Risk aversion measures: comparing attitudes and asset allocation
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Bibliographic Info
Article provided by Elsevier in its journal Financial Services Review.
Volume (Year): 5 (1996)
Issue (Month): 2 ()
Pages: 87-99
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Web page: http://www.rmi.gsu.edu/FSR/FSRhome.htm
Related research
Keywords:References
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- Liberman, Joseph, 1980. "Human Capital and the Financial Capital Market," The Journal of Business, University of Chicago Press, vol. 53(2), pages 165-91, April.
- Siegel, Frederick W & Hoban, James P, Jr, 1991. "Measuring Risk Aversion: Allocation, Leverage, and Accumulation," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 14(1), pages 27-35, Spring.
- Friend, Irwin & Blume, Marshall E, 1975. "The Demand for Risky Assets," American Economic Review, American Economic Association, vol. 65(5), pages 900-922, December.
- Morin, Roger A & Fernandez Suarez, Antonio, 1983. " Risk Aversion Revisited," Journal of Finance, American Finance Association, vol. 38(4), pages 1201-16, September.
- Siegel, Frederick W & Hoban, James P, Jr, 1982. "Relative Risk Aversion Revisited," The Review of Economics and Statistics, MIT Press, vol. 64(3), pages 481-87, August.
- Cohn, Richard A, et al, 1975. "Individual Investor Risk Aversion and Investment Portfolio Composition," Journal of Finance, American Finance Association, vol. 30(2), pages 605-20, May.
- Fama, Eugene F. & Schwert, G. William, 1977. "Human capital and capital market equilibrium," Journal of Financial Economics, Elsevier, vol. 4(1), pages 95-125, January.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Elyès Jouini & Selima Ben Mansour & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2008.
"Are Risk Averse Agents More Optimistic? A Bayesian Estimation Approach,"
Post-Print
halshs-00176629, HAL.
- Selima Ben Mansour & Elyès Jouini & Jean-Michel Marin & Clotilde Napp & Christian Robert, 2008. "Are risk-averse agents more optimistic? A Bayesian estimation approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(6), pages 843-860.
- Selima Benmansour & Elyès Jouini & Clotilde Napp & Jean-Michel Marin & Christian Robert, 2007. "Are risk averse agents more optimistic? A Bayesian estimation approach," Working Papers halshs-00163678, HAL.
- Robert, Christian P. & Napp, Clotilde & Marin, Jean-Michel & Jouini, Elyès & Ben Mansour, Selima, 2008. "Are Risk-Averse Agents more Optimistic? A Bayesian Estimation Approach," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/2324, Université Paris-Dauphine.
- Hallahan, Terrence & Faff, Robert & McKenzie, Michael, 2003. "An exploratory investigation of the relation between risk tolerance scores and demographic characteristics," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 483-502, December.
- Robert Faff & Terrence Hallahan & Michael McKenzie, 2011. "Women and risk tolerance in an aging world," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 19(2), pages 100-117, June.
- Kaiser, Ulrich & Malchow-Møller, Nikolaj, 2011. "Is self-employment really a bad experience?: The effects of previous self-employment on subsequent wage-employment wages," Journal of Business Venturing, Elsevier, vol. 26(5), pages 572-588, September.
- Christine Lai, 2006. "Determinants of Portfolio Efficiency Losses in US Self-directed Pension Accounts," Journal of Family and Economic Issues, Springer, vol. 27(4), pages 601-625, December.
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