Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion (Q4586117)
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scientific article; zbMATH DE number 6935496
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| default for all languages | No label defined |
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| English | Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion |
scientific article; zbMATH DE number 6935496 |
Statements
Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion (English)
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11 September 2018
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uncertainty aversion
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ambiguity aversion
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source-dependent risk aversion
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scale invariance
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homotheticity
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0.9035889
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0.89786017
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0.8871697
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0.8847684
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0.88472366
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0.8794298
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0.87154126
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