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On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty - MaRDI portal

On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (Q433181)

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scientific article; zbMATH DE number 6055757
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On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
scientific article; zbMATH DE number 6055757

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    On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (English)
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    13 July 2012
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    Bayesian learning
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    rational expectations
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    semi-nonparametric distributions
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