On the existence of expected utility with CRRA under STUR (Q1927488): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Consumption asset pricing with stable shocks---exploring a solution and its implications for mean equity returns / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Solving asset pricing models with Gaussian shocks / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: A note on some limitations of CRRA utility / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An introduction to stochastic unit-root processes / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asset Prices in an Exchange Economy / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4771171 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Exact solution of asset pricing models with arbitrary shock distributions / rank | |||
Normal rank |
Revision as of 00:45, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the existence of expected utility with CRRA under STUR |
scientific article |
Statements
On the existence of expected utility with CRRA under STUR (English)
0 references
1 January 2013
0 references
expected utility
0 references
stochastic unit root
0 references
0 references