Asset allocation and consumption choices of the representative agent with external habit formation
Year of publication: |
2011
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Authors: | Choi, Wonnho |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 40.2011, 6, p. 889-926
|
Subject: | Portfolio and consumption choice | External habit | Time-separable preference | Hedging demand | Instrument variable | Portfolio-Management | Portfolio selection | Konsumentenverhalten | Consumer behaviour | Konsumtheorie | Consumption theory | Anlageverhalten | Behavioural finance | Privater Konsum | Private consumption | CAPM | Externer Effekt | Externalities |
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