Decreasing relative risk aversion and tests of risk sharing

Masao Ogaki, Qiang Zhang

Research output: Contribution to journalArticle

82 Citations (Scopus)
Original languageEnglish
Pages (from-to)515-526
Number of pages12
JournalEconometrica
Volume69
Issue number2
Publication statusPublished - 2001 Mar
Externally publishedYes

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Relative risk aversion
Risk sharing

ASJC Scopus subject areas

  • Economics and Econometrics
  • Mathematics (miscellaneous)
  • Statistics and Probability
  • Social Sciences (miscellaneous)

Cite this

Decreasing relative risk aversion and tests of risk sharing. / Ogaki, Masao; Zhang, Qiang.

In: Econometrica, Vol. 69, No. 2, 03.2001, p. 515-526.

Research output: Contribution to journalArticle

Ogaki, Masao ; Zhang, Qiang. / Decreasing relative risk aversion and tests of risk sharing. In: Econometrica. 2001 ; Vol. 69, No. 2. pp. 515-526.
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