Investment, consumption and hedging under incomplete markets
Year of publication: |
2006-12-03
|
---|---|
Authors: | Miao, Jianjun ; Wang, Neng |
Institutions: | Society for Economic Dynamics - SED |
Subject: | real options | idiosyncratic risk | precautionary saving | incomplete markets |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series 2006 Meeting Papers Number 289 |
Classification: | G11 - Portfolio Choice ; G32 - Financing Policy; Capital and Ownership Structure ; E2 - Consumption, Saving, Production, Employment, and Investment |
Source: |
-
Investment, Consumption and Hedging under Incomplete Markets
Miao, Junjian, (2005)
-
Investment, Consumption, and Hedging under Incomplete Markets
Miao, Jianjun, (2006)
-
Uninsured Idiosyncratic Investment Risk and Aggregate Saving
Angeletos, George-Marios, (2007)
- More ...
-
Investor Protection and Exchange Rates
Wang, Neng, (2004)
-
A unified theory of Tobin's q, corporate investment, financing, and risk management
Wang, Neng, (2010)
-
Dynamic agency and the q theory of investment
He, Zhiguo, (2008)
- More ...