메뉴 건너뛰기




Volumn 31, Issue 3, 2005, Pages 243-262

Relative risk aversion: What do we know?

Author keywords

Relative risk aversion; Risk aversion

Indexed keywords


EID: 28244466878     PISSN: 08955646     EISSN: 15730476     Source Type: Journal    
DOI: 10.1007/s11166-005-5102-x     Document Type: Review
Times cited : (133)

References (26)
  • 3
    • 0001099198 scopus 로고    scopus 로고
    • Preference parameters and behavioral heterogeneity: An experimental approach in the health and retirement study
    • Barsky, Robert B., F. Thomas Juster, Miles. S. Kimball, and Matthew D. Shapiro. (1997). "Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study," The Quarterly Journal of Economics 112 (2), 537-579,
    • (1997) The Quarterly Journal of Economics , vol.112 , Issue.2 , pp. 537-579
    • Barsky, R.B.1    Juster, F.T.2    Kimball, M.S.3    Shapiro, M.D.4
  • 4
    • 0000894355 scopus 로고    scopus 로고
    • Efficiency, risk aversion and portfolio insurance: An analysis of financial asset portfolios held by investors in the United Kingdom
    • Blake, David. (1996). "Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom," Economic Journal 106(438), 1175-1192.
    • (1996) Economic Journal , vol.106 , Issue.438 , pp. 1175-1192
    • Blake, D.1
  • 5
    • 0011967035 scopus 로고
    • Risk aversion and wealth effects on portfolios with many assets
    • Cass, D. and J. E. Stiglitz. (1972). "Risk Aversion and Wealth Effects on Portfolios with Many Assets," The Review of Economic Studies 39(3), 331-354.
    • (1972) The Review of Economic Studies , vol.39 , Issue.3 , pp. 331-354
    • Cass, D.1    Stiglitz, J.E.2
  • 6
    • 0000713047 scopus 로고
    • Some results on comparative statics under uncertainty
    • Cheng, Hsueh-Cheng, Michael J. P. Magill, and Wayne J. Shafer. (1987). "Some Results on Comparative Statics Under Uncertainty," International Economic Review 28 (2), 493-507.
    • (1987) International Economic Review , vol.28 , Issue.2 , pp. 493-507
    • Cheng, H.-C.1    Magill, M.J.P.2    Shafer, W.J.3
  • 7
    • 84935322716 scopus 로고
    • Habit formation: A resolution of the equity premium puzzle
    • Constantinides, George. M.. (1990). "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy 98 (3), 519-543.
    • (1990) Journal of Political Economy , vol.98 , Issue.3 , pp. 519-543
    • Constantinides, G.M.1
  • 9
    • 0040970322 scopus 로고    scopus 로고
    • Individual riskin an investment-based social security system
    • Feldstein, Martin and Elena Ranguelova. (2001). "Individual Riskin an Investment-Based Social Security System," American Economic Review 91 (4), 1116-1125.
    • (2001) American Economic Review , vol.91 , Issue.4 , pp. 1116-1125
    • Feldstein, M.1    Ranguelova, E.2
  • 10
    • 0000675388 scopus 로고
    • The demand for risky assets
    • Friend, Irwin and Marshall E. Blume. (1975). "The Demand for Risky Assets," American Economic Review 65 (5), 900-922.
    • (1975) American Economic Review , vol.65 , Issue.5 , pp. 900-922
    • Friend, I.1    Blume, M.E.2
  • 11
    • 0036793380 scopus 로고    scopus 로고
    • Time diversification, liquidity constraints, and decreasing aversion to risk on wealth
    • Gollier, Christian. (2002). "Time Diversification, Liquidity Constraints, and Decreasing Aversion to Risk on Wealth," Journal of Monetary Economics 49 (7), 1439-1459.
    • (2002) Journal of Monetary Economics , vol.49 , Issue.7 , pp. 1439-1459
    • Gollier, C.1
  • 12
    • 28244482024 scopus 로고
    • Sensible risk aversion
    • Department of Economics, Southern Methodist University, Dallas, Texas
    • Hadar, Josef and Tae Kun Seo. (1993). "Sensible Risk Aversion," Working Paper, Department of Economics, Southern Methodist University, Dallas, Texas.
    • (1993) Working Paper
    • Hadar, J.1    Seo, T.K.2
  • 15
    • 79952772217 scopus 로고
    • Precautionary saving and the timing of taxes
    • Kimball, Miles. S. and N. Gregory Mankiw. (1989). "Precautionary Saving and the Timing of Taxes," Journal of Political Economy 97 (4), 863-879.
    • (1989) Journal of Political Economy , vol.97 , Issue.4 , pp. 863-879
    • Kimball, M.S.1    Mankiw, N.G.2
  • 20
    • 28244462517 scopus 로고    scopus 로고
    • Risk preferences in multi-period consumption models, the equity premium puzzle, and habit formation utility
    • Working Paper, Department of Economics, Michigan State University. (Forthcoming)
    • Meyer Donald. J. and Jack Meyer. (2004). "Risk Preferences in Multi-Period Consumption Models, The Equity Premium Puzzle, and Habit Formation Utility," Working Paper, Department of Economics, Michigan State University. (Forthcoming in the Journal of Monetary Economics).
    • (2004) Journal of Monetary Economics
    • Meyer, D.J.1    Meyer, J.2
  • 21
    • 0000530510 scopus 로고    scopus 로고
    • Decreasing relative risk aversion and tests of risk sharing
    • Ogaki, Masao and Qiang Zhang. (2001). "Decreasing Relative Risk Aversion and Tests of Risk Sharing," Econometrica 69 (2), 515-526.
    • (2001) Econometrica , vol.69 , Issue.2 , pp. 515-526
    • Ogaki, M.1    Zhang, Q.2
  • 22
    • 0001579697 scopus 로고
    • Risk aversion in the small and in the large
    • Pratt, John W. (1964). "Risk Aversion in the Small and in the Large," Econometrica 32 (12), 122-136.
    • (1964) Econometrica , vol.32 , Issue.12 , pp. 122-136
    • Pratt, J.W.1
  • 23
  • 24
    • 0000311606 scopus 로고
    • Joint estimation of risk preference structure and technology using expo-power utility
    • Saha, Atanu and C. Richard Shumway. (1994). "Joint Estimation of Risk Preference Structure and Technology Using Expo-Power Utility," American Journal of Agricultural Economics 76 (2), 173-184.
    • (1994) American Journal of Agricultural Economics , vol.76 , Issue.2 , pp. 173-184
    • Saha, A.1    Shumway, C.R.2
  • 25
    • 0002083893 scopus 로고
    • On the theory of the competitive firm under price uncertainty
    • Sandmo, Agnar. (1971). "On the Theory of the Competitive Firm Under Price Uncertainty," American Economic Review 61 (1), 65-73.
    • (1971) American Economic Review , vol.61 , Issue.1 , pp. 65-73
    • Sandmo, A.1
  • 26
    • 0037812631 scopus 로고
    • Another type of risk aversion
    • Zeckhauser, Richard and Emmett Keeler. (1970). "Another Type of Risk Aversion," Econometrica 38 (5), 661-665.
    • (1970) Econometrica , vol.38 , Issue.5 , pp. 661-665
    • Zeckhauser, R.1    Keeler, E.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.