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Nontraded Assets in Incomplete Markets: Pricing and Portfolio Choices

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Author Info
Svensson, L.E.
Werner, I.

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Abstract

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Publisher Info
Paper provided by Stockholm - International Economic Studies in its series Papers with number 477.

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Length: 29 pages
Date of creation: 1990
Date of revision:
Handle: RePEc:fth:stocin:477

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Keywords: production ; market ; government ; income;

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  1. Hugo Benítez-Silva, 2003. "Labor Supply Flexibility and Portfolio Choice: An Empirical Analysis," Working Papers wp056, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
  2. 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:
  3. 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:
  4. 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!]
  5. 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:
  6. Borja Larrain, 2005. "The stock market and cross country differences in relative prices," Working Papers 05-6, Federal Reserve Bank of Boston. [Downloadable!]
  7. 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!]
  8. Jose Fajardo Barbachan, 2000. "Optimal Consumption and Investment with Levy Processes," Econometric Society World Congress 2000 Contributed Papers 1146, Econometric Society. [Downloadable!]
    Other versions:
  9. Jianjun Miao & Neng Wang, 2004. "Investment, Hedging, and Consumption Smoothing," Finance 0407014, EconWPA. [Downloadable!]
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