Logo Logo

Smooth Ambiguity Aversion Toward Small Risks and Continuous-Time Recursive Utility, Journal of Political Economy

Abstract

Assuming Brownian/Poisson uncertainty, a certainty equivalen

Type

Article

Author(s)

Constantinos Skiadas

Date Published

2013

Citations

Skiadas, Constantinos. 2013. Smooth Ambiguity Aversion Toward Small Risks and Continuous-Time Recursive Utility. Journal of Political Economy. 121: 775--792.

KELLOGG INSIGHT

Explore leading research and ideas

Find articles, podcast episodes, and videos that spark ideas in lifelong learners, and inspire those looking to advance in their careers.
learn more

COURSE CATALOG

Review Courses & Schedules

Access information about specific courses and their schedules by viewing the interactive course scheduler tool.
LEARN MORE

DEGREE PROGRAMS

Discover the path to your goals

Whether you choose our Full-Time, Part-Time or Executive MBA program, you’ll enjoy the same unparalleled education, exceptional faculty and distinctive culture.
learn more