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On the Risk-Return Trade-off in the Valuation of Assetsâ€

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  • Adler, Michael

Abstract

This article has two goals. The first is to contrast two widely used definitions of risk aversion. The second is to establish the feasibility of plunging behavior, in the sense that a possibly large number of risk averse investors will not be diversifiers.

Suggested Citation

  • Adler, Michael, 1969. "On the Risk-Return Trade-off in the Valuation of Assetsâ€," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 4(4), pages 493-512, December.
    • Handle: RePEc:cup:jfinqa:v:4:y:1969:i:04:p:493-512_01
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    Cited by:

    1. Dillon, John L., 1971. "An Expository Review of Bernoullian Decision Theory in Agriculture: Is Utility Futility?," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 39(01), pages 1-78, March.
    2. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
    3. Meyer, Jack, 1988. "Two Moment Decision Models And Expected Utility Maximization: Some Implications For Applied Research," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272846, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    4. V. Vance Roley, 1980. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc.

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