Yuming Li, William T. Ziemba. Univariate and multivariate measures of risk aversion and risk premiums. Annals OR, 45(1):265-296, 1993. [doi]
@article{LiZ93-1,
title = {Univariate and multivariate measures of risk aversion and risk premiums},
author = {Yuming Li and William T. Ziemba},
year = {1993},
doi = {10.1007/BF02282053},
url = {http://dx.doi.org/10.1007/BF02282053},
researchr = {https://researchr.org/publication/LiZ93-1},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {45},
number = {1},
pages = {265-296},
}