Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances
Year of publication: |
2002
|
---|---|
Authors: | Chow, Gregory C. ; Zheng, Lihui |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 26.2002, 9/10, p. 1417-1429
|
Subject: | Portfolio-Management | Portfolio selection | Konsumtheorie | Consumption theory | Risikoprämie | Risk premium | Theorie | Theory |
-
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y., (1996)
-
Consumption based capital asset pricing and the Austrian Stock Exchange
Böheim, René, (1996)
-
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y., (1998)
- More ...
-
Chow, Gregory C., (2002)
-
Chow, Gregory C., (2002)
-
The Lagrange method of optimization in finance
Chow, Gregory C., (1994)
- More ...