Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution : an irrelevance result
Year of publication: |
1990
|
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Authors: | Kocherlakota, Narayana Rao |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 45.1990, 1, p. 175-190
|
Subject: | Risiko | Risk | Nutzen | Utility | CAPM | Konsumtheorie | Consumption theory | Theorie | Theory | USA | United States | 1890-1982 |
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