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Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates

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  • Sundaresan, Mahadevan

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  • Sundaresan, Mahadevan, 1983. "Constant Absolute Risk Aversion Preferences and Constant Equilibrium Interest Rates," Journal of Finance, American Finance Association, vol. 38(1), pages 205-212, March.
    • Handle: RePEc:bla:jfinan:v:38:y:1983:i:1:p:205-12
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    Cited by:

    1. Sato, Yuki, 2016. "Delegated portfolio management, optimal fee contracts, and asset prices," Journal of Economic Theory, Elsevier, vol. 165(C), pages 360-389.
    2. Liutang Gong & Yulei Luo & Heng-fu Zou, 2009. "Social Status, the Spirit of Capitalism, and the Term Structure of Interest Rates in Stochastic Production Economies," CEMA Working Papers 372, China Economics and Management Academy, Central University of Finance and Economics.
    3. Arie Harel & Jack Clark Francis & Giora Harpaz, 2018. "Alternative utility functions: review, analysis and comparison," Review of Quantitative Finance and Accounting, Springer, vol. 51(3), pages 785-811, October.
    4. Qi Yang & Yuejuan Hou & Haoran Wei & Tingqiang Chen & Jining Wang, 2022. "Nonlinear Diffusion Evolution Model of Unethical Behavior among Green Food Enterprise," Sustainability, MDPI, vol. 14(23), pages 1-22, December.
    5. Chen, Tingqiang & Wang, Jiepeng & Liu, Haifei & He, Yuanping, 2019. "Contagion model on counterparty credit risk in the CRT market by considering the heterogeneity of counterparties and preferential-random mixing attachment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 520(C), pages 458-480.
    6. Wang, Lei & Li, Shouwei & Chen, Tingqiang, 2019. "Investor behavior, information disclosure strategy and counterparty credit risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 119(C), pages 37-49.

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