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On the stability of the CRRA utility under high degrees of uncertainty
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2011
Persistent link: https://www.econbiz.de/10008992251
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On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - In: Economics letters 115 (2012) 2, pp. 244-248
Persistent link: https://www.econbiz.de/10009619444
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Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation
Ñíguez, Trino-Manuel; Payá, Ivan; Peel, David; … - 2015
Persistent link: https://www.econbiz.de/10011796068