Uncertain lifetime, risk aversion and intertemporal substitution
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- Blanchard, Olivier J, 1985.
"Debt, Deficits, and Finite Horizons,"
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- Attanasio, Orazio P & Weber, Guglielmo, 1989. "Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption," Economic Journal, Royal Economic Society, vol. 99(395), pages 59-73, Supplemen.
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1990048, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Glomm, Gerhard & Palumbo, Michael G., 1993. "Optimal intertemporal consumption decisions under the threat of starvation," Journal of Development Economics, Elsevier, vol. 42(2), pages 271-291, December.
- Larry Selden, 1979. "An OCE Analysis of the Effect of Uncertainty on Saving under Risk Preference Independence," Review of Economic Studies, Oxford University Press, vol. 46(1), pages 73-82.
- Leung, S.F., 1992.
"Uncertain Lifetime, the Theory of the Consumer, and the Life Cycle Hypothesis,"
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323, University of Rochester - Center for Economic Research (RCER).
- Leung, Siu Fai, 1994. "Uncertain Lifetime, the Theory of the Consumer, and the Life Cycle Hypothesis," Econometrica, Econometric Society, vol. 62(5), pages 1233-39, September.
- Siu Fai Leung, 1995. "A distinction between continuous-time and discrete-time models of uncertain lifetime," Economics Letters, Elsevier, vol. 47(3-4), pages 291-296, March.
- Levhari, David & Mirman, Leonard J, 1977. "Savings and Consumption with an Uncertain Horizon," Journal of Political Economy, University of Chicago Press, vol. 85(2), pages 265-81, April.
- Robert E. Hall, 1985. "Real Interest and Consumption," NBER Working Papers 1694, National Bureau of Economic Research, Inc.
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