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source:"econis"
subject:"Portfolio-Management"
~isPartOf:"Journal of economic dynamics & control"
~person:"Luenberger, David G."
~person:"Uppal, Raman"
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Luenberger, David G.
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Journal of economic dynamics & control
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ECONIS (ZBW)
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The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Bhamra, Harjoat Singh
;
Uppal, Raman
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 967-991
Persistent link: https://www.econbiz.de/10003327662
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2
Products of trees for investment analysis
Luenberger, David G.
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1403-1417
Persistent link: https://www.econbiz.de/10001250756
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3
A preference foundation for log mean-variance criteria in portfolio choice problems
Luenberger, David G.
- In:
Journal of economic dynamics & control
17
(
1993
)
5
,
pp. 887-906
Persistent link: https://www.econbiz.de/10001148482
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