Precautionary saving in mean-variance models and different sources of risk

Journal
Economic Modelling
ISSN
0264-9993
Date Issued
2021
Author(s)
Claudio A. Bonilla
Type
Resource Types::text::journal::journal article
Scopus ID
2-s2.0-85097471780
WoS ID
WOS:000694856800019
DOI
URL
URL Institutional Repository
Project(s)
Subjects
precautionary saving

; 

(mu

; 

sigma)-preferences

; 

elasticity of risk aversion