On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis
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Publication:1292271
DOI10.1016/S0165-1889(98)00049-9zbMath0921.90030WikidataQ126803714 ScholiaQ126803714MaRDI QIDQ1292271
Publication date: 21 June 1999
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Related Items (8)
Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity ⋮ OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY ⋮ Dynamic asset pricing with non-redundant forwards ⋮ WELFARE GAINS FROM STABILIZATION IN A STOCHASTICALLY GROWING ECONOMY WITH IDIOSYNCRATIC SHOCKS AND FLEXIBLE LABOR SUPPLY ⋮ Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice ⋮ Equilibrium consumption and precautionary savings in a stochastically growing economy ⋮ Lifetime consumption and investment: retirement and constrained borrowing ⋮ Equilibrium strategy for mean-variance-utility portfolio selection under Heston's SV model
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