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.
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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
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Publication status: Published in The American Economic Review (2002): 92(4): 1185-1191
Note: CFP 1078
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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,"
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"Estate and Capital Gains Taxation: Efficiency and Political Economy Considerations,"
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