Dynamic choice with constant source-dependent relative risk aversion (Q889253)

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scientific article; zbMATH DE number 6505364
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    Dynamic choice with constant source-dependent relative risk aversion
    scientific article; zbMATH DE number 6505364

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      Dynamic choice with constant source-dependent relative risk aversion (English)
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      6 November 2015
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      source-dependent risk aversion
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      ambiguity aversion
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      recursive utility
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      Epstein-Zin-Weil utility
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      small-risk approximations
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