RELATIONSHIPS AMONG SOME RISK PREMIA

Authors
AGRAWAL P
Citation
P. Agrawal, RELATIONSHIPS AMONG SOME RISK PREMIA, Economics letters, 43(1), 1993, pp. 65-70
Citations number
6
Categorie Soggetti
Economics
Journal title
Economics letters → ACNP
ISSN journal
01651765
Volume
43
Issue
1
Year of publication
1993
Pages
65 - 70
Database
ISI
SICI code
0165-1765(1993)43:1<65:RASRP>2.0.ZU;2-G
Abstract
We consider several risk premia associated with providing insurance th rough income and factor prices and obtain relationships among them. Ou r most interesting result is that certain factor price risk premia are marginal versions of the Arrow-Pratt income risk premium.