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Consumption-income sensitivity and portfolio choice
Addoum, Jawad M.; Delikouras, Stefanos; Korniotis, George M. - In: Review of asset pricing studies : RAPS 9 (2019) 1, pp. 91-136
Persistent link: https://www.econbiz.de/10012163293
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Income hedging and portfolio decisions
Bonaparte, Yosef; Korniotis, George M.; Bohara, Alok Kumar - In: Journal of financial economics 113 (2014) 2, pp. 300-324
Persistent link: https://www.econbiz.de/10010479538
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Aggregate consumption : what United States states have to say
Korniotis, George M. - 2003
Persistent link: https://www.econbiz.de/10003628430
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Habit formation, incomplete markets, and the significance of regional risk for expected returns
Korniotis, George M. - In: The review of financial studies 21 (2008) 5, pp. 2139-2172
Persistent link: https://www.econbiz.de/10003765142