Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

Preprint

1 January 2000

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.236041

Abstract

In this article, we examine analytically the optimal consumption and portfolio policies in an economy with incomplete financial markets where agents have power

Keywords

ASSET ALLOCATION
STOCHASTIC INVESTMENT OPPORTUNITIES
INCOMPLETE MARKETS
BORROWING CONSTRAINTS
ASYMPTOTIC ANALYSIS

All Related Versions

Version 1, RePEc (Unconfirmed version)
Version 1, 2002-01-01, RePEc (Unconfirmed version)

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