【全文链接或数据库名称(选填)】Multiperiod consumption-investment decisions and risk preferenceEH Neave - Journal of Economic Theory, 1971 - Elsevier
Sufficient conditions for the consumer's multiperiod utility function to exhibit both decreasing
absolute and increasing relative risk aversion are determined. Essentially, the multiperiod utility
function exhibits decreasing absolute risk aversion if each period's utility of consumption ... 被引用次数:48相关文章所有 4 个版本导入BibTeX保存更多