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Asset allocation

Wachter, Jessica - In: Annual review of financial economics 2 (2010), pp. 175-206

Persistent link: https://www.econbiz.de/10008797829

Labor income dynamics at business-cycle frequencies : implications for portfolio choice

Lynch, Anthony W.; Tan, Sinan - 2004

Persistent link: https://www.econbiz.de/10002503182

Labor income dynamics at business-cycle frequencies : implications for portfolio choice

Lynch, Anthony W.; Tan, Sinan - In: Journal of financial economics 101 (2011) 2, pp. 333-359

Persistent link: https://www.econbiz.de/10009242850

Labor Income Dynamics at Business-Cycle Frequencies : Implications for Portfolio Choice

Lynch, Anthony W. - 2004

A large recent literature has focused on multiperiod portfolio choice with labor income, and while the models are elaborate along several dimensions, they all assume that the joint distribution of shocks to labor income and asset returns is i.i.d.. Calibrating this joint distribution to U.S....

Persistent link: https://www.econbiz.de/10012467677