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On the real-time forecasting ability of the consumption-wealth ratio

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979828

Does idiosyncratic risk matter : another look

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001984084

Idiosyncratic volatility, stock market volatility, and expected stock returns

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001985899

Understanding the risk-return tradeoff in the stock market

Guo, Hui (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001969582

On the out-of-sample predictability of stock market returns

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001971221

Optimal portfolio choice under regime switching, skew and kurtosis preferences

Guidolin, Massimo (contributor); … - 2005

investor preferences are defined over moments of the terminal wealth distribution such as its skew and kurtosis. Time …

Persistent link: https://www.econbiz.de/10002917583

Subjective probabilities : psychological evidence and economic applications

Chiodo, Abbigail J.; Guidolin, Massimo; Owyang, Michael T. - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979861

The effects of annuities, bequests, and aging in an overlapping generations model of endogenous growth.

Pecchenino, Rowena A.; Pollard, Patricia S. - Federal Reserve Bank of St. Louis - 1995

model of endogenous growth. We find the complete annuitization of agents' wealth is not, in general, dynamically optimal …

Persistent link: https://www.econbiz.de/10005352823

Modeling U.S. households' demand for liquid wealth in an era of financial change

Collins, Sean; Anderson, Richard G. - Federal Reserve Bank of St. Louis - 1997

using a model of household demand for liquid wealth. The model is a dynamic generalization of the almost-ideal demand model …

Persistent link: https://www.econbiz.de/10005352970

The distribution of wealth, 1983-1992: secular growth, cyclical stability

Weicher, John C. - Federal Reserve Bank of St. Louis - 1996

This article describes the changes in the concentration of wealth among U.S. households between 1983 and 1992, a period … which nearly coincides with the most recent business cycle. The distribution of wealth has received popular attention … wealth and wealth per household increased over the cycle; rich and poor households enjoyed an approximately equal gain, in …

Persistent link: https://www.econbiz.de/10005490895