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Savings and Portfolio Choice in a Two-Period Two-Asset Model

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Author Info
Saku Aura
Peter Diamond Author-X-Name-Peter
John Geanakoplos () (Cowles Foundation, Yale University)

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Abstract

We 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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File URL: http://cowles.econ.yale.edu/P/cd/d12b/d1268.pdf
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Paper provided by Cowles Foundation, Yale University in its series Cowles Foundation Discussion Papers with number 1268.

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Length: 9 pages
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Handle: RePEc:cwl:cwldpp:1268

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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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References listed on IDEAS
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.:
  1. Peter Diamond & Jean Geanakoplos, 1999. "Social Security Investment in Equities I: Linear Case," NBER Working Papers 7103, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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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.)

  1. Saku Aura, 2004. "Estate and Capital Gains Taxation: Efficiency and Political Economy Consideration," CESifo Working Paper Series CESifo Working Paper No. , CESifo GmbH. [Downloadable!]
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  2. D'Amato, Marcello & Galasso, Vincenzo, 2002. "Aggregate Risk, Political Constraints and Social Security Design," CEPR Discussion Papers 3330, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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This page was last updated on 2008-7-18.

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