Smooth ambiguity aversion toward small risks and continuous-time recursive utility
Costis Skiadas
| Year of publication: |
2013
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|---|---|
| Authors: | Skiadas, Costis |
| Published in: |
Journal of political economy. - Chicago, Ill. : Univ. Press, ISSN 0022-3808, ZDB-ID 3026-0. - Vol. 121.2013, 4, p. 775-792
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| Subject: | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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/10010246899