Risk aversion and the elasticity of substitution in general dynamic portfolio theory : consistent planning by forward looking, expected utility maximizing investors
Richard Kihlstrom
| Year of publication: |
2009
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|---|---|
| Authors: | Kihlstrom, Richard E. |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 45.2009, 9/10 (20.9.), p. 634-663
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| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003928564