Risk aversion heterogeneity and the investment-uncertainty relationship: a closed-form formulation

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Abstract

A simple, dynamic, general-equilibrium model of savings and investment is populated by agents with Kreps-Porteus preferences.
Original languageEnglish
Pages (from-to)275-300
Number of pages26
JournalRivista Internazionale di Scienze Sociali
VolumeCXXII
Publication statusPublished - 2014

Keywords

  • Aggregate investment
  • heterogeneity
  • risk aversion
  • volatility

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