth
    • Kihlstrom, R. E., D. Romer, Williams, S.: Risk aversion with random initial wealth. Econometrica 49, 911-920 (1981)
    • (1981) Econometrica , vol.49 , pp. 911-920
    • Kihlstrom, R.E.1    Romer, D.2    Williams, S.3
  • 4
    • 0002541131 scopus 로고
    • Precautionary saving in the small and in the large
    • Kimball, M. S.: Precautionary saving in the small and in the large. Econometrica 58, 53-73 (1990)
    • (1990) Econometrica , vol.58 , pp. 53-73
    • Kimball, M.S.1
  • 5
    • 0002487062 scopus 로고
    • Risk aversion and prudence: The case of independent risks
    • Unpublished Dissertation, INSEAD
    • Lajeri, F.: Risk aversion and prudence: the case of independent risks. In: Essays in finance. Unpublished Dissertation, INSEAD (1995)
    • (1995) Essays in Finance
    • Lajeri, F.1
  • 6
    • 38249017562 scopus 로고
    • Existence of equilibrium in CAPM
    • Nielsen, L. T.: Existence of equilibrium in CAPM. Journal of Economic Theory 52, 223-231 (1990)
    • (1990) Journal of Economic Theory , vol.52 , pp. 223-231
    • Nielsen, L.T.1
  • 7
    • 0002538944 scopus 로고
    • Existence of equilibrium in CAPM: Further results
    • Nielsen, L. T.: Existence of equilibrium in CAPM: further results. Nationaløkonomisk Tidsskrift 130, 189-197 (1992)
    • (1992) Nationaløkonomisk Tidsskrift , vol.130 , pp. 189-197
    • Nielsen, L.T.1
  • 8
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    • The expected utility of portfolios of assets
    • Nielsen, L. T.: The expected utility of portfolios of assets. Journal of Mathematical Economics 22, 439-461 (1993)
    • (1993) Journal of Mathematical Economics , vol.22 , pp. 439-461
    • Nielsen, L.T.1
  • 9
    • 0001579697 scopus 로고
    • Risk aversion in the small and in the large
    • Pratt, J. W.: Risk aversion in the small and in the large. Econmetrica 32, 122-136 (1964)
    • (1964) Econmetrica , vol.32 , pp. 122-136
    • Pratt, J.W.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.