Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (Q4733645)
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: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
scientific article; zbMATH DE number 4119893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework |
scientific article; zbMATH DE number 4119893 |
Statements
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (English)
0 references
1989
0 references
intertemporal consumption lotteries
0 references
general preferences
0 references
recursive intertemporal utility functions
0 references
non-expected utility
0 references
0.849463701248169
0 references
0.8434931039810181
0 references
0.8371737003326416
0 references
0.8273509740829468
0 references
0.8255611062049866
0 references
