Dynamic choice with constant source-dependent relative risk aversion
type: Item
instance of: scholarly article
title: Dynamic choice with constant source-dependent relative risk aversion
zbMATH Open document ID: 1367.91066
author: Costis Skiadas
published in: Economic Theory
publication date: 2015-11-06T00:00:00Z
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6505364
zbMATH Keywords: source-dependent risk aversion
zbMATH Keywords: ambiguity aversion
zbMATH Keywords: recursive utility
zbMATH Keywords: Epstein-Zin-Weil utility
zbMATH Keywords: small-risk approximations
MaRDI profile type: Publication
full work available at URL: s00199-015-0920-9
OpenAlex ID: W2130849938
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DOI: 10.1007/S00199-015-0920-9
description: scientific article; zbMATH DE number 6505364