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TIME-CONSISTENT NO-ARBITRAGE M...
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Brandt, Michael W.
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ECONIS (ZBW)
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Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
(
contributor
);
Yaron, Amir
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002023790
Saved in:
2
Time-consistent no-arbitrage models of the term structure
Brandt, Michael W.
;
Yaron, Amir
-
2003
Persistent link: https://www.econbiz.de/10001731395
Saved in:
3
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:
4
Hedging demands in hedging contingent claims
Brandt, Michael W.
- In:
The review of economics and statistics
85
(
2003
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001739939
Saved in:
5
Consumption and risk sharing over the life cycle
Storesletten, Kjetil
;
Telmer, Chris I.
;
Yaron, Amir
-
2000
Persistent link: https://www.econbiz.de/10001528616
Saved in:
6
The risk-sharing implications of alternative social security arrangements
Storesletten, Kjetil
;
Telmer, Chris I.
;
Yaron, Amir
- In:
Carnegie Rochester conference series on public policy : …
50
(
1999
),
pp. 213-259
Persistent link: https://www.econbiz.de/10001439799
Saved in:
7
The risk-sharing implications of alternative social security arrangements : a comment
İmrohoroğlu, Selahattin
- In:
Carnegie Rochester conference series on public policy : …
50
(
1999
),
pp. 261-269
Persistent link: https://www.econbiz.de/10001440215
Saved in:
8
Investing retirement wealth : a life-cycle model
Campbell, John Y.
;
Cocco, João F.
;
Gomes, Francisco J.
; …
- In:
Risk aspects of investment-based social security reform
,
(pp. 439-473)
.
2001
Persistent link: https://www.econbiz.de/10001567860
Saved in:
9
Human capital and earnings distribution dynamics
Huggett, Mark
;
Ventura, Gustavo
;
Yaron, Amir
-
2002
Persistent link: https://www.econbiz.de/10001720620
Saved in:
10
Consumption and risk sharing over the live cycle
Storesletten, Kjetil
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001647212
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