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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.: 775--792.

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