Savings and Portfolio Choice in a Two-Period Two-Asset Model
We extend Arrow's analysis of portfolio choice in a one-period model to savings and portfolio choice in a two-period model.
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|Publication status:||Published in The American Economic Review (2002): 92(4): 1185-1191|
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- Peter Diamond & John Geanakoplos, 1999.
"Social Security Investment in Equities I: Linear Case,"
99-10, Massachusetts Institute of Technology (MIT), Department of Economics.
- Peter Diamond & Jean Geanakoplos, 1999. "Social Security Investment in Equities I: Linear Case," NBER Working Papers 7103, National Bureau of Economic Research, Inc.
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