Intertemporal asset pricing and the marginal utility of wealth
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Publication:553533
DOI10.1016/J.JMATECO.2011.02.005zbMath1229.91129OpenAlexW3124349635MaRDI QIDQ553533
Marzia De Donno, Anna Battauz, Fulvio Ortu
Publication date: 27 July 2011
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2011.02.005
arbitrageviabilitylinear pricing rulesmarginal utility of wealthoptimal portfolio-consumption problems
Related Items (2)
Envelope theorems in Banach lattices and asset pricing ⋮ Near-optimal asset allocation in financial markets with trading constraints
Cites Work
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