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Optimal consumption and portfolio rules with durability and local substitution
Hindy, Ayman - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 1, pp. 85-121
Persistent link: https://www.econbiz.de/10001139703
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Uncertainty aversion, risk aversion, and the optimal choice of portfolio
Dow, James - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 1, pp. 197-204
Persistent link: https://www.econbiz.de/10001121802
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Asset demands without the independence axiom
Dekel-Tabak, Eddie - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 1, pp. 163-169
Persistent link: https://www.econbiz.de/10001064616
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A test of the efficiency of a given portfolio
Gibbons, Michael R. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 5, pp. 1121-1152
Persistent link: https://www.econbiz.de/10001076157
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Asset pricing and optimal portfolio choice in the presence of illiquid durable consumption goods
Grossman, Sanford J. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10001084886
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Estimating risk aversion from Arrow-Debreu portfolio choice
Varian, Hal R. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 4, pp. 973-979
Persistent link: https://www.econbiz.de/10001052409
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Arbitrage and diversification in a general equilibrium asset economy
Milne, Frank - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 4, pp. 815-840
Persistent link: https://www.econbiz.de/10001052439
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Leverage and default in binomial economies : a complete characterization
Fostel, Ana; Geanakoplos, John - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2191-2229
Persistent link: https://www.econbiz.de/10011431541
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A rational theory of mutual funds' attention allocation
Kacperczyk, Marcin; Nieuwerburgh, Stijn van; Veldkamp, Laura - In: Econometrica : journal of the Econometric Society, an … 84 (2016) 2, pp. 571-626
Persistent link: https://www.econbiz.de/10011552541
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The identification of beliefs from asset demand
Kubler, Felix; Polemarchakis, Heraklis M. - In: Econometrica : journal of the Econometric Society, an … 85 (2017) 4, pp. 1219-1238
Persistent link: https://www.econbiz.de/10011791238