A note on risk premiums with random initial wealth
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- Michael C. Jensen, 1968. "The Performance Of Mutual Funds In The Period 1945–1964," Journal of Finance, American Finance Association, vol. 23(2), pages 389-416, May.
- Ron Bird & Helen Chin & Michael McCrae, 1983. "The Performance of Australian Superannuation Funds," Australian Journal of Management, Australian School of Business, vol. 8(1), pages 49-69, June.
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- Dionne, Georges & Li, Jingyuan, 2014.
"Comparative Ross risk aversion in the presence of mean dependent risks,"
Journal of Mathematical Economics,
Elsevier, vol. 51(C), pages 128-135.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Mean Dependent Risks," Cahiers de recherche 1211, CIRPEE.
- Malevergne, Y. & Rey, B., 2009. "On cross-risk vulnerability," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 224-229, October.
- Mohamed Anouar Razgallah, 2005. "The demand for health insurance in a multirisk context," Post-Print halshs-00180048, HAL.
- Christophe Courbage, 2001. "On Bivariate Risk Premia," Theory and Decision, Springer, vol. 50(1), pages 29-34, February.
- Georges Dionne & Jingyuan Li, 2012. "Comparative Ross Risk Aversion in the Presence of Quadrant Dependent Risks," Cahiers de recherche 1226, CIRPEE.
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