Dynamic choice with constant source-dependent relative risk aversion (Q889253)
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scientific article; zbMATH DE number 6505364
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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