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Does the degree of relative risk aversion vary with household characteristics?

  • Palsson, Anne-Marie
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    File URL: http://www.sciencedirect.com/science/article/B6V8H-3VV057W-7/2/22122dd7f7afa5954242dbcbdd03d9b0
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    Article provided by Elsevier in its journal Journal of Economic Psychology.

    Volume (Year): 17 (1996)
    Issue (Month): 6 (December)
    Pages: 771-787

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    Handle: RePEc:eee:joepsy:v:17:y:1996:i:6:p:771-787
    Contact details of provider: Web page: http://www.elsevier.com/locate/joep

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    1. Brennan, M. J., 1971. "Capital Market Equilibrium with Divergent Borrowing and Lending Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(05), pages 1197-1205, December.
    2. Mervyn A. King & Jonathan I. Leape, 1984. "Wealth and Portfolio Composition: Theory and Evidence," NBER Working Papers 1468, National Bureau of Economic Research, Inc.
    3. Friend, Irwin & Blume, Marshall E, 1975. "The Demand for Risky Assets," American Economic Review, American Economic Association, vol. 65(5), pages 900-922, December.
    4. 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.
    5. Uhler, R S & Cragg, John G, 1971. "The Structure of the Asset Portfolios of Households," Review of Economic Studies, Wiley Blackwell, vol. 38(115), pages 341-57, July.
    6. Wolf, Charles & Pohlman, Larry, 1983. "The Recovery of Risk Preferences from Actual Choices," Econometrica, Econometric Society, vol. 51(3), pages 843-50, May.
    7. Merton, Robert C, 1973. "An Intertemporal Capital Asset Pricing Model," Econometrica, Econometric Society, vol. 41(5), pages 867-87, September.
    8. Blume, Marshall E & Friend, Irwin, 1975. "The Asset Structure of Individual Portfolios and Some Implications for Utility Functions," Journal of Finance, American Finance Association, vol. 30(2), pages 585-603, May.
    9. Hansen, Lars Peter & Singleton, Kenneth J, 1983. "Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 249-65, April.
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