Optimal Consumption Plans and Portfolio Management with Duration- Dependent Returns
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Bibliographic InfoPaper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 673.
Date of creation: Sep 1985
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Postal: Center for Mathematical Studies in Economics and Management Science, Northwestern University, 580 Jacobs Center, 2001 Sheridan Road, Evanston, IL 60208-2014
Web page: http://www.kellogg.northwestern.edu/research/math/
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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.:
- Constantinides, George M, 1983. "Capital Market Equilibrium with Personal Tax," Econometrica, Econometric Society, vol. 51(3), pages 611-36, May.
- Hansen, Lars Peter & Singleton, Kenneth J, 1983. "Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns," Journal of Political Economy, University of Chicago Press, vol. 91(2), pages 249-65, April.
- John B. Shoven & Laurie Blair Simon, 1987. "Share Repurchases and Acquisitions: An Analysis of Which Firms Participate," NBER Working Papers 2243, National Bureau of Economic Research, Inc.
- Kenneth L. Judd, 1986. "Capital Gains Taxation by Realization in Dynamic General Equilibrium," Discussion Papers 681, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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