Optimal portfolios with wealth-varying risk aversion in the neoclassical growth model
Year of publication: |
2014
|
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Authors: | Espino, Emilio |
Published in: |
The B.E. journal of macroeconomics. - Berlin : De Gruyter, ISSN 1935-1690, ZDB-ID 2266677-1. - Vol. 14.2014, 1, p. 1-26
|
Subject: | capital accumulation | dynamically complete markets | fixed equilibrium portfolios | fund separation | wealth-varying relative risk aversion | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Risiko | Risk | Wachstumstheorie | Growth theory | CAPM |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/bejm-2012-0044 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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