1989•Economics LettersRequires access
Portfolio choice with non-expected utility in continuous time
Lars E.O. Svensson
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Abstract
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Lars E.O. Svensson
Abstract
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OpenAlex reports 148 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Economics, Portfolio, Elasticity of intertemporal substitution, Elasticity of substitution, Substitution (logic), Expected utility hypothesis, Econometrics, Risk aversion (psychology)