On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (Q433181): Difference between revisions
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Property / author | |||
Property / author: David A. Peel / rank | |||
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Property / author: David A. Peel / rank | |||
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Property / Mathematics Subject Classification ID: 91B16 / rank | |||
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Property / zbMATH DE Number: 6055757 / rank | |||
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Bayesian learning | |||
Property / zbMATH Keywords: Bayesian learning / rank | |||
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rational expectations | |||
Property / zbMATH Keywords: rational expectations / rank | |||
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semi-nonparametric distributions | |||
Property / zbMATH Keywords: semi-nonparametric distributions / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W2157050408 / rank | |||
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Property / cites work: A note on some limitations of CRRA utility / rank | |||
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Latest revision as of 11:51, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty |
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On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (English)
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13 July 2012
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Bayesian learning
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rational expectations
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semi-nonparametric distributions
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