The role of risk aversion and intertemporal substitution in dynamic consumption-portfolio choice with recursive utility
Harjoat Bhamra and
Raman Uppal
Journal of Economic Dynamics and Control, 2006, vol. 30, issue 6, 967-991
Date: 2006
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Working Paper: The Role of Risk Aversion and Intertemporal Substitution in Dynamic Consumption-Portfolio Choicewith Recursive Utility (2005) 
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Persistent link: https://EconPapers.repec.org/RePEc:eee:dyncon:v:30:y:2006:i:6:p:967-991
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