Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty
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Publication:367371
DOI10.1007/s11579-013-0103-zzbMath1290.91059OpenAlexW2164764535MaRDI QIDQ367371
Publication date: 13 September 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11579-013-0103-z
Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)
Related Items
Dynamic choice with constant source-dependent relative risk aversion ⋮ Asset prices in an ambiguous economy
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