Dynamic choice with constant source-dependent relative risk aversion
Year of publication: |
2015
|
---|---|
Authors: | Skiadas, Costis |
Published in: |
Economic theory : official journal of the Society for the Advancement of Economic Theory. - Berlin : Springer, ISSN 0938-2259, ZDB-ID 1059110-2. - Vol. 60.2015, 3, p. 393-422
|
Subject: | Source-dependent risk aversion | Ambiguity aversion | Recursive utility | Epstein-Zin-Weil utility | Small-risk approximations | Theorie | Theory | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility |
-
Does ambiguity matter? : estimating asset pricing models with a multiple-priors recursive utility
Jeong, Daehee, (2015)
-
The optimal spending rate versus the expected real return of a sovereign wealth fund
Aase, Knut K., (2021)
-
The optimal spending rate versus the expected real return of a sovereign wealth fund
Aase, Knut K., (2021)
- More ...
-
Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
Skiadas, Costis, (2013)
-
Conditioning and Aggregation of Preferences
Skiadas, Costis, (1991)
-
Schroder, Mark D., (2008)
- More ...