Consumption and Portfolio Decisions when Expected Returns are Time Varying
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Publication:4262978
DOI10.1162/003355399556043zbMath0933.91021OpenAlexW3121378067MaRDI QIDQ4262978
Luis M. Viceira, John Y. Campbell
Publication date: 22 September 1999
Published in: The Quarterly Journal of Economics (Search for Journal in Brave)
Full work available at URL: http://nrs.harvard.edu/urn-3:HUL.InstRepos:3163266
approximate analytical solutionportfolio choiceoptimal consumptionEpstein-Zin-Weil utilityinfinitely lived investor
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