The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
| Year of publication: |
2006
|
|---|---|
| Authors: | Bhamra, Harjoat S. ; Uppal, Raman |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 6, p. 967-991
|
| Publisher: |
Elsevier |