Rational Inattention, Long-Run Consumption Risk, and Portfolio Choice

SSRN Electronic Journal ◽

10.2139/ssrn.913781 ◽

2008 ◽

Cited By ~ 1

Author(s):

Yulei Luo

Keyword(s):

Portfolio Choice ◽

Rational Inattention ◽

Long Run ◽

Consumption Risk

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Rational inattention, long-run consumption risk, and portfolio choice

Review of Economic Dynamics ◽

10.1016/j.red.2010.01.002 ◽

2010 ◽

Vol 13 (4) ◽

pp. 843-860 ◽

Cited By ~ 17

Author(s):

Yulei Luo

Keyword(s):

Portfolio Choice ◽

Rational Inattention ◽

Long Run ◽

Consumption Risk

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Long-Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention

SSRN Electronic Journal ◽

10.2139/ssrn.1645053 ◽

2010 ◽

Author(s):

Yulei Luo

Keyword(s):

Asset Allocation ◽

Recursive Utility ◽

Rational Inattention ◽

Long Run ◽

Consumption Risk

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Long-Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention

Journal of money credit and banking ◽

10.1111/jmcb.12302 ◽

2016 ◽

Vol 48 (2-3) ◽

pp. 325-362 ◽

Cited By ~ 2

Author(s):

YULEI LUO ◽

ERIC R. YOUNG

Keyword(s):

Asset Allocation ◽

Recursive Utility ◽

Rational Inattention ◽

Long Run ◽

Consumption Risk

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The Long-Run World Consumption Risk of International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.1095174 ◽

2008 ◽

Cited By ~ 2

Author(s):

Jesper Rangvid

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Long Run ◽

Consumption Risk ◽

World Consumption

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Long-Run Consumption Risk and the Real Yield Curve

SSRN Electronic Journal ◽

10.2139/ssrn.1130087 ◽

2008 ◽

Cited By ~ 4

Author(s):

Shu Wu

Keyword(s):

Yield Curve ◽

The Real ◽

Long Run ◽

Consumption Risk

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The Long-Run World-Consumption Risk of International Stock Markets

SSRN Electronic Journal ◽

10.2139/ssrn.965657 ◽

2007 ◽

Author(s):

Jesper Rangvid

Keyword(s):

Stock Markets ◽

International Stock Markets ◽

Long Run ◽

Consumption Risk ◽

World Consumption

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Long-Run Stockholder Consumption Risk and Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1088816 ◽

2008 ◽

Cited By ~ 1

Author(s):

Annette Vissing-Jorgensen ◽

Christopher J. Malloy ◽

Tobias J. Moskowitz

Keyword(s):

Asset Returns ◽

Long Run ◽

Consumption Risk

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Capital market integration and consumption risk sharing over the long run

Journal of International Economics ◽

10.1016/j.jinteco.2016.08.001 ◽

2016 ◽

Vol 103 ◽

pp. 27-43 ◽

Cited By ~ 11

Author(s):

Jesper Rangvid ◽

Pedro Santa-Clara ◽

Maik Schmeling

Keyword(s):

Capital Market ◽

Risk Sharing ◽

Market Integration ◽

Capital Market Integration ◽

Long Run ◽

Consumption Risk

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A Study on the Long-Run Consumption Risk in Foreign Currency Risk Premia

Journal of Distribution Science ◽

10.13106/jds.2013.vol11.no10.55. ◽

2013 ◽

Vol 11 (10) ◽

pp. 55-62

Author(s):

Won-Suk Liu ◽

◽

Sam-Ho Son

Keyword(s):

Foreign Currency ◽

Risk Premia ◽

Currency Risk ◽

Long Run ◽

Consumption Risk

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Time-Varying Exposure to Long-Run Consumption Risk

SSRN Electronic Journal ◽

10.2139/ssrn.971250 ◽

2007 ◽

Cited By ~ 8

Author(s):

Wei Yang

Keyword(s):

Time Varying ◽

Long Run ◽

Consumption Risk

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