Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion (Q4586117)
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scientific article; zbMATH DE number 6935496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion |
scientific article; zbMATH DE number 6935496 |
Statements
Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion (English)
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11 September 2018
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uncertainty aversion
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ambiguity aversion
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source-dependent risk aversion
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scale invariance
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homotheticity
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