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    Book Reviews : Yasuhiro Sakai, Games, Decisions, and Markets : Springer, 2024

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    Some Properties of Generalized Homothetic Robust Epstein-Zin Utility

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    In the context of Knightian uncertainty, homothetic robust Epstein-Zin (HREZ) utility is a promising one among robust utilities. Thispaper investigates some properties of “generalized homothetic robustEpstein-Zin (GHREZ) utility,” in which the coefficient of relative ambiguityaversion in HREZ utility is generalized to the matrix of relativeambiguity aversions. The study demonstrates that GHREZ utility is“generalized stochastic differential utility (SDU)”, while HREZ utilityis SDU. The paper then presents properties of ambiguity aversions ofGHREZ utility. The study introduces concepts of directional ambiguityaversions, and demonstrates properties of directional ambiguityaversions of GHREZ utility.technical repor

    マイカー リヨウ ノ ウム ト オオガタ コウリテン ノ ネンカン ライホウ カイスウ ノ カンケイ ニ ツイテ

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    learning objec

    オクズケ シガ ダイガク データサイエンス ガクブ レイワ 6ネンド シャカイ チョウサ ジッセン エンシュウ ホウコクショ カンサイケン ニ オケル ショウヒシャ ドウコウ チョウサ

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    滋賀大学データサイエンス学部社会調査実践演習報告書, 令和6年度othe

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