Pages that link to "Item:Q5941239"

The following pages link to A note on some limitations of CRRA utility (Q5941239):

Displaying 19 items.

• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty (Q433181) (← links)
• Climate policy under fat-tailed risk: an application of FUND (Q475306) (← links)
• Expected utility and catastrophic consumption risk (Q495495) (← links)
• Pricing of the time-change risks (Q543799) (← links)
• Internal rationality, imperfect market knowledge and asset prices (Q548263) (← links)
• Pigouvian tax, abatement policies and uncertainty on the environment (Q656047) (← links)
• Predictability of stock returns and asset allocation under structural breaks (Q737993) (← links)
• Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) (← links)
• A new methodology for studying the equity premium (Q993715) (← links)
• The impact of fat tails on equilibrium rates of return and term premia (Q1017010) (← links)
• Is the market price of risk infinite? (Q1038085) (← links)
• Asset pricing with incomplete information and fat tails (Q1042357) (← links)
• Preferences over all random variables: incompatibility of convexity and continuity (Q1745655) (← links)
• Exact solution of asset pricing models with arbitrary shock distributions (Q1853226) (← links)
• On the existence of expected utility with CRRA under STUR (Q1927488) (← links)
• Expected utility and catastrophic risk in a stochastic economy-climate model (Q2280605) (← links)
• Analytic solving of asset pricing models: the by force of habit case (Q2654418) (← links)
• Learning, Structural Instability, and Present Value Calculations (Q5292350) (← links)