scholarly journals Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods

Econometrica ◽  
1990 ◽  
Vol 58 (1) ◽  
pp. 25 ◽  
Author(s):  
Sanford J. Grossman ◽  
Guy Laroque
Keyword(s):  
Asset Pricing ◽  
Portfolio Choice ◽  
Optimal Portfolio ◽  
Durable Consumption ◽  
Consumption Goods

Asset Pricing and Optimal Portfolio Choice in the Presence of Human Capital

2006 ◽  
Author(s):  
Shijin S. ◽  
G. ArunKumar ◽  
Sanghamitra Bhattacharyya
Keyword(s):  
Human Capital ◽  
Asset Pricing ◽  
Portfolio Choice ◽  
Optimal Portfolio

Optimal Portfolio Choice in Real Terms: Measuring the Benefits of TIPS

2011 ◽  
Author(s):  
Álvaro Cartea ◽  
Jonatan Saúl ◽  
Juan Toro
Keyword(s):  
Portfolio Choice ◽  
Optimal Portfolio

Optimal portfolio choice for an insurer with loss aversion

2014 ◽  
Vol 58 ◽  
pp. 217-222 ◽  
Author(s):  
Wenjing Guo
Keyword(s):  
Portfolio Choice ◽  
Loss Aversion ◽  
Optimal Portfolio

Mixed strategy and information theory in optimal portfolio choice

1989 ◽  
Vol 20 (2) ◽  
pp. 215-227 ◽  
Author(s):  
JATI K. SENGUPTA
Keyword(s):  
Information Theory ◽  
Portfolio Choice ◽  
Mixed Strategy ◽  
Optimal Portfolio

Models for Scrapping Durable Consumption Goods

1990 ◽  
pp. 73-85
Author(s):  
Gerrit Antonides
Keyword(s):  
Durable Consumption ◽  
Consumption Goods

Choice Behavior with Respect to Durable Consumption Goods

1990 ◽  
pp. 33-71
Author(s):  
Gerrit Antonides
Keyword(s):  
Choice Behavior ◽  
Durable Consumption ◽  
Consumption Goods

Estimation Risk and Optimal Portfolio Choice.

1981 ◽  
Vol 36 (1) ◽  
pp. 202
Author(s):  
Larry J. Merville ◽  
Vijay S. Bawa ◽  
Stephen J. Brown ◽  
Roger W. Klein
Keyword(s):  
Portfolio Choice ◽  
Optimal Portfolio ◽  
Estimation Risk
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