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The relationship between relative prudence and relative risk aversion

Huang, James and Zhang, Zhengjun (2012) The relationship between relative prudence and relative risk aversion. Working Paper. UNSPECIFIED. (Submitted)

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Abstract

In this paper we investigate the relationship between relative prudence and relative risk aversion. The results help us understand better various conditions concerning the two preference measures. They may also cast light on how investors' investment decisions in the money market and equity market are related.

Item Type: Monograph (Working Paper)
Uncontrolled Keywords: relative risk aversion ; relative prudence
Subjects: H Social Sciences > HF Commerce > HF5601 Accounting
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 58958
Deposited By: ep_importer_pure
Deposited On: 08 Oct 2012 13:47
Refereed?: No
Published?: Submitted
Last Modified: 08 Oct 2012 16:25
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/58958

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