Intertemporal substitution and recursive smooth ambiguity preferences
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Publication:3095016
DOI10.3982/TE843zbMath1278.91043MaRDI QIDQ3095016
Publication date: 28 October 2011
Published in: Theoretical Economics (Search for Journal in Brave)
ambiguitymodel uncertaintyrisk aversionambiguity aversionrecursive utilityintertemporal substitutiondynamic consistency
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