• Title of article

    Linear-risk-tolerant, invariant risk preferences

  • Author/Authors

    Robert G. Chambers، نويسنده , , John Quiggin، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    7
  • From page
    303
  • To page
    309
  • Abstract
    This note identifies the class of preferences which simultaneously satisfy invariance, two-fund portfolio separation, and linear risk tolerance. It also considers the implications for asset demand and asset pricing of this class of preferences
  • Keywords
    uncertainty , Preferences , Asset demand
  • Journal title
    Economics Letters
  • Serial Year
    2005
  • Journal title
    Economics Letters
  • Record number

    435607

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435607