Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Portfolio Choice with Non-Expected Utility in Continuous Time
Stockholm University, Faculty of Social Sciences, Institute for International Economic Studies.
1988 (English)Report (Other academic)
Abstract [en]

Non-expected utility preferences, which can distinguish intertemporal substitution from attitudes towards risk, are extended to continuous time. The consumption/savings and portfolio problem is solved for constant intertemporal elasticity of substitution and constant relative risk aversion.

Place, publisher, year, edition, pages
Stockholm: IIES , 1988. , 8 p.
Series
Seminar Paper / Institute for International Economic Studies, Stockholm University, ISSN 0347-8769 ; 423
National Category
Economics
Identifiers
URN: urn:nbn:se:su:diva-41610OAI: oai:DiVA.org:su-41610DiVA: diva2:331584
Available from: 2010-07-23 Created: 2010-07-23 Last updated: 2010-07-23Bibliographically approved

Open Access in DiVA

fulltext(923 kB)517 downloads
File information
File name FULLTEXT01.pdfFile size 923 kBChecksum SHA-512
6f063cbc62c0fae7756fc8a6fab4331032deb61c0e51c5d40b3c3bcebf3b8caf5b43f0a85214a0d65013aac49cdd1dc5391c005caecb27f1e6ba1f94de93ac45
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Svensson, Lars E.O.
By organisation
Institute for International Economic Studies
Economics

Search outside of DiVA

GoogleGoogle Scholar
Total: 517 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 57 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf