Is Self-Reported Risk Aversion Time Variant?
نویسندگان
چکیده
منابع مشابه
Time Dependent Relative Risk Aversion
Risk management and the thorough understanding of the relations between financial markets and the standard theory of macroeconomics have always been among the topics most addressed by researchers, both financial mathematicians and economists. This work aims at explaining investors’ behavior from a macroeconomic aspect (modeled by the investors’ pricing kernel and their relative risk aversion) u...
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ژورنال
عنوان ژورنال: Revue d'économie politique
سال: 2015
ISSN: 0373-2630,2105-2883
DOI: 10.3917/redp.254.0547