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A note on some limitations of CRRA utility

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  • Geweke, John

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  • Geweke, John, 2001. "A note on some limitations of CRRA utility," Economics Letters, Elsevier, vol. 71(3), pages 341-345, June.
    • Handle: RePEc:eee:ecolet:v:71:y:2001:i:3:p:341-345
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    References listed on IDEAS

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    1. Labadie, Pamela, 1989. "Stochastic inflation and the equity premium," Journal of Monetary Economics, Elsevier, vol. 24(2), pages 277-298, September.
    2. Rietz, Thomas A., 1988. "The equity risk premium a solution," Journal of Monetary Economics, Elsevier, vol. 22(1), pages 117-131, July.
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