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- W3123143438 abstract "Generally, in the standard presentation of the expected utility model, the risk premium represents how much a risk-averse decision maker is ready to pay to have a risk eliminated. Here, however, we introduce a different risk premium: how much should a risk (which could be the return on a financial asset) yield to be acceptable to a risk-averse decision maker. Although our risk premium is derived from the Pratt bid price, it should not be confused with it: the Pratt bid price represents the monetary compensation of a risk. The standard risk premium refers to risk-avoidance; our risk premium, however, refers to risk-taking. We then reanalyse the main results concerning risk aversion under expected utility using this risk premium tool and deduce its main properties." @default.
- W3123143438 created "2021-02-01" @default.
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- W3123143438 date "2011-01-01" @default.
- W3123143438 modified "2023-09-23" @default.
- W3123143438 title "One Theory For Two Risk Premia" @default.
- W3123143438 hasPublicationYear "2011" @default.
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