Relative risk aversion, relative prudence and comparative statics under uncertainty: The case of (mu, sigma)-preferences
Author:
Publisher
Wiley
Subject
Economics and Econometrics
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-8586.2004.00194.x/fullpdf
Reference25 articles.
1. Insurance demand and the elasticity of risk aversion
2. Some Results on Comparative Statics under Uncertainty
3. Comparative Statics Predictions for Changes in Uncertainty in the Portfolio and Savings Problems
4. Increases in risk and in risk aversion
5. Market Insurance, Self-Insurance, and Self-Protection
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