Non-parametric estimation of decision makers' risk aversion
| dc.creator | Lien, Gudbrand D. | |
| dc.date | 2017-04-01T16:26:53Z | |
| dc.date.accessioned | 2026-07-09T08:13:55Z | |
| dc.description | A new non-parametric method to estimate a decision maker's coefficient of absolute risk aversion from observed economic behaviour is explained. The method uses the expected value-variance (E-V) framework and quadratic programming. An empirical illustration is given using Norwegian farm-level data. © 2002 Elsevier Science B.V. All rights reserved. | |
| dc.identifier | doi:10.22004/ag.econ.177722 | |
| dc.identifier | https://ageconsearch.umn.edu/record/177722/files/agec2002v027i001a009.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/177722 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/596875 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/177722 | |
| dc.title | Non-parametric estimation of decision makers' risk aversion | |
| dc.type | Text |