Invariant risk attitudes

Journal of Economic Theory

Volumn 117, Issue 1, 2004, Pages 96-118

  Quiggin, John ^a   Chambers, Robert G ^b,c  

^a UNIVERSITY OF QUEENSLAND   (Australia)

^b UNIVERSITY OF MARYLAND   (United States)

^c UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

CAPM; Constant absolute risk aversion; Constant relative risk aversion; Invariance

Indexed keywords

EID: 3142743109     PISSN: 00220531     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jet.2003.09.006     Document Type: Article

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