This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Individual Investor Risk Aversion and Investment Portfolio Composition Author info | Abstract | Publisher info | Download info | Related research | Statistics Cohn, Richard A, et al
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by American Finance Association in its journal Journal of Finance .
Volume (Year): 30 (1975)
Issue (Month): 2 (May)
Pages: 605-20
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:bla:jfinan:v:30:y:1975:i:2:p:605-20Contact details of provider: Web page: http://www.afajof.org/ More information through EDIRC
Order Information: Web: http://www.afajof.org/membership/join.asp
For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
James Dow, 2009.
"Age, investing horizon and asset allocation ,"
Journal of Economics and Finance ,
Springer, vol. 33(4), pages 422-436, October.
[Downloadable!] (restricted)
Halter, A.N. & Mason, Robert, 1978.
"Utility Measurement For Those Who Need To Know ,"
Western Journal of Agricultural Economics ,
Western Agricultural Economics Association, vol. 3(02), December.
[Downloadable!]
Booij, Adam S. & van Praag, Bernard M. S. & van de Kuilen, Gijs, 2009.
"A Parametric Analysis of Prospect Theory's Functionals for the General Population ,"
IZA Discussion Papers
4117, Institute for the Study of Labor (IZA).
[Downloadable!]
Other versions: Gerlinde Fellner & Boris Maciejovsky, .
"Risk Attitude and Market Behavior: Evidence from Experimental Asset Markets ,"
Papers on Strategic Interaction
2002-34, Max Planck Institute of Economics, Strategic Interaction Group.
[Downloadable!]
Other versions: Néstor Gandelman, 2005.
"Community tax evasion models: A stochastic dominance test ,"
Journal of Applied Economics ,
Universidad del CEMA, vol. 0, pages 279-297, November.
[Downloadable!]
Alan M. Garber & Charles E. Phelps, 1992.
"Economic Foundations of Cost Effective Analysis ,"
NBER Working Papers
4164, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Abdulkadri, Abdullahi O. & Langemeier, Michael R., 1999.
"Estimation Of Risk Aversion Coefficients For Dryland Wheat And Irrigated Corn Enterprises In Kansas ,"
1999 Annual meeting, August 8-11, Nashville, TN
21658, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
[Downloadable!]
Peter Wakker & Veronika Köbberling & Christiane Schwieren, 2007.
"Prospect-theory’s Diminishing Sensitivity Versus Economics’ Intrinsic Utility of Money: How the Introduction of the Euro can be Used to Disentangle the Two Empirically ,"
Theory and Decision ,
Springer, vol. 63(3), pages 205-231, November.
[Downloadable!] (restricted)
William N. Goetzmann & Alok Kumar, 2001.
"Equity Portfolio Diversification ,"
NBER Working Papers
8686, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
William N. Goetzmann & Alok Kumar, 2004.
"Equity Portfolio Diversification ,"
Yale School of Management Working Papers
ysm17, Yale School of Management.
[Downloadable!] Alok Kumar & William N. Goetzmann, 2001.
"Equity Portfolio Diversification ,"
Yale School of Management Working Papers
ysm236, Yale School of Management.
[Downloadable!] William N. Goetzmann & Alok Kumar, 2008.
"Equity Portfolio Diversification ,"
Review of Finance ,
Oxford University Press for European Finance Association, vol. 12(3), pages 433-463.
[Downloadable!] (restricted) Shunichiro Sasaki & Shiyu Xie & Fumio OhtakeAuthor-Name: & Jie Qin & Yoshiro Tsutsui, 2006.
"Experiments on Risk Attitude: The Case of Chinese Students ,"
ISER Discussion Paper
0664, Institute of Social and Economic Research, Osaka University.
[Downloadable!]
J. Board, C. Sutcliffe, E. Patrinos, 2000.
"The performance of covered calls ,"
European Journal of Finance ,
Taylor and Francis Journals, vol. 6(1), pages 1-17, March.
[Downloadable!] (restricted)
Ricardo M. Sousa, 2007.
"Wealth Shocks and Risk Aversion ,"
NIPE Working Papers
28/2007, NIPE - Universidade do Minho.
[Downloadable!]
Alessandro Bucciol & Raffaele Miniaci, 2008.
"Household Portfolios and Implicit Risk Aversion ,"
Working Papers
0808, University of Brescia, Department of Economics.
[Downloadable!]
Pierre-André Chiappori & Monica Paiella, 2008.
"Relative Risk Aversion Is Constant: Evidence from Panel Data ,"
Discussion Papers
5_2008, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
[Downloadable!]
Sciubba, E., 1999.
"The Evolution of Portfolio Rules and the Capital Asset Pricing Model ,"
Cambridge Working Papers in Economics
9909, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions:
Access and
download statistics Did you know? About five million pdf files are downloaded through RePEc every year.
This page was last updated on 2009-11-12.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .