Upper Bounds on Risk Aversion under Mean-variance Utility

DC FieldValueLanguage
dc.contributor.authorDenny, Kevin-
dc.date.accessioned2019-03-06T14:48:13Z-
dc.date.available2019-03-06T14:48:13Z-
dc.date.copyright2019 the Authoren_US
dc.date.issued2019-02-
dc.identifier.other201902-
dc.identifier.urihttp://hdl.handle.net/10197/9632-
dc.description.abstractBased on a simple prior, this note derives upper bounds for the coefficient of absolute & relative risk aversion if utility can be written as depending linearly on the mean and variance of income.en_US
dc.language.isoenen_US
dc.publisherUniversity College Dublin. School of Economicsen_US
dc.relation.ispartofseriesUCD Centre for Economic Research Working Paper Seriesen_US
dc.relation.ispartofseriesWP2019/02en_US
dc.subjectRisk aversionen_US
dc.subjectMean-variance utilityen_US
dc.subjectRisk toleranceen_US
dc.subject.classificationD80en_US
dc.titleUpper Bounds on Risk Aversion under Mean-variance Utilityen_US
dc.typeWorking Paperen_US
dc.statusNot peer revieweden_US
dc.identifier.startpage1en_US
dc.identifier.endpage4en_US
dc.neeo.contributorDenny|Kevin|aut|-
item.fulltextWith Fulltext-
item.grantfulltextopen-
Appears in Collections:Economics Working Papers & Policy Papers
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