Dynamic choice with constant source-dependent relative risk aversion
Costis Skiadas
| 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 | Risikoaversion | Risk aversion | Theorie | Theory | Nutzen | Utility | Erwartungsnutzen | Expected utility | Nutzenfunktion | Utility function | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011376466