IDEAS home Printed from https://ideas.repec.org/a/ere/journl/v28y2009i2id90.html

Consumo y decisiones de portafolio en ambientes estocásticos: un marco teórico unificador

Author

Listed:
  • Francisco Venegas Martínez
  • Abigail Rodríguez Nava

Abstract

En este trabajo se proporciona un marco teórico que presenta de manera consistente el proceso de toma de decisiones de un consumidor-inversionista en un ambiente de riesgo e incertidumbre con volatilidad constante. Los procesos de Wiener y Poisson desempeñan un papel esencial en el modelado del riesgo de mercado y la incertidumbre en la política económica. En este contexto, se examinan de manera sistemática diferentes modelos, de equilibrio parcial, que caracterizan el consumo y las proporciones de la riqueza que un consumidor racional asigna a los diferentes activos, disponibles en los mercados financieros (doméstico y extranjero). JEL Classification: H31, F31, and D91.

Suggested Citation

  • Francisco Venegas Martínez & Abigail Rodríguez Nava, 2009. "Consumo y decisiones de portafolio en ambientes estocásticos: un marco teórico unificador," Ensayos Revista de Economía, Universidad Autónoma de Nuevo León, vol. 28(2), pages 29-64, November.
    • Handle: RePEc:ere:journl:v:28:y:2009:i:2:id:90
    DOI: 10.29105/ensayos28.2-2
    as

    Download full text from publisher

    File URL: https://ensayos.uanl.mx/index.php/ensayos/article/view/90
    File Function: Abstract page
    Download Restriction: no
    File URL: https://ensayos.uanl.mx/index.php/ensayos/article/download/90/76
    File Function: Full text
    Download Restriction: no
    File URL: https://libkey.io/10.29105/ensayos28.2-2?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    ;
    ;
    ;

    JEL classification:

    • H31 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - Household
    • F31 - International Economics - - International Finance - - - Foreign Exchange
    • D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ere:journl:v:28:y:2009:i:2:id:90. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Revistas UANL (email available below). General contact details of provider: https://ensayos.uanl.mx/index.php/ensayos .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.