Long-run consumption risk and asset allocation under recursive utility and rational inattention
Yulei Luo, Eric R. Young
| Year of publication: |
March-April 2016
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| Authors: | Luo, Yulei ; Young, Eric R. |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 48.2016, 2/3, p. 325-362
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| Subject: | rational inattention | recursive utility | long-run consumption risk | portfolio choice | asset pricing | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | CAPM | Konsum | Consumption | Nutzen | Utility | Equity-Premium-Puzzle | Equity premium puzzle | Nutzenfunktion | Utility function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011516537