EQUILIBRIUM WITH EXCESSIVE HOLDINGS CONSTRAINT: AN APPLICATION TO DC PENSION PLANS
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Cites work
- A Dynamic Equilibrium Model of International Portfolio Holdings
- A generalized clark representation formula, with application to optimal portfolios
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Asset Prices in an Exchange Economy
- Asset Prices in an Exchange Economy with Habit Formation
- Capital Market Equilibrium with Differential Taxation *
- Convex duality in constrained portfolio optimization
- Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model
- scientific article; zbMATH DE number 1241609 (Why is no real title available?)
- Labor income, borrowing constraints, and equilibrium asset prices
- Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
- Optimal consumption choices for a `large' investor
- Optimum consumption and portfolio rules in a continuous-time model
- Performance and Employer Stock in 401(k) Plans*
- The Consumption-Based Capital Asset Pricing Model
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