Huang, James and Zhang, Zhengjun (2012) The relationship between relative prudence and relative risk aversion. Working Paper. Lancaster University, Lancaster.Full text not available from this repository.
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|
|Deposited On:||08 Oct 2012 13:47|
|Last Modified:||03 Nov 2015 22:35|
Actions (login required)