The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
type: Item
instance of: scholarly article
title: The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
zbMATH Open document ID: 1200.91275
author: Harjoat S. Bhamra
author: Raman Uppal
publication date: 2008-11-25T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 5373170
zbMATH Keywords: intertemporal optimization and decision making
MaRDI profile type: Publication
full work available at URL: j.jedc.2005.04.001
OpenAlex ID: W3123079565
cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
cites work: Temporal Resolution of Uncertainty and Dynamic Choice Theory
cites work: Market equilibrium with heterogeneous recursive-utility-maximizing agents
cites work: Optimal consumption and portfolio selection with stochastic differential utility
cites work: Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.
cites work: Portfolio choice with non-expected utility in continuous time
DOI: 10.1016/J.JEDC.2005.04.001
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 5373170