Dynamic choice with constant source-dependent relative risk aversion (Q889253): Difference between revisions

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Latest revision as of 00:22, 11 July 2024

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Dynamic choice with constant source-dependent relative risk aversion
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    Dynamic choice with constant source-dependent relative risk aversion (English)
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    6 November 2015
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    source-dependent risk aversion
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    ambiguity aversion
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    recursive utility
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    Epstein-Zin-Weil utility
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    small-risk approximations
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