Pages that link to "Item:Q956538"
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The following pages link to The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility (Q956538):
Displaying 6 items.
- Asset prices in an exchange economy when agents have heterogeneous homothetic recursive preferences and no risk free bond is available (Q622236) (← links)
- Understanding saving and portfolio choices with predictable changes in assets returns (Q949649) (← links)
- Risk aversion and the elasticity of substitution in general dynamic portfolio theory: consistent planning by forward looking, expected utility maximizing investors (Q1039733) (← links)
- Volatility risk and economic welfare (Q1655506) (← links)
- Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks (Q1681187) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
