An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation-Reference-Cited by-同舟云学术

An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation

Published:2002-07 Issue:4 Volume:15 Page:1189-1221
ISSN:0893-9454
Container-title:Review of Financial Studies
language:en
Short-container-title:Rev. Financ. Stud.

Author:

Schroder Mark,Skiadas Costis

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Link

http://academic.oup.com/rfs/article-pdf/15/4/1189/5332221/151189.pdf

Reference33 articles.

1. Asset Pricing for General Processes;Back;Journal of Mathematical Economics,1990

2. Bank P. Riedel F. , 1999, “Optimal Consumption Choice Under Uncertainty with Intertemporal Substitution,” working paper, Institut für Mathematik, Humboldt-Universität zu Berlin.

3. Habit Formation and Aggregate Consumption

4. Habit Formation: A Resolution of the Equity Premium Puzzle

5. Optimal consumption and portfolio policies when asset prices follow a diffusion process

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