| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5060542 | Economics Letters | 2012 | 4 Pages |
Abstract
⺠We introduce a new risk premium under the expected utility theory. ⺠Our risk premium represents how much a risk should yield in order to be undertaken. ⺠This new risk premium is more adapted to address risk-taking and finance issues. ⺠We study its properties and reanalyze the Arrow portfolio problem.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Emmanuelle Gabillon,