Assets, Contingent Commodities, and the Slutsky Equations
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 40 (1972)
Issue (Month): 2 (March)
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- Merton, Robert C., 1977.
"On the microeconomic theory of investment under uncertainty,"
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- Merton, Robert, 1990.
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- Merton, Robert C., 1986. "Capital market theory and the pricing of financial securities," Working papers 1818-86., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Peter Diamond & John Geanakoplos, 2003.
"Social Security Investment in Equities,"
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- Alan J. Auerbach, 1981. "Evaluating the Taxation of Risky Assets," NBER Working Papers 0806, National Bureau of Economic Research, Inc.
- Menezes, Carmen F. & Henry Wang, X. & Bigelow, John P., 2005. "Duality and consumption decisions under income and price risk," Journal of Mathematical Economics, Elsevier, vol. 41(3), pages 387-405, April.
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