Utility functions satisfying linear fractional relative risk aversion are expressed via hypergeometric functions, then used to derive profit-maximizing prices in monopolistic competition and to classify risk-aversion behavior from sector data.
Disquisitiones Generales Circa Seriem Infinitam 1 + αβ 1·γ x+ α(α+1)β(β+1) 1·2·γ(γ+1) xx+ α(α+1)(α+2)β(β+1)(β+2) 1·2·3·γ(γ+1)(γ+2) x3 + etc
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Linear fractional relative risk aversion
Utility functions satisfying linear fractional relative risk aversion are expressed via hypergeometric functions, then used to derive profit-maximizing prices in monopolistic competition and to classify risk-aversion behavior from sector data.