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The following pages link to Dynamic choice with constant source-dependent relative risk aversion (Q889253):

Displaying 3 items.

On recursive utilities with non-affine aggregator and conditional certainty equivalent (Q2205997) (← links)
Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion (Q4586117) (← links)
Dynamic Logit With Choice Aversion (Q4614273) (← links)

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