A note on risk premiums with random initial wealth
- 1 July 1986
- journal article
- Published by Elsevier in Insurance: Mathematics and Economics
- Vol. 5 (3) , 183-185
- https://doi.org/10.1016/0167-6687(86)90030-2
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- Preservation of “more risk averse” under expectationsJournal of Economic Theory, 1982
- Risk Aversion with Random Initial WealthEconometrica, 1981
- Some Stronger Measures of Risk Aversion in the Small and the Large with ApplicationsEconometrica, 1981
- Increasing risk: I. A definitionJournal of Economic Theory, 1970
- Risk Aversion in the Small and in the LargeEconometrica, 1964
- Portfolio SelectionThe Journal of Finance, 1952