Equilibrium investment with random risk aversion (Q6146680)
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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)
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31 January 2024
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certainty equivalents
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equilibrium approach
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power and exponential utility
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random risk aversion
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time-inconsistency
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