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.