Journal Article
Smooth Ambiguity Aversion Toward Small Risks and Continuous-Time Recursive Utility
Journal of Political Economy
Author(s)
Constantinos Skiadas
Assuming Brownian/Poisson uncertainty, a certainty equivalen
Date Published:
2013
Citations:
Skiadas, Constantinos
. 2013. Smooth Ambiguity Aversion Toward Small Risks and Continuous-Time Recursive Utility.
Journal of Political Economy
. 775--792.