Dynamic choice with constant source-dependent relative risk aversion (Q889253): Difference between revisions

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scientific article; zbMATH DE number 6505364
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Property / DOI: 10.1007/s00199-015-0920-9 / rank
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Latest revision as of 09:28, 10 July 2025

scientific article; zbMATH DE number 6505364
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English
Dynamic choice with constant source-dependent relative risk aversion
scientific article; zbMATH DE number 6505364

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    Dynamic choice with constant source-dependent relative risk aversion (English)
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    6 November 2015
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    source-dependent risk aversion
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    ambiguity aversion
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    recursive utility
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    Epstein-Zin-Weil utility
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    small-risk approximations
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