Multiperiod consumption-investment decisions and risk preference

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【全文链接或数据库名称(选填)】Multiperiod consumption-investment decisions and risk preferenceEH Neave - Journal of Economic Theory, 1971 - Elsevier
Sufficient conditions for the consumer's multiperiod utility function to exhibit both decreasing
absolute and increasing relative risk aversion are determined. Essentially, the multiperiod utility
function exhibits decreasing absolute risk aversion if each period's utility of consumption ...
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