Time Dependent Relative Risk Aversion

DOI10.1007/978-3-7908-2050-8_3MaRDI QIDQ3606094zbMATH OpenOpenAlexFDO

Authors Enzo Giacomini, Michael Handel, Wolfgang K. Härdle

Publication date 26 February 2009

Published in Contributions to Economics (Search for Journal in Brave)

Full work available at URL http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-020.pdf

Mathematics Subject Classification ID

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Cites work

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• Microeconomic theory
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• Taxes, Regulations, and the Value of U.S. and U.K. Corporations
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Cited in

(5)

• The pricing kernel puzzle: survey and outlook
• Time and risk
• Measuring time and risk preferences in an integrated framework
• Time, utility, risk aversion: how important is the role played by the Decision Maker?
• Risk Aversion, Indivisible Timing Options, and Gambling

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