Dynamic choice with constant source-dependent relative risk aversion (Q889253)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic choice with constant source-dependent relative risk aversion |
scientific article |
Statements
Dynamic choice with constant source-dependent relative risk aversion (English)
0 references
6 November 2015
0 references
source-dependent risk aversion
0 references
ambiguity aversion
0 references
recursive utility
0 references
Epstein-Zin-Weil utility
0 references
small-risk approximations
0 references
0 references
0 references
0 references
