Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods

Mapping Intimacies ◽

10.3386/w2369 ◽

1987 ◽

Cited By ~ 3

Author(s):

Sanford Grossman ◽

Guy Laroque

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Optimal Portfolio ◽

Durable Consumption ◽

Consumption Goods

Download Full-text

Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods

Econometrica ◽

10.2307/2938333 ◽

1990 ◽

Vol 58 (1) ◽

pp. 25 ◽

Cited By ~ 322

Author(s):

Sanford J. Grossman ◽

Guy Laroque

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Optimal Portfolio ◽

Durable Consumption ◽

Consumption Goods

Download Full-text

Asset Pricing and Optimal Portfolio Choice in the Presence of Human Capital

SSRN Electronic Journal ◽

10.2139/ssrn.962007 ◽

2006 ◽

Author(s):

Shijin S. ◽

G. ArunKumar ◽

Sanghamitra Bhattacharyya

Keyword(s):

Human Capital ◽

Asset Pricing ◽

Portfolio Choice ◽

Optimal Portfolio

Download Full-text

Uncertain Life Expectancy, Optimal Portfolio Choice and the Cross-Section of Asset Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1542664 ◽

2011 ◽

Cited By ~ 2

Author(s):

Thomas Andreas Maurer

Keyword(s):

Life Expectancy ◽

Cross Section ◽

Portfolio Choice ◽

Asset Returns ◽

Optimal Portfolio ◽

The Cross

Download Full-text

Optimal Portfolio Choice Under Partial Information and Transaction Costs (PhD thesis)

SSRN Electronic Journal ◽

10.2139/ssrn.1664427 ◽

2010 ◽

Cited By ~ 1

Author(s):

Huamao Wang

Keyword(s):

Transaction Costs ◽

Portfolio Choice ◽

Partial Information ◽

Optimal Portfolio ◽

Phd Thesis

Download Full-text

Optimal Portfolio Choice in Real Terms: Measuring the Benefits of TIPS

SSRN Electronic Journal ◽

10.2139/ssrn.1759188 ◽

2011 ◽

Author(s):

Álvaro Cartea ◽

Jonatan Saúl ◽

Juan Toro

Keyword(s):

Portfolio Choice ◽

Optimal Portfolio

Download Full-text

Optimal portfolio choice for an insurer with loss aversion

Insurance Mathematics and Economics ◽

10.1016/j.insmatheco.2014.07.004 ◽

2014 ◽

Vol 58 ◽

pp. 217-222 ◽

Cited By ~ 9

Author(s):

Wenjing Guo

Keyword(s):

Portfolio Choice ◽

Loss Aversion ◽

Optimal Portfolio

Download Full-text

Mixed strategy and information theory in optimal portfolio choice

International Journal of Systems Science ◽

10.1080/00207728908910121 ◽

1989 ◽

Vol 20 (2) ◽

pp. 215-227 ◽

Cited By ~ 1

Author(s):

JATI K. SENGUPTA

Keyword(s):

Information Theory ◽

Portfolio Choice ◽

Mixed Strategy ◽

Optimal Portfolio

Download Full-text

Models for Scrapping Durable Consumption Goods

The Lifetime of a Durable Good ◽

10.1007/978-94-009-1938-9_4 ◽

1990 ◽

pp. 73-85

Author(s):

Gerrit Antonides

Keyword(s):

Durable Consumption ◽

Consumption Goods

Download Full-text

Choice Behavior with Respect to Durable Consumption Goods

The Lifetime of a Durable Good ◽

10.1007/978-94-009-1938-9_3 ◽

1990 ◽

pp. 33-71

Author(s):

Gerrit Antonides

Keyword(s):

Choice Behavior ◽

Durable Consumption ◽

Consumption Goods

Download Full-text

Estimation Risk and Optimal Portfolio Choice.

The Journal of Finance ◽

10.2307/2327477 ◽

1981 ◽

Vol 36 (1) ◽

pp. 202

Author(s):

Larry J. Merville ◽

Vijay S. Bawa ◽

Stephen J. Brown ◽

Roger W. Klein

Keyword(s):

Portfolio Choice ◽

Optimal Portfolio ◽

Estimation Risk

Download Full-text