Power Risk Aversion Utility Functions
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- Danyang Xie, 2000. "Power Risk Aversion Utility Functions," Annals of Economics and Finance, Society for AEF, vol. 1(2), pages 265-282, November.
- Danyang Xie, 1999. "Power Risk Aversion Utility Functions," CEMA Working Papers 22, China Economics and Management Academy, Central University of Finance and Economics, revised Oct 2000.
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Citations
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"Generalised Means of Simple Utility Functions with Risk Aversion,"
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More about this item
Keywords
Power Risk Aversion; Growth; Asset Pricing;All these keywords.
JEL classification:
- O41 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - One, Two, and Multisector Growth Models
- E21 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DGE-2002-08-29 (Dynamic General Equilibrium)
- NEP-MIC-2002-09-03 (Microeconomics)
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