Consumption and Portfolio Decisions when Expected Returns are Time Varying-Reference-Cited by-同舟云学术

Consumption and Portfolio Decisions when Expected Returns are Time Varying

Published:1999-05-01 Issue:2 Volume:114 Page:433-495
ISSN:0033-5533
Container-title:The Quarterly Journal of Economics
language:en
Short-container-title:The Quarterly Journal of Economics

Author:

Campbell J. Y.,Viceira L. M.

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/qje/article-pdf/114/2/433/5218363/114-2-433.pdf

Reference51 articles.

1. Balduzzi, Perluigi, and Anthony Lynch, ``The Impact of Predictability and Transaction Costs on Portfolio Choice in a Multiperiod Setting,'' unpublished paper, Boston College and New York University, 1997a.

2. Balduzzi, Perluigi, and Anthony Lynch, ``Transaction Costs and Predictability: Some Utility Cost Calculations,'' unpublished paper, Boston College and New York University, 1997b.

3. Barberis, Nicholas C. ``Investing for the Long Run When Returns Are Predictable,'' Journal of Finance, LIV (1999), forthcoming.

4. Brandt, Michael W. ``Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach,'' Journal of Finance, LIV (1999), forthcoming.

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