Relative risk aversion must be close to 1

DOI10.1007/S10479-024-06193-0MaRDI QIDQ7008530zbMATH OpenFDO

Authors Moshe Levy

Publication date 21 March 2025

Published in Annals of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10479-024-06193-0

zbMATH Keywords

geometric meanconstant relative risk aversion (CRRA)logarithmic utility functionstocks for the long-run

Mathematics Subject Classification ID

Utility theory (91B16)

Cites work

• scientific article; zbMATH DE number 5122486 (Why is no real title available?)
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