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

Journal of Economic Dynamics and Control

Volumn 30, Issue 6, 2006, Pages 967-991

  Bhamra, Harjoat S ^a   Uppal, Raman ^b,c  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b LONDON BUSINESS SCHOOL   (United Kingdom)

^c CEPR   (United Kingdom)

Author keywords

Intertemporal optimization and decision making

Indexed keywords

EID: 33646271821     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2005.04.001     Document Type: Article

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