On the stability of the CRRA utility under high degrees of uncertainty
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- Del Brio, Esther B. & Perote, Javier, 2012. "Gram–Charlier densities: Maximum likelihood versus the method of moments," Insurance: Mathematics and Economics, Elsevier, vol. 51(3), pages 531-537.
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KeywordsBayesian learning; Rational expectations; Semi-nonparametric distribu-tions.;
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