Search Results - subject:"Relative risk aversion"

Risk vulnerability: a graphical interpretation

Eeckhoudt, Louis; Rey, Béatrice - In: Theory and Decision 71 (2011) 2, pp. 227-234

Persistent link: https://www.econbiz.de/10009327392

Competitive Firm Behaviour With Simultaneous Price and Output Uncertainty

Dalal, Aredishir J.; Alghalith, Moavia - Centre for Research into Industry, Enterprise, Finance … - 2002

the Ross measure of relative risk aversion, since this proves useful in the presence of multiple sources of uncertainty …

Persistent link: https://www.econbiz.de/10005696972

Structural Inferences from First-Price Auction Experiments

Pezanis-Christou, Paul; Romeu, Andres - Departament d'Economia i Història Econòmica, … - 2002

identify conditions to test the Nash equilibrium models for homogenous and for heterogeneous constant relative risk aversion …

Persistent link: https://www.econbiz.de/10005247845

Is the relative risk aversion parameter constant over time? A multi-country study

Das, Samarjit; Sarkar, Nityananda - In: Empirical Economics 38 (2010) 3, pp. 605-617

Persistent link: https://www.econbiz.de/10008515524

How good are portfolio insurance strategies?

Balder, Sven; Mahayni, Antje - In: Alternative investments and strategies : credit, …, (pp. 227-257). 2010

Persistent link: https://www.econbiz.de/10008655201

Who participates in tax amnesties? Self-selection of risk-averse taxpayers

Marchese, Carla; Privileggi, Fabio - Institute of Public Policy and Public Choice - POLIS - 2001

amount. Taxpayers are characterized by a Constant Relative Risk Aversion (CRRA) utility function and differ in relative risk …-scale tax evaders and to extract resources from the former. Only taxpayers whose relative risk aversion falls within a given … risk aversion and tax evasion of participants in the 1991 and 1994 Italian income tax amnesties. …

Persistent link: https://www.econbiz.de/10005135331

What to Do if Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management

Adam-Müller, Axel F. A. - 2001

Persistent link: https://www.econbiz.de/10010324059

What to do if a dollar is not a dollar? : the impact of inflation risk on production and risk management

Adam-Müller, Axel F. A. - 2001

Persistent link: https://www.econbiz.de/10011544234

Asset market equilibrium: A simulation

Fukiharu, T. - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 9, pp. 2819-2829

bubble economy in which individuals are risk averse. It is known that if the relative risk aversion of an investor's utility …

Persistent link: https://www.econbiz.de/10010749313

The values of relative risk aversion and prudence: A context-free interpretation

Eeckhoudt, Louis; Etner, Johanna; Schroyen, Fred - In: Mathematical Social Sciences 58 (2009) 1, pp. 1-7

in general terms why the values of the coefficients of relative risk aversion and relative prudence are usually compared …

Persistent link: https://www.econbiz.de/10005066297