Long-run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
Year of publication: |
2013-07-08
|
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Authors: | Luo, Yulei ; Young, Eric |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Rational Inattention | Recursive Utility | Portfolio Choice | Asset Pricing |
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