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Eliciting Risk Preferences and Elasticity of Substitution
Decision Analysis ( IF 1.703 ) Pub Date : 2020-09-15 , DOI: 10.1287/deca.2020.0415
Johan Burgaard 1 , Mogens Steffensen 1
Affiliation  

Risk aversion and elasticity of intertemporal substitution (EIS) are separated via the celebrated recursive utility building on certainty equivalents of indirect utility. Based on an alternative se...

中文翻译:

消除风险偏好和替代弹性

风险规避和跨期替代的弹性(EIS)通过以间接效用的确定性等价物为基础的著名的递归效用进行分离。基于另一种选择
更新日期:2020-09-15
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