Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios

Yosef Bonaparte and Frank J. Fabozzi

Year of publication:	September 2017
Authors:	Bonaparte, Yosef ; Fabozzi, Frank J.
Published in:	Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 13/15, p. 923-927
Subject:	Asset pricing \| portfolio choice \| heterogeneous agents \| and risk aversion \| Portfolio-Management \| Portfolio selection \| Risikoaversion \| Risk aversion \| Theorie \| Theory \| Substitutionselastizität \| Elasticity of substitution \| CAPM \| Intertemporale Entscheidung \| Intertemporal choice \| Anlageverhalten \| Behavioural finance \| Schätzung \| Estimation \| Kapitalanlage \| Financial investment

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