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Estimating the uncertainty of relative risk aversion
3 references·5 citing·26 second hop
Estimating the uncertainty of relative risk aversion (2008)Estimating the uncertainty of relative ri…Intermediate Financial Theory (2015)Intermediate Financial TheoryMeasuring relative risk aversion (2006)Measuring relative risk avers…A New Method of Estimating Risk Aversion (2003)A New Method of Estimating Ri…A new approximation for the risk premium with large risks (2021)A new approximation for the r…Equity Premium Puzzle or Faulty Economic Modelling? (2020)Equity Premium Puzzle or Faul…Random Risk Appetite (2018)Random Risk AppetiteHow much are you Willing to Pay to Play the Saint Petersburg Gamble (2015)How much are you Willing to P…Simulating the market coefficient of relative risk aversion (2014)Simulating the market coeffic…Exposition of a New Theory on the Measurement of Risk (1954)Microeconomic theory: basic principles and extensions (1972)The equity premium: A puzzle (1985)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Measuring the US social discount rate (2006)Jensen’s Inequality in Finance (2008)Lifecycle Funds and Wealth Accumulation for Retirement: Evidence for a More Conservative Asset Allocation as Retirement Approaches (2009)Theory of games and economic behavior (2019)A Theory of the Allocation of Time (1965)Back to Bentham? Explorations of Experienced Utility (1997)The Effect of Improvements in Health and Longevity on Optimal Retirement and Saving (2004)The Value of a Statistical Life and the Coefficient of Relative Risk Aversion (2005)Asset Pricing and Ambiguity: Empirical Evidence (2012)Expected stock returns and volatility (1987)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Funciones de utilidad y estimación de la aversión al riesgo (2017)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Recursive Macroeconomic Theory (2000)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risk Aversion in the Small and in the Large (1964)Essays in the Theory of Risk-Bearing. (1972)Risk Aversion in the Small and in the Large (1976)Chapter 14 The equity premium in retrospect (2003)Measuring Investors' Risk Appetite (2005)The Equity Premium Puzzle: A Review (2007)
this work references cited by second hop

References

  • 2015Intermediate Financial Theory124 cited
  • 2003A New Method of Estimating Risk Aversion111 cited
  • 2006Measuring relative risk aversion36 cited

Cited by

  • 2020Equity Premium Puzzle or Faulty Economic Modelling?17 cited
  • 2014Simulating the market coefficient of relative risk aversion7 cited
  • 2021A new approximation for the risk premium with large risks1 cited
  • 2015How much are you Willing to Pay to Play the Saint Petersburg Gamble0 cited
  • 2018Random Risk Appetite0 cited

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