Nontraded assets in incomplete markets : Pricing and portfolio choice

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Nontraded assets in incomplete markets : Pricing and portfolio choice

Author Info

Svensson, Lars E. O.
Werner, Ingrid M.

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Lars E. O. Svensson

Abstract

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Publisher Info
Article provided by Elsevier in its journal European Economic Review.

Volume (Year): 37 (1993)
Issue (Month): 5 (June)
Pages: 1149-1168
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Handle: RePEc:eee:eecrev:v:37:y:1993:i:5:p:1149-1168

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Paper
- Svensson, L.E. & Werner, I., 1990. "Nontraded Assets in Incomplete Markets: Pricing and Portfolio Choices," Papers 477, Stockholm - International Economic Studies.

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Hugo Benítez-Silva, 2003. "Labor Supply Flexibility and Portfolio Choice: An Empirical Analysis," Working Papers wp056, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
Egil Matsen, 2005. "International diversification, growth, and welfare with non-traded income risk and incomplete markets," Applied Financial Economics, Taylor and Francis Journals, vol. 15(15), pages 1063-1072, October. [Downloadable!] (restricted)
Other versions:
- Egil Matsen, 2002. "International Diversification, Growth, and Welfare with Non-Traded Income Risk and Incomplete Markets," Working Paper Series 1702, Department of Economics, Norwegian University of Science and Technology. [Downloadable!]
Junjian Miao & Neng Wang, 2005. "Investment, Consumption and Hedging under Incomplete Markets," Boston University - Department of Economics - Macroeconomics Working Papers Series WP2005-011, Boston University - Department of Economics, revised Sep 2006. [Downloadable!]
Other versions:
- Jianjun Miao & Neng Wang, 2006. "Investment, consumption and hedging under incomplete markets," 2006 Meeting Papers 289, Society for Economic Dynamics. [Downloadable!]
- Jianjun Miao & Neng Wang, 2007. "Investment, Consumption, and Hedging under Incomplete Markets," NBER Working Papers 13250, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
- Miao, Jianjun & Wang, Neng, 2007. "Investment, consumption, and hedging under incomplete markets," Journal of Financial Economics, Elsevier, vol. 86(3), pages 608-642, December. [Downloadable!] (restricted)
Jose Fajardo Barbachan, 2000. "Optimal Consumption and Investment with Levy Processes," Econometric Society World Congress 2000 Contributed Papers 1146, Econometric Society. [Downloadable!]
Other versions:
- José Santiago Fajardo Barbachan, 2003. "Optimal Consumption and Investment with Lévy Processes," Revista Brasileira de Economia, Graduate School of Economics, Getulio Vargas Foundation (Brazil), vol. 57(4), April. [Downloadable!]
Luca Benzoni & Pierre Collin-Dufresne & Robert S. Goldstein, 2007. "Portfolio choice over the life-cycle when the stock and labor markets are cointegrated," Working Paper Series WP-07-11, Federal Reserve Bank of Chicago. [Downloadable!]
Luis M. Viceira, 1999. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," NBER Working Papers 7409, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
Other versions:
- Luis M. Viceira, 2001. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," Journal of Finance, American Finance Association, vol. 56(2), pages 433-470, 04. [Downloadable!] (restricted)
Borja Larrain, 2005. "The stock market and cross country differences in relative prices," Working Papers 05-6, Federal Reserve Bank of Boston. [Downloadable!]
Hans Andersson & B. Sailesh Ramamurtie & Bharat Ramaswami, 1995. "An intertemporal model of consumption and portfolio allocation," Working Paper 95-15, Federal Reserve Bank of Atlanta. [Downloadable!]
Jianjun Miao & Neng Wang, 2004. "Investment, Hedging, and Consumption Smoothing," Finance 0407014, EconWPA. [Downloadable!]

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