Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733)
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: 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
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
23 November 2009
0 references
dynamic portfolio theory
0 references
financial market equilibrium
0 references
asset pricing
0 references
0 references
0 references
0 references
0.8371737003326416
0 references
0.813876211643219
0 references
0.8099945783615112
0 references
0.7819468975067139
0 references
0.7787482142448425
0 references
