Preference Among Risky Prospects Under Constant Risk Aversion
Risk analyses often require a measure of individual risk aversion. Here a procedure is presented to calculate risk aversion parameter ranges wherein individuals would exhibit preference among a set of risky prospects.
Volume (Year): 20 (1988)
Issue (Month): 02 (December)
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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.:
- Tauer, Loren W., 1999. "Life Insurance Funding of Buy-Sell Arrangements in Small Businesses," Working Papers 14733, Cornell University, Department of Applied Economics and Management.
- Bruce A. McCarl & David A. Bessler, 1989.
"Estimating An Upper Bound On The Pratt Risk A Version Coefficient When The Utility Function Is Unknown,"
Australian Journal of Agricultural and Resource Economics,
Australian Agricultural and Resource Economics Society, vol. 33(1), pages 56-63, 04.
- McCarl, Bruce A. & Bessler, David A., 1989. "Estimating An Upper Bound On The Pratt Risk A Version Coefficient When The Utility Function Is Unknown," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 33(01), April.
- McCarl, Bruce A., 1990. "Generalized Stochastic Dominance: An Empirical Examination," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 22(02), December.
- Meyer, Jack, 1977. "Choice among distributions," Journal of Economic Theory, Elsevier, vol. 14(2), pages 326-336, April.
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