Risk aversion and risk loving in the small : a decomposition of the multivariate risk premium
Year of publication: |
2004
|
---|---|
Authors: | Ercolani, Marco G. |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 56.2004, 1, p. 81-106
|
Subject: | Risikoprämie | Risk premium | Risikoaversion | Risk aversion | Konsumtheorie | Consumption theory | Schätzung | Estimation | Theorie | Theory | Großbritannien | United Kingdom | 1963-1997 |
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