Constancy of equilibrium interest rates for power utility functions and stochastic constant returns to scale technologies

DOI10.1016/0165-1765(83)90013-7MaRDI QIDQ374846zbMATH OpenOpenAlexFDO

Authors M. Sundaresan

Publication date 24 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(83)90013-7

Mathematics Subject Classification ID

Utility theory (91B16)

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Cites work

• A theory of the term structure of interest rates
• Optimum consumption and portfolio rules in a continuous-time model

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