Stochastic optimal growth model with risk sensitive preferences
Year of publication: |
January 2018
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Authors: | Bäuerle, Nicole ; Jaśkiewicz, Anna |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 173.2018, p. 181-200
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Subject: | Stochastic growth model | Entropic risk measure | Unbounded utility | Unbounded shocks | Wachstumstheorie | Growth theory | Stochastisches Wachstumsmodell | Risiko | Risk | Optimales Wachstum | Optimal growth | Schock | Shock | Stochastischer Prozess | Stochastic process |
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