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Yooung, Old, Conservative and Bold: The implications of finite lives and heterogeneity for asset prices

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  • Stavros Panageas

    (University of Pennsylvania (Wharton))

  • Nicolae Garleanu

    (UC Berkeley (Haas))

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    Abstract

    and Cochrane (1999), and is therefore successful at addressing a number of stylized facts about asset prices.

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    Paper provided by Society for Economic Dynamics in its series 2008 Meeting Papers with number 409.

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    Date of creation: 2008
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    Handle: RePEc:red:sed008:409

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    Postal: Society for Economic Dynamics Christian Zimmermann Economic Research Federal Reserve Bank of St. Louis PO Box 442 St. Louis MO 63166-0442 USA
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    1. Deaton, Angus & Paxson, Christina, 1994. "Intertemporal Choice and Inequality," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 102(3), pages 437-67, June.
    2. Constantinides,George & Duffie,Darrel, 1992. "Asset pricing with heterogeneous consumers," Discussion Paper Serie A, University of Bonn, Germany 381, University of Bonn, Germany.
    3. Fatih Guvenen, 2009. "A parsimonious macroeconomic model for asset pricing," Staff Report, Federal Reserve Bank of Minneapolis 434, Federal Reserve Bank of Minneapolis.
    4. A. Abel, 2010. "Asset prices under habit formation and catching up with the Jones," Levine's Working Paper Archive 1395, David K. Levine.
    5. Lior Menzly & Tano Santos & Pietro Veronesi, 2004. "Understanding Predictability," Journal of Political Economy, University of Chicago Press, University of Chicago Press, vol. 112(1), pages 1-47, February.
    6. Wolff, Edward N, 1992. "Changing Inequality of Wealth," American Economic Review, American Economic Association, American Economic Association, vol. 82(2), pages 552-58, May.
    7. William M. Gentry & R. Glenn Hubbard, 2000. "Entrepreneurship and Household Saving," NBER Working Papers 7894, National Bureau of Economic Research, Inc.
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