Portfolio choice with endogenous utility: a large deviations approach

Michael Stutzer

Journal of Econometrics, 2003, vol. 116, issue 1-2, 365-386

Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (44)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(03)00112-X
Full text for ScienceDirect subscribers only

Related works:
Chapter: Portfolio choice with endogenous utility: a large deviations approach (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:116:y:2003:i:1-2:p:365-386

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().