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Duality and consumption decisions under income and price risk

  • Menezes, Carmen F.
  • Henry Wang, X.
  • Bigelow, John P.

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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 41 (2005)
Issue (Month): 3 (April)
Pages: 387-405

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Handle: RePEc:eee:mateco:v:41:y:2005:i:3:p:387-405
Contact details of provider: Web page: http://www.elsevier.com/locate/jmateco

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  1. Coyte, Peter C, 1986. "The Supply of Individual Hours and Labor Force Participation under Uncertainty," Economic Inquiry, Western Economic Association International, vol. 24(1), pages 155-71, January.
  2. Dardanoni, Valentino, 1988. "Optimal Choices under Uncertainty: The Case of Two-Argument Utility Functions," Economic Journal, Royal Economic Society, vol. 98(391), pages 429-50, June.
  3. Kihlstrom, Richard E & Romer, David & Williams, Steve, 1981. "Risk Aversion with Random Initial Wealth," Econometrica, Econometric Society, vol. 49(4), pages 911-20, June.
  4. Martin Feldstein, 1982. "The Optimal Level of Social Security Benefits," NBER Working Papers 0970, National Bureau of Economic Research, Inc.
  5. Gollier, Christian & Pratt, John W, 1996. "Risk Vulnerability and the Tempering Effect of Background Risk," Econometrica, Econometric Society, vol. 64(5), pages 1109-23, September.
  6. Saku Aura & Peter Diamond & John Geanakoplos, 2002. "Savings and Portfolio Choice in a Two-Period Two-Asset Model," American Economic Review, American Economic Association, vol. 92(4), pages 1185-1191, September.
  7. Elmendorf, Douglas W & Kimball, Miles S, 2000. "Taxation of Labor Income and the Demand for Risky Assets," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 41(3), pages 801-33, August.
  8. DREZE, Jacques H. & MODIGLIANI, Franco, . "Cosumption decisions under uncertainty," CORE Discussion Papers RP -119, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  9. Pope, Rulon D & Chavas, Jean-Paul, 1985. "Producer Surplus and Risk," The Quarterly Journal of Economics, MIT Press, vol. 100(5), pages 853-69, Supp..
  10. Peter Diamond & Jean Geanakoplos, 1999. "Social Security Investment in Equities I: Linear Case," NBER Working Papers 7103, National Bureau of Economic Research, Inc.
  11. Andrew B. Abel, . "The Effects of Investing Social Security Funds in the Stock Market When Fixed Costs Prevent Some Households from Holding Stocks," Rodney L. White Center for Financial Research Working Papers 9-00, Wharton School Rodney L. White Center for Financial Research.
  12. Milton Friedman & L. J. Savage, 1948. "The Utility Analysis of Choices Involving Risk," Journal of Political Economy, University of Chicago Press, vol. 56, pages 279.
  13. Fischer, Stanley, 1972. "Assets, Contingent Commodities, and the Slutsky Equations," Econometrica, Econometric Society, vol. 40(2), pages 371-85, March.
  14. Davis, George K, 1989. "Income and Substitution Effects for Mean-Preserving Spreads," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(1), pages 131-36, February.
  15. Hanson, David L & Menezes, Carmen F, 1978. "The Effect of Capital Risk on Optimal Saving Decisions," The Quarterly Journal of Economics, MIT Press, vol. 92(4), pages 653-70, November.
  16. Julian Alston & James Chalfant & Nicholas Piggott, 2002. "Estimating and testing the compensated double-log demand model," Applied Economics, Taylor & Francis Journals, vol. 34(9), pages 1177-1186.
  17. Ross, Stephen A, 1981. "Some Stronger Measures of Risk Aversion in the Small and the Large with Applications," Econometrica, Econometric Society, vol. 49(3), pages 621-38, May.
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