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Risks of Large Portfolios
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1
Income
risk
, borrowing constraints, and portfolio choice
Guiso, Luigi
- In:
The American economic review
86
(
1996
)
1
,
pp. 158-172
Persistent link: https://www.econbiz.de/10001201838
Saved in:
2
Long run
risk
, the wealth-consumption ratio, and the temporal pricing of
risk
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
The American economic review
100
(
2010
)
2
,
pp. 552-556
Persistent link: https://www.econbiz.de/10008748865
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3
Optimal life-cycle investing with flexible labor supply : a welfare analysis of life-cycle funds
Gomes, Francisco J.
;
Kotlikoff, Laurence J.
;
Viceira, …
- In:
The American economic review
98
(
2008
)
2
,
pp. 297-303
Persistent link: https://www.econbiz.de/10003730194
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4
Asset prices, commodity prices, and money : a general equilibrium, rational expectations model
Boyle, Glenn W.
- In:
The American economic review
78
(
1988
)
1
,
pp. 24-45
Persistent link: https://www.econbiz.de/10001047541
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5
Liquidity and
risk
management
Garleanu, Nicolae
;
Pedersen, Lasse Heje
- In:
The American economic review
97
(
2007
)
2
,
pp. 193-197
Persistent link: https://www.econbiz.de/10003501718
Saved in:
6
Optimal inattention to the stock market
Abel, Andrew B.
;
Eberly, Janice C.
;
Panageas, Stauros
- In:
The American economic review
97
(
2007
)
2
,
pp. 244-249
Persistent link: https://www.econbiz.de/10003501846
Saved in:
7
Regulating asset price
risk
Bacchetta, Philippe
;
Tille, Cédric
;
Winccoop, Eric van
- In:
The American economic review
101
(
2011
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10009267149
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8
Durable consumption and asset management with transaction and obervation costs
Alvarez, Fernando
;
Guiso, Luigi
;
Lippi, Francesco
- In:
The American economic review
102
(
2012
)
5
,
pp. 2272-2300
Persistent link: https://www.econbiz.de/10009708292
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9
Is the volatility of market price of
risk
due to intermittent portfolio rebalancing?
Chien, YiLi
;
Cole, Harold L.
;
Lustig, Hanno
- In:
The American economic review
102
(
2012
)
6
,
pp. 2859-2896
Persistent link: https://www.econbiz.de/10009710863
Saved in:
10
Self-fulfilling
risk
panics
Bacchetta, Philippe
;
Tille, Cédric
;
Van Wincoop, Eric
- In:
The American economic review
102
(
2012
)
7
,
pp. 3674-3700
Persistent link: https://www.econbiz.de/10009714668
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