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Mixed Risk Aversion

  • Caballé, Jordi

    (Universitat Autonoma de Barcelona, Unitat de Fonaments de l'Análisi Economica)

  • Pomansky, Alexey

    (National Credit Bank and Russian Academy of Sciences)

No abstract is available for this item.

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Paper provided by Research Institute of Industrial Economics in its series Working Paper Series with number 444.

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Length: 37 pages
Date of creation: Nov 1995
Date of revision:
Handle: RePEc:hhs:iuiwop:0444
Contact details of provider: Postal: Research Institute of Industrial Economics, Box 55665, SE-102 15 Stockholm, Sweden
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  1. Kimball, Miles S, 1993. "Standard Risk Aversion," Econometrica, Econometric Society, vol. 61(3), pages 589-611, May.
  2. Pratt, John W & Zeckhauser, Richard J, 1987. "Proper Risk Aversion," Econometrica, Econometric Society, vol. 55(1), pages 143-54, January.
  3. Cass, David & Stiglitz, Joseph E., 1970. "The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds," Journal of Economic Theory, Elsevier, vol. 2(2), pages 122-160, June.
  4. Rothschild, Michael & Stiglitz, Joseph E., 1971. "Increasing risk II: Its economic consequences," Journal of Economic Theory, Elsevier, vol. 3(1), pages 66-84, March.
  5. Miles S. Kimball, 1989. "Precautionary Saving in the Small and in the Large," NBER Working Papers 2848, National Bureau of Economic Research, Inc.
  6. Rothschild, Michael & Stiglitz, Joseph E., 1970. "Increasing risk: I. A definition," Journal of Economic Theory, Elsevier, vol. 2(3), pages 225-243, September.
  7. Mitchell, Douglas W, 1994. "Relative Risk Aversion with Arrow-Debreu Securities," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(1), pages 257-58, February.
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