Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. (Q1605201)
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scientific article; zbMATH DE number 1768096
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. |
scientific article; zbMATH DE number 1768096 |
Statements
Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. (English)
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15 July 2002
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Optimum consumption and investment
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Asset pricing
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Consumption sensitivity
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Robust control
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Lagrange method
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0.85214895
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0.81862473
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0.81803405
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0.81764984
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0.8099627
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0.80853194
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0.80387175
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