Validity of CARA function under expected utility

DOI10.1016/J.ECONLET.2024.112075MaRDI QIDQ6957404zbMATH OpenFDO

Authors Yu Yan, Yan Tong, Yiming Wang

Publication date 16 July 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2024.112075

zbMATH Keywords

equity premium puzzleCCAPMCARA utility functionexpected utility functionaverage consumption

Mathematics Subject Classification ID

Utility theory (91B16)

Cites work

• Comparison of Alternative Utility Functions in Portfolio Selection Problems
• Dynamic trading and asset prices: Keynes vs. Hayek
• Rare disasters and asset markets in the twentieth century
• Risk Aversion in the Small and in the Large
• Wealth inequality and asset pricing

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