Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
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References listed on IDEAS
- Tomasz Strzalecki, 2011.
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- Breitmoser, Yves & Vorjohann, Pauline, 2018. "Welfare-Based Altruism," Rationality and Competition Discussion Paper Series 89, CRC TRR 190 Rationality and Competition.
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More about this item
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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