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What does RRA stand for?

RRA stands for Relative Risk Aversion

This definition appears frequently and is found in the following Acronym Finder categories:

  • Business, finance, etc.

See other definitions of RRA

Other Resources:
We have 158 other meanings of RRA in our Acronym Attic

Samples in periodicals archive:

The Epstein-Zin framework separates the parameter governing relative risk aversion from the intertemporal elasticity of substitution (IES).
Krueger and Lustig note that in models with a large number of agents who have constant relative risk aversion preferences, the absence of insurance markets for idiosyncratic labor income risk has no effect on the premium for aggregate risk if the distribution of idiosyncratic risk is independent of aggregate shocks.