Asset pricing and consumption-portfolio choice with recursive utility and unspanned risk

Holger Kraft; Thomas Seiferling; Frank Thomas Seifried

Year of publication:	2014 ; first version: March 6, 2014; this version: August 4, 2014
Authors:	Kraft, Holger ; Seiferling, Thomas ; Seifried, Frank Thomas
Publisher:	[Frankfurt am Main]
Subject:	Stochastischer Prozess \| Stochastic process \| Differentialgleichung \| Differential equation \| Kapitalmarkttheorie \| Financial economics \| Privater Konsum \| Private consumption \| Portfolio-Management \| Portfolio selection \| Unvollkommener Markt \| Incomplete market \| Nutzenfunktion \| Utility function

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10010440677

A service of the