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)
scale invariance; ambiguity aversion; uncertainty aversion; homotheticity; source-dependent risk aversion
91B08: Individual preferences
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