On the stability of the constant relative risk aversion (CRRA) utility under high degrees of uncertainty
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- Lina Cortés & Juan M. Lozada & Javier Perote, 2019. "Firm size and concentration inequality: A flexible extension of Gibrat’s law," Documentos de Trabajo CIEF 017205, Universidad EAFIT.
- repec:spr:comaot:v:23:y:2017:i:3:d:10.1007_s10588-016-9231-3 is not listed on IDEAS
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"Measuring firm size distribution with semi-nonparametric densities,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 485(C), pages 35-47.
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- Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
- Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 2017.
"Multivariate approximations to portfolio return distribution,"
Computational and Mathematical Organization Theory,
Springer, vol. 23(3), pages 347-361, September.
- Andrés Mora-Valencia & Trino-Manuel Ñíguez & Javier Perote, 0. "Multivariate approximations to portfolio return distribution," Computational and Mathematical Organization Theory, Springer, vol. 0, pages 1-15.
- Lina M. Cortés & Javier Perote & Andrés Mora-Valencia, 2017. "Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach," Documentos de Trabajo CIEF 015923, Universidad EAFIT.
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Springer;Akadémiai Kiadó, vol. 109(2), pages 891-915, November.
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More about this item
KeywordsBayesian learning; Rational expectations; Semi-nonparametric distributions;
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
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