Savings and Portfolio Choice in a Two-Period Two-Asset Model
AbstractWe extend Arrow's analysis of portfolio choice in a one-period model to savings and portfolio choice in a two-period model.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 1268.
Length: 9 pages
Date of creation:
Date of revision:
Publication status: Published in The American Economic Review (2002): 92(4): 1185-1191
Note: CFP 1078
Contact details of provider:
Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA
Phone: (203) 432-3702
Fax: (203) 432-6167
Web page: http://cowles.econ.yale.edu/
More information through EDIRC
Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA
Other versions of this item:
- Saku Aura & Peter Diamond & John Geanakoplos, 2002. "Savings and Portfolio Choice in a Two-Period Two-Asset Model," American Economic Review, American Economic Association, vol. 92(4), pages 1185-1191, September.
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.:
- Peter Diamond & Jean Geanakoplos, 1999.
"Social Security Investment in Equities I: Linear Case,"
NBER Working Papers
7103, National Bureau of Economic Research, Inc.
- Peter Diamond & John Geanakoplos, 1999. "Social Security Investment in Equities I: Linear Case," Working papers 99-10, Massachusetts Institute of Technology (MIT), Department of Economics.
- Saku Aura, 2004.
"Estate and Capital Gains Taxation: Efficiency and Political Economy Considerations,"
- Saku Aura, 2004. "Estate and Capital Gains Taxation: Efficiency and Political Economy Consideration," CESifo Working Paper Series 1198, CESifo Group Munich.
- Saku Aura, 2004. "Estate and Capital Gains Taxation: Efficiency and Political Economy Considerations," Working Papers 0408, Department of Economics, University of Missouri, revised 16 Dec 2004.
- D'Amato, Marcello & Galasso, Vincenzo, 2002. "Aggregate Risk, Political Constraints and Social Security Design," CEPR Discussion Papers 3330, C.E.P.R. Discussion Papers.
- David C. Webb, 2007. "Pension plan funding, risk sharing and technology choice," LSE Research Online Documents on Economics 24641, London School of Economics and Political Science, LSE Library.
- Felix Kubler & Larry Selden & Xiao Wei, 2013. "Inferior Good and Giffen Behavior for Investing and Borrowing," American Economic Review, American Economic Association, vol. 103(2), pages 1034-53, April.
- 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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Glena Ames).
If references are entirely missing, you can add them using this form.