Basic risk aversion
Tài liệu tham khảo
Eeckhoudt, 1996, Changes in background risk and risk taking behavior, Econometrica, 64, 683, 10.2307/2171866
Franke, G., Stapleton, R.C., Subrahmanyam, M.G., 1995. The size of background risk and the theory of risk bearing. Mimeo, University of Konstanz.
Gollier, 1996, Risk vulnerability and the tempering effect of background risk, Econometrica, 64, 1109, 10.2307/2171958
Kimball, 1990, Precautionary saving in the small and the large, Econometrica, 58, 53, 10.2307/2938334
Kimball, M.S., 1991. Standard risk aversion. NBER Technical Working Paper 99.
Kimball, 1992, Precautionary motives for holding assets
Kimball, 1993, Standard risk aversion, Econometrica, 61, 589, 10.2307/2951719
Pratt, 1964, Risk aversion in the small and the large, Econometrica, 32, 122, 10.2307/1913738
Pratt, 1987, Proper risk aversion, Econometrica, 55, 143, 10.2307/1911160
