Equilibrium investment with random risk aversion (Q6146680)
From MaRDI portal
![]() | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Equilibrium investment with random risk aversion |
scientific article; zbMATH DE number 7797369
Language | Label | Description | Also known as |
---|---|---|---|
English | Equilibrium investment with random risk aversion |
scientific article; zbMATH DE number 7797369 |
Statements
Equilibrium investment with random risk aversion (English)
0 references
31 January 2024
0 references
certainty equivalents
0 references
equilibrium approach
0 references
power and exponential utility
0 references
random risk aversion
0 references
time-inconsistency
0 references
0 references
0 references
0 references
0 references