Measuring Investors' Risk Appetite
Prasanna Gai, Nicholas Vause
Abstract
Open-access reader
Prasanna Gai, Nicholas Vause
Abstract
Open-access reader
The views expressed in this paper are those of the authors, and not necessarily those of the Bank of England. We would like to thank Alex Bowen, Damien Lynch, Paul Robinson, Hyun Shin and Peter Westaway for helpful comments and encouragement. This paper was finalisedon20
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The views expressed in this paper are those of the authors, and not necessarily those of the Bank of England. We would like to thank Alex Bowen, Damien Lynch, Paul Robinson, Hyun Shin and Peter Westaway for helpful comments and encouragement. This paper was finalisedon20
Key concepts: Risk appetite, Risk aversion (psychology), Appetite, Asset (computer security), Econometrics, Economics, Capital asset pricing model, Financial economics