On the existence of expected utility with CRRA under STUR (Q1927488): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2003.09.030
+Normal rank
@@ Property / OpenAlex ID @@
+W2031645345
@@ Property / OpenAlex ID: W2031645345 / rank @@
+Normal rank
@@ Property / cites work @@
+Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns
+Normal rank
@@ Property / cites work @@
+Solving asset pricing models with Gaussian shocks
@@ Property / cites work: Solving asset pricing models with Gaussian shocks / rank @@
+Normal rank
@@ Property / cites work @@
+A note on some limitations of CRRA utility
@@ Property / cites work: A note on some limitations of CRRA utility / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to stochastic unit-root processes
@@ Property / cites work: An introduction to stochastic unit-root processes / rank @@
+Normal rank
@@ Property / cites work @@
+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
+Normal rank
@@ Property / cites work @@
+Q4771171
@@ Property / cites work: Q4771171 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact solution of asset pricing models with arbitrary shock distributions
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1927488