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Does Constant Relative Risk Aversion Imply Asset Demands that are Linear in Expected Returns?

Does Constant Relative Risk Aversion Imply Asset Demands that are Linear in Expected Returns?

Anthony S. Courakis
  • 期刊名称Oxford Economic Papers (New Series)
  • 作者Anthony S. Courakis
  • 卷第41卷
  • 期第3期
  • 印刷ISSN0030-7653
  • 电子ISSN1464-3812
  • 文件大小1179.16KB
  • 发表时间1989-07
  • DOI10.2307/2663244
  • 页码553-566
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