On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (Q433181): Difference between revisions

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+Asset pricing with incomplete information and fat tails
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+Is the market price of risk infinite?
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+Semi-Nonparametric Maximum Likelihood Estimation
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+A note on some limitations of CRRA utility
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+Gram-Charlier densities.
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+Q4124106
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+Production, growth and business cycles: Technical appendix
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+Learning, Structural Instability, and Present Value Calculations
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+On the existence of expected utility with CRRA under STUR
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