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Risk aversion measures: comparing attitudes and asset allocation

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  • Schooley, Diane K.
  • Worden, Debra Drecnik

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  • Schooley, Diane K. & Worden, Debra Drecnik, 1996. "Risk aversion measures: comparing attitudes and asset allocation," Financial Services Review, Elsevier, vol. 5(2), pages 87-99.
    • Handle: RePEc:eee:finser:v:5:y:1996:i:2:p:87-99
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    References listed on IDEAS

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    1. Siegel, Frederick W & Hoban, James P, Jr, 1982. "Relative Risk Aversion Revisited," The Review of Economics and Statistics, MIT Press, vol. 64(3), pages 481-487, August.
    2. Cohn, Richard A, et al, 1975. "Individual Investor Risk Aversion and Investment Portfolio Composition," Journal of Finance, American Finance Association, vol. 30(2), pages 605-620, May.
    3. Don Bellante & Richard P. Saba, 1986. "Human Capital And Life-Cycle Effects On Risk Aversion," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(1), pages 41-51, March.
    4. Fama, Eugene F. & Schwert, G. William, 1977. "Human capital and capital market equilibrium," Journal of Financial Economics, Elsevier, vol. 4(1), pages 95-125, January.
    5. Liberman, Joseph, 1980. "Human Capital and the Financial Capital Market," The Journal of Business, University of Chicago Press, vol. 53(2), pages 165-191, April.
    6. Frederick W. Siegel & James P. Hoban, 1991. "Measuring Risk Aversion: Allocation, Leverage, And Accumulation," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(1), pages 27-35, March.
    7. Friend, Irwin & Blume, Marshall E, 1975. "The Demand for Risky Assets," American Economic Review, American Economic Association, vol. 65(5), pages 900-922, December.
    8. Morin, Roger A & Fernandez Suarez, Antonio, 1983. "Risk Aversion Revisited," Journal of Finance, American Finance Association, vol. 38(4), pages 1201-1216, September.
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