Optimal consumption and investment under time-varying relative risk aversion (Q633319)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal consumption and investment under time-varying relative risk aversion |
scientific article; zbMATH DE number 5872817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and investment under time-varying relative risk aversion |
scientific article; zbMATH DE number 5872817 |
Statements
Optimal consumption and investment under time-varying relative risk aversion (English)
0 references
31 March 2011
0 references
Merton's problem
0 references
Hamilton-Jacobi-Bellman equation
0 references
marginal indirect utility
0 references
life-cycle investment
0 references
0.9193382
0 references
0.91868925
0 references
0.9109241
0 references
0.9100399
0 references
0.9100002
0 references
0.9099367
0 references
