Measuring Investors' Risk Appetite
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- Prasanna Gai & Nicholas Vause, 2006. "Measuring Investors' Risk Appetite," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
- Prasanna Gai & Nicholas Vause, 2005. "Measuring investors' risk appetite," Bank of England working papers 283, Bank of England.
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More about this item
Keywords
Risk appetite; market sentiment; risk-neutral pricing; risk aversion;All these keywords.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-RMG-2006-11-25 (Risk Management)
- NEP-UPT-2006-11-25 (Utility Models and Prospect Theory)
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