Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/101540
Year of Publication: 
1997
Series/Report no.: 
Diskussionsbeiträge - Serie II No. 345
Publisher: 
Universität Konstanz, Sonderforschungsbereich 178 - Internationalisierung der Wirtschaft, Konstanz
Abstract: 
We derive a class of utility functions that are equivalent with respect to a well-defined functional form. We apply a general view of constant relative risk aversion to investigate on different equivalence relations. Then we compare our results with standard applications in economics and finance.
Subjects: 
risk aversion
equivalence class
utility theory
JEL: 
D81
D11
G11
Document Type: 
Working Paper

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