Temporal risk aversion and asset prices
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- Kihlstrom, Richard, 2009. "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, Elsevier, vol. 45(9-10), pages 634-663, September.
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More about this item
KeywordsFinancial risk management ; Asset pricing;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-09-05 (All new papers)
- NEP-BEC-2008-09-05 (Business Economics)
- NEP-DGE-2008-09-05 (Dynamic General Equilibrium)
- NEP-MAC-2008-09-05 (Macroeconomics)
- NEP-UPT-2008-09-05 (Utility Models & Prospect Theory)
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