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Isoelastic utility
Known as:
Power utility function
, CRRA
, Isoelastic utility function
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In economics, the isoelastic function for utility, also known as the isoelastic utility function, or power utility function is used to express…
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Related topics
Related topics
4 relations
Exponential utility
Hyperbolic absolute risk aversion
Risk aversion
Utility
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2015
2015
Some (Mis)facts about Myopic Loss Aversion
Iñigo Iturbe-Ormaetxe
,
Giovanni Ponti
,
Josefa Tomás
2015
Corpus ID: 14067037
Gneezy and Potters (1997) run an experiment to test the empirical content of Myopic Loss Aversion (MLA). They find that the…
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2011
2011
A Contribution to the Economic Theory of Fertility
J. Córdoba
,
Marla Ripoll
2011
Corpus ID: 54960997
We show that a non-separable formulation of preferences that allow for a low EIS but a high Elasticity of Intergenerational…
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2011
2011
Equity home bias among Czech investors: Experimental approach
Karel Báťa
2011
Corpus ID: 54021067
Equity home bias is a situation on equity market where domestic investors prefer invest too much into domestic equities despite…
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Review
2011
Review
2011
Risk from Nuclear Power Utilization after Fukushima Accident
Z. Šimić
,
V. Mikuličić
,
I. Vukovic
2011
Corpus ID: 30468890
Abstract – The enormous discrepancy between risk perception and the risk associated with nuclear power utilization will further…
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2009
2009
Why is Portfolio Insurance Attractive to Investors?
Dennis Vrecko
,
Nicole Branger
2009
Corpus ID: 54838302
This paper examines whether and how the popularity of portfolio insurance strategies can be justified theoretically. The analysis…
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2006
2006
Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions
A. Bucciol
,
R. Miniaci
2006
Corpus ID: 14433953
We develop a model of optimal asset allocation based on a utility framework. This applies to a more general context than the…
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2006
2006
Barrier option pricing for assets with Markov-modulated dividends
G. Graziano
,
L. Rogers
2006
Corpus ID: 31235007
We present a simple methodology to price single and double barrier options when the dividend process of the underlying is a…
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2000
2000
The Effects of Institutional Investment on CEO Compensation
D. Clay
,
D. Clay
2000
Corpus ID: 1983807
Institutional investors claim to monitor and influence executive compensation practices in their portfolio companies. Thus…
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2000
2000
SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION
Adrian R. Fleissig
,
A. Gallant
,
John J. Seater
Macroeconomic Dynamics
2000
Corpus ID: 41094769
We derive a seminonparametric utility function containing the constant relative risk aversion (CRRA) function as a special case…
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Highly Cited
1998
Highly Cited
1998
Risk Premiums and Benefit Measures for Generalized-Expected-Utility Theories
J. Quiggin
,
R. Chambers
1998
Corpus ID: 12054172
Standard tools for the analysis of economic problems involving uncertainty, including risk premiums, certainty equivalents and…
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