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Relative Risk Aversion Revisited

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  • Siegel, Frederick W
  • Hoban, James P, Jr

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  • Siegel, Frederick W & Hoban, James P, Jr, 1982. "Relative Risk Aversion Revisited," The Review of Economics and Statistics, MIT Press, vol. 64(3), pages 481-487, August.
  • Handle: RePEc:tpr:restat:v:64:y:1982:i:3:p:481-87
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    Cited by:

    1. Christine Lai & Tsung-Chyan Lai, 2009. "Analysing the c-minus-age strategy for life-cycle investing," Applied Economics Letters, Taylor & Francis Journals, vol. 16(7), pages 711-718.
    2. Chaigneau, Pierre, 2013. "Explaining the structure of CEO incentive pay with decreasing relative risk aversion," Journal of Economics and Business, Elsevier, vol. 67(C), pages 4-23.
    3. Bajtelsmit, Vickie L. & Bernasek, Alexandra & Jianakoplos, Nancy A., 1999. "Gender differences in defined contribution pension decisions," Financial Services Review, Elsevier, vol. 8(1), pages 1-10.
    4. Hongyan Fang & John R. Nofsinger, 2009. "Risk Aversion, Entrepreneurial Risk, and Portfolio Selection," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 13(2), pages 25-55, Fall.
    5. Paya, Ivan & Wang, Peng, 2016. "Wealth fluctuations and investment in risky assets: The UK micro evidence on households asset allocation," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 221-235.
    6. Kenneth Arrow & Marcel Priebsch, 2014. "Bliss, Catastrophe, and Rational Policy," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 58(4), pages 491-509, August.
    7. Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Implicit Risk Preference," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1235-1250, November.
    8. Schooley, Diane K. & Worden, Debra Drecnik, 1996. "Risk aversion measures: comparing attitudes and asset allocation," Financial Services Review, Elsevier, vol. 5(2), pages 87-99.
    9. Tansel Yilmazer & Angela Lyons, 2010. "Marriage and the Allocation of Assets in Women’s Defined Contribution Plans," Journal of Family and Economic Issues, Springer, vol. 31(2), pages 121-137, June.
    10. Eisenhauer, Joseph G., 2006. "Risk aversion and prudence in the large," Research in Economics, Elsevier, vol. 60(4), pages 179-187, December.
    11. J. François Outreville, 2015. "The Relationship Between Relative Risk Aversion And The Level Of Education: A Survey And Implications For The Demand For Life Insurance," Journal of Economic Surveys, Wiley Blackwell, vol. 29(1), pages 97-111, February.
    12. Hariharan, Govind & Chapman, Kenneth S. & Domian, Dale L., 2000. "Risk tolerance and asset allocation for investors nearing retirement," Financial Services Review, Elsevier, vol. 9(2), pages 159-170, 00.
    13. Ercolani, Marco, 2000. "The price augmented risk premium, theory and application," Economics Discussion Papers 8830, University of Essex, Department of Economics.
    14. Marchese, Carla & Privileggi, Fabio, 1997. "Taxpayers' Attitudes toward Risk and Amnesty Participation: Economic Analysis and Evidence for the Italian Case," Public Finance = Finances publiques, , vol. 52(3-4), pages 394-410.
    15. Garber, Alan M. & Phelps, Charles E., 1997. "Economic foundations of cost-effectiveness analysis," Journal of Health Economics, Elsevier, vol. 16(1), pages 1-31, February.
    16. J. Francois Outreville, 2014. "Risk Aversion, Risk Behavior, and Demand for Insurance: A Survey," Journal of Insurance Issues, Western Risk and Insurance Association, vol. 37(2), pages 158-186.
    17. Wen-Chi Liao & Daxuan Zhao & Tien Sing, 2014. "Risk Attitude and Housing Wealth Effect," The Journal of Real Estate Finance and Economics, Springer, vol. 48(3), pages 467-491, April.
    18. Kuzmin, Evgeny, 2015. "Uncertainty Cyclicity and Projectionness," MPRA Paper 67028, University Library of Munich, Germany.
    19. Marguerite Schneider & Lori Ryan, 2011. "A review of hedge funds and their investor activism: do they help or hurt other equity investors?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 15(3), pages 349-374, August.
    20. Alan M. Garber & Charles E. Phelps, 1992. "Economic Foundations of Cost Effective Analysis," NBER Working Papers 4164, National Bureau of Economic Research, Inc.
    21. Just, David R., 2011. "Calibrating the wealth effects of decoupled payments: Does decreasing absolute risk aversion matter?," Journal of Econometrics, Elsevier, vol. 162(1), pages 25-34, May.
    22. Bellante, Don & Green, Carole A., 2004. "Relative risk aversion among the elderly," Review of Financial Economics, Elsevier, vol. 13(3), pages 269-281.
    23. Cherbonnier, Frédéric & Gollier, Christian, 2015. "Decreasing aversion under ambiguity," Journal of Economic Theory, Elsevier, vol. 157(C), pages 606-623.

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