Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733)
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scientific article; zbMATH DE number 5637020
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| English | Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors |
scientific article; zbMATH DE number 5637020 |
Statements
Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (English)
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23 November 2009
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dynamic portfolio theory
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financial market equilibrium
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asset pricing
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0.8371737003326416
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0.813876211643219
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0.8099945783615112
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0.7819468975067139
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0.7787482142448425
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