Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
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References listed on IDEAS
- Tomasz Strzalecki, 2011.
"Axiomatic Foundations of Multiplier Preferences,"
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KeywordsUncertainty aversion; ambiguity aversion; source-dependent risk aversion; scale invariance; homotheticity;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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