The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Harjoat S. Bhamra; Raman Uppal
| Year of publication: |
Mar. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Bhamra, Harjoat Singh (contributor) ; Uppal, Raman (contributor) |
| Institutions: | Institute of Finance and Accounting <London> (contributor) |
| Publisher: |
London : Inst. of Finance and Accounting |
| Subject: | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Intertemporale Allokation | Intertemporal allocation | Theorie | Theory |
| Extent: | Online-Ressource, 22 p. 604 KB, text |
|---|---|
| Series: | IFA working paper. - London, ZDB-ID 2088792-9. - Vol. 391 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Record-last-verified: 27-10-03 Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001777137