Author:
Bhamra Harjoat S.,Uppal Raman
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference16 articles.
1. Who should buy long-term bonds?;Campbell;American Economic Review,2001
2. Strategic Asset Allocation: Portfolio Choice for Long-Term Investors;Campbell,2002
3. Chacko, G., Viceira, L.M., 2005. Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets. Review of Financial Studies, forthcoming.
4. Global diversification, growth and welfare with imperfectly integrated markets for goods;Dumas;Review of Financial Studies,2001
5. Substitution risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework;Epstein;Econometrica,1989
Cited by
39 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献