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~isPartOf:"Research paper / International Center for Financial Asset Management and Engineering"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"United States"
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Search: subject_exact:"Consumption theory"
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Research paper / International Center for Financial Asset Management and Engineering
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
27
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1
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
Chacko, George
;
Viceira, Luis M.
-
1999
Persistent link: https://www.econbiz.de/10001641813
Saved in:
2
Who should buy long-term bonds?
Campbell, John Y.
;
Viceira, Luis M.
-
1998
Persistent link: https://www.econbiz.de/10001641837
Saved in:
3
Habit formation and macroeconomic models of the term structure of interest rates
Buraschi, Andrea
;
Jiltsov, Alexei
- In:
The journal of finance : the journal of the American …
62
(
2007
)
6
,
pp. 3009-3063
Persistent link: https://www.econbiz.de/10003593873
Saved in:
4
Lazy investors, discretionary consumption, and the cross-section of stock returns
Jagannathan, Ravi
;
Wang, Yong
- In:
The journal of finance : the journal of the American …
62
(
2007
)
4
,
pp. 1623-1661
Persistent link: https://www.econbiz.de/10003522397
Saved in:
5
A consumption-based explanation of expected stock returns
Yogo, Motohiro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
2
,
pp. 539-580
Persistent link: https://www.econbiz.de/10003305057
Saved in:
6
Incomplete markets and security prices : do asset-pricing puzzles result rom aggregation problems?
Jacobs, Kris
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 123-163
Persistent link: https://www.econbiz.de/10001355204
Saved in:
7
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1609-1645
Persistent link: https://www.econbiz.de/10001430862
Saved in:
8
Disentangling the coefficient of relative risk aversion from the elasticity of intertemporal substitution : an irrelevance result
Kocherlakota, Narayana Rao
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 175-190
Persistent link: https://www.econbiz.de/10001084199
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