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Original Articles

Estimating the uncertainty of relative risk aversion

Pages 25-27 | Published online: 25 Jan 2008

References

  • Azar , SA . 2006 . Measuring relative risk aversion . Applied Financial Economics Letters , 2 : 341 – 5 .
  • Chetty , R . 2003 . A New method of estimating risk aversion NBER Working Paper No. 9988
  • Danthine , J-P and Donaldson , JB . 2002 . Intermediate Financial Theory , Upper Saddle River, NJ : Prentice Hall .
  • Efron , B and Tibshirani , RJ . 1995 . An Introduction to the Bootstrap , New York : Chapman & Hall .
  • MacKinnon , JG . 2006 . Bootstrap methods in econometrics . The Economic Record , 82 : S2 – S18 .
  • Ross , SA , Westerfield , RW and Jaffe , JF . 2005 . Corporate Finance , 7th edn , Boston, MA : McGraw-Hill Irwin .

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