𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Risk Aversion: A Qualitative Approach and Quantitative Estimates

✍ Scribed by A.A. Novoselov


Book ID
111544721
Publisher
SP MAIK Nauka/Interperiodica
Year
2003
Tongue
English
Weight
173 KB
Volume
64
Category
Article
ISSN
0005-1179

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Option-Implied Risk Aversion Estimates
✍ Robert R. Bliss; Nikolaos Panigirtzoglou πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 356 KB
Are risk-averse agents more optimistic?
✍ Selima Ben Mansour; ElyΓ¨s Jouini; Jean-Michel Marin; Clotilde Napp; Christian Ro πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 344 KB

## Abstract Our aim is to analyze the link between optimism and risk aversion in a subjective expected utility setting and to estimate the average level of optimism when weighted by risk tolerance. Its estimation leads to a non‐trivial statistical problem. We start from a large lottery survey (1536