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The relationship between relative prudence and relative risk aversion

Research output: Working paper

Published

Standard

The relationship between relative prudence and relative risk aversion. / Huang, James; Zhang, Zhengjun.

Lancaster : Lancaster University, 2012.

Research output: Working paper

Harvard

Huang, J & Zhang, Z 2012 'The relationship between relative prudence and relative risk aversion' Lancaster University, Lancaster.

APA

Vancouver

Huang J, Zhang Z. The relationship between relative prudence and relative risk aversion. Lancaster: Lancaster University. 2012.

Author

Huang, James ; Zhang, Zhengjun. / The relationship between relative prudence and relative risk aversion. Lancaster : Lancaster University, 2012.

Bibtex

@techreport{e8b2dee7a02f4a53a7e190946f37d051,
title = "The relationship between relative prudence and relative risk aversion",
abstract = "In this paper we investigate the relationship between relative prudence and relative risk aversion. The results help us understand better various conditions concerning the two preference measures. They may also cast light on how investors' investment decisions in the money market and equity market are related.",
keywords = "relative risk aversion, relative prudence",
author = "James Huang and Zhengjun Zhang",
year = "2012",
language = "English",
publisher = "Lancaster University",
type = "WorkingPaper",
institution = "Lancaster University",

}

RIS

TY - UNPB

T1 - The relationship between relative prudence and relative risk aversion

AU - Huang, James

AU - Zhang, Zhengjun

PY - 2012

Y1 - 2012

N2 - In this paper we investigate the relationship between relative prudence and relative risk aversion. The results help us understand better various conditions concerning the two preference measures. They may also cast light on how investors' investment decisions in the money market and equity market are related.

AB - In this paper we investigate the relationship between relative prudence and relative risk aversion. The results help us understand better various conditions concerning the two preference measures. They may also cast light on how investors' investment decisions in the money market and equity market are related.

KW - relative risk aversion

KW - relative prudence

M3 - Working paper

BT - The relationship between relative prudence and relative risk aversion

PB - Lancaster University

CY - Lancaster

ER -