Dynamic choice with constant source-dependent relative risk aversion
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Publication:889253
DOI10.1007/s00199-015-0920-9zbMath1367.91066OpenAlexW2130849938MaRDI QIDQ889253
Publication date: 6 November 2015
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-015-0920-9
ambiguity aversionrecursive utilityEpstein-Zin-Weil utilitysmall-risk approximationssource-dependent risk aversion
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Cites Work
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