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. Lancaster University, Lancaster.

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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:
/dk/atira/pure/researchoutput/libraryofcongress/hf5601
Subjects:
ID Code:
58958
Deposited By:
Deposited On:
08 Oct 2012 12:47
Refereed?:
No
Published?:
Published
Last Modified:
04 Oct 2020 23:44