Savings and Portfolio Choice in a Two-Period Two-Asset Model

We extend Arrow's analysis of portfolio choice in a one-period model to savings and portfolio choice in a two-period model.

Authors:	Aura, Saku ; Author-X-Name-Peter, Peter Diamond ; Geanakoplos, John
Institutions:	Cowles Foundation for Research in Economics, Yale University

Extent:	application/pdf
Series:	Cowles Foundation Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Notes:	CFP 1078 Published in The American Economic Review (2002): 92(4): 1185-1191 The price is None Number 1268 9 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004990705