On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
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Publication:433181
DOI10.1016/j.econlet.2011.12.049zbMath1242.91067MaRDI QIDQ433181
Ivan Paya, Trino-Manuel Ñíguez, Javier Perote, David A. Peel
Publication date: 13 July 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://eprints.lancs.ac.uk/id/eprint/55626/1/10.pdf
91B16: Utility theory
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Cites Work
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