« Senator Durbin on Guantanamo | Main | Why Oh Why Can't We Have a Better Press Corps? (National Review Edition) »

June 19, 2005

Fat Tails and Constant Relative Risk Aversion

Marty Weitzman says to go read:

Geweke, John (2001), "“A note on some limitations of CRRA utility.”" Economics Letters, 71, 341-345.

Posted by DeLong at June 19, 2005 10:08 PM