Quantifying the Cost of Risk in Consumption
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Recommendations
- Expected utility and catastrophic consumption risk
- scientific article; zbMATH DE number 1067031
- Risk aversion and expected utility of consumption over time
- Utility basis of consumption and investment decisions in a risk environment
- Consumption and risk with hyperbolic discounting
- Measuring risk aversion
- The marginal propensity to consume and multidimensional risk
- Decomposing changes in income risk using consumption data
- Determination and estimation of risk aversion coefficients
- The Valuation of Risks
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