Equilibrium investment with random risk aversion
Sascha Desmettre, Mogens Steffensen
| Year of publication: |
2023
|
|---|---|
| Authors: | Desmettre, Sascha ; Steffensen, Mogens |
| Subject: | certainty equivalents | equilibrium approach | power and exponential utility | random risk aversion | time-inconsistency | Risikoaversion | Risk aversion | Nutzenfunktion | Utility function | Erwartungsnutzen | Expected utility | Gleichgewichtstheorie | Equilibrium theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12394 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014329920