The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model. (arXiv:1604.03337v1 [q-fin.CP])

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Language: English
Channel Number: 73956278
Article Number: 1079
Date: April 12, 2016, 5:41 pm
URL: http://www.moneyscience.com/pg/newsfeeds/moneyscience/item/769660/the-subjective-discount-factor-and-the-coefficient-of-relative-risk-aversion-under-timeadditive-isoelastic-expected-utility-model-arxiv160403337v1-qfincp
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