Risk aversion and the elasticity of substitution in general dynamic portfolio theory: Consistent planning by forward looking, expected utility maximizing investors

Journal of Mathematical Economics

Volumn 45, Issue 9-10, 2009, Pages 634-663

  Kihlstrom, Richard ^a,b  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Asset pricing; Dynamic portfolio theory; Financial market equilibrium

Indexed keywords

EID: 70349748650     PISSN: 03044068     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmateco.2008.08.008     Document Type: Article

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