EconPapers    
Economics at your fingertips  
 

Disentangling risk aversion and intertemporal substitution through a reference level

René Garcia, Eric Renault and Andrei Semenov

Finance Research Letters, 2006, vol. 3, issue 3, 181-193

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (21)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1544-6123(06)00023-7
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level (2003) Downloads
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:finlet:v:3:y:2006:i:3:p:181-193

Access Statistics for this article

Finance Research Letters is currently edited by R. Gençay

More articles in Finance Research Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-23
Handle: RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193