The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Year of publication: |
2006
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Authors: | Bhamra, Harjoat Singh ; Uppal, Raman |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 30.2006, 6, p. 967-991
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Subject: | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Intertemporale Allokation | Intertemporal allocation | Theorie | Theory |
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