Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/198578
Authors: 
Denny, Kevin
Year of Publication: 
2019
Series/Report no.: 
UCD Centre for Economic Research Working Paper Series No. WP19/02
Abstract: 
Based on a simple prior, this note derives upper bounds for the coefficient of absolute & relative risk aversion if utility can be written as depending linearly on the mean and variance of income.
Subjects: 
risk aversion
mean-variance utility
risk tolerance
JEL: 
D80
Document Type: 
Working Paper

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