The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility

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Publication:956538

DOI10.1016/j.jedc.2005.04.001zbMath1200.91275OpenAlexW3123079565MaRDI QIDQ956538

Harjoat S. Bhamra, Raman Uppal

Publication date: 25 November 2008

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2005.04.001




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