Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
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Publication:4586117
DOI10.3982/TE1004zbMath1395.91150MaRDI QIDQ4586117
Publication date: 11 September 2018
Published in: Theoretical Economics (Search for Journal in Brave)
Related Items (7)
A dual approach to ambiguity aversion ⋮ Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty ⋮ Dynamic choice with constant source-dependent relative risk aversion ⋮ Social and strategic ambiguity versus betrayal aversion ⋮ Contracting under uncertainty: a principal-agent model with ambiguity averse parties ⋮ Belief hedges: Measuring ambiguity for all events and all models ⋮ A critical look at the Aumann-Serrano and Foster-Hart measures of riskiness
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