The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Harjoat S. Bhamra, Raman Uppal
| Year of publication: |
2006
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|---|---|
| Authors: | Bhamra, Harjoat Singh ; Uppal, Raman |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 30.2006, 6, p. 967-991
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| Subject: | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Intertemporale Allokation | Intertemporal allocation | Theorie | Theory |
| 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/10003327662