Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors
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Publication:1039733
DOI10.1016/j.jmateco.2008.08.008zbMath1176.91148OpenAlexW2126223120MaRDI QIDQ1039733
Publication date: 23 November 2009
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.08.008
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Related Items (4)
Risk neutrality regions ⋮ On Bellman's principle with inequality constraints ⋮ Disentangling intertemporal substitution and risk aversion under the expected utility theorem ⋮ Personal finance and life insurance under separation of risk aversion and elasticity of substitution
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