London Business School

London Business School (2003)

Cached

Download Links

[www.london.edu]

by Francisco Gomes , Alexander Michaelides

BibTeX

@MISC{Gomes03londonbusiness,
    author = {Francisco Gomes and Alexander Michaelides},
    title = {London Business School},
    year = {2003}
}

Bookmark

OpenURL

Abstract

University of Cyprus. We are responsible for any remaining errors or omissions.

Citations

420	Optimum consumption and portfolio rules in a continuous time model - Merton - 1971
311	Lifetime Portfolio Selection Under Uncertainty: The Continuous Time Case - Merton - 1969
262	Asset Prices Under Habit Formation and Catching Up with the Joneses - Abel - 1990
251	Habit Formation: A Resolution of the Equity Premium Puzzle - Constantinides - 1990
148	Evaluating the effects of incomplete markets on risk sharing and asset pricing - Heaton, Lucas - 1996
131	Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models - Tauchen, Hussey - 1991
115	Labor supply flexibility and portfolio choice in a life cycle model - Bodie, Merton, et al. - 1992
110	Portfolio choice and asset prices: The importance of entrepreneurial risk - Heaton, Lucas - 2000
103	The use of time series processes to model the error structure of earnings in a longitudinal data analysis.”Journal of Econometrics 18(1 - Macurdy - 1982
76	Habit persistence and durability in aggregate consumption: empirical tests - Ferson, Constantinides - 1991
75	Risk premia and term premia in general equilibrium - Abel - 1999
74	Saving and growth with habit formation - Carroll, Overland, et al. - 1997
72	An Empirical Investigation of Asset Pricing With Temporally Dependent Preference Specifications - Heaton - 1995
64	Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth - Sundaresan - 1989
47	The Interaction Between Time-Nonseparable Preferences and Time Aggregation,” Econometrica - Heaton - 1993
44	Saving and Liquidity Constraints,” Econometrica - Deaton - 1991
43	By Force of Habit: A Consumption Based Explanation of Aggregate Stock Market Behavior - Campbell, Cochrane - 1999
40	Precautionary portfolio behavior from a lifecycle perspective - Bertaut, Haliassos - 1997
40	Portfolio Allocations Over the Life Cycle - Poterba, Samwick
36	Wealth and Portfolio Composition: Theory and Evidence - King, Leape - 1998
33	Investing Retirement Wealth? A Life-Cycle Model. Harvard Institute of Economic Research Discussion Paper no. 1896 - Campbell, Cocco, et al. - 1999
30	Consumption and portfolio selection with labor income: A continuous time approach - Koo - 1998
29	Optimal consumption and portfolio rules with durability and local substitution - Hindy, Huang - 1993
26	Asset Prices in an Exchange Economy with Habit Formation - Detemple, Zapatero - 1991
15	Time-Varying Risk Aversion and Unexpected Inflation - Brandt, Wang
15	Optimal consumption and portfolio choices with risky housing and borrowing constraints - Yao, Zhang - 2005
14	Habit Formation: A Resolution of The Equity Premium Puzzle - Otrok, Ravikumar, et al. - 2002
11	An optimizing model for monetary policy: Can habit formation help - Fuhrer - 2000
11	Life-Cycle Asset Allocation: A Model with Borrowing Constraints, Uninsurable Labor Income Risk and StockMarket Participation Costs”. Working Paper - Gomes, Michaelides - 2002
10	Rajnish Mehra, 2002, Junior can’t borrow: A new perspective on the equity premium puzzle, Quarterly - Constantinides, Donaldson
8	Duesenberry’s ratcheting of consumption: Optimal dynamic consumption and investment policies given intolerance for any decline in standard of living, Review of Economic Studies 62 - Dybvig - 1995
6	2002): “Catching Up With the Joneses - Chan, Kogan
6	Habit Formation and Aggregate - Chapman - 1998
5	Portfolio choice over the life cycle, Working paper - Cocco, Gomes, et al. - 1999
3	Transaction Costs and Limited Stock Market Participation to Reconcile Asset Prices and Consumption Choices.” Ente Luigi Einaude Center, Working Paper - Paiella - 1999
2	Social Security And Institutions for Intergenerational - Jermann - 1999
2	Life Cycle Consumption and Portfolio Choice with Additive Habit Formation Preferences and Uninsurable Labor Income Risk,” working paper - Polkovnichenko - 2003
1	Josep Pijoan-Mas and Jose-Victor Rios Rull. 2000. “Habit Formation: Implications for the Wealth Distribution.” University of Pennsylvania Working paper - Diaz
1	Haliassos and Tullio Japelli. 2002. “Household Portfolios: An International Comparison - Guiso, Michael
1	Telmer and Amir Yaron. 2001 “Asset Pricing with Idiosyncratic Risk and Overlapping Generations.” CEPR Working paper Nr 3065 - Storesletten, Chris