Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. (Q1605201)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. |
scientific article; zbMATH DE number 1768096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. |
scientific article; zbMATH DE number 1768096 |
Statements
Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances. (English)
0 references
15 July 2002
0 references
Optimum consumption and investment
0 references
Asset pricing
0 references
Consumption sensitivity
0 references
Robust control
0 references
Lagrange method
0 references
0.85214895
0 references
0.81862473
0 references
0.81803405
0 references
0.81764984
0 references
0.8099627
0 references
0.80853194
0 references
0.80387175
0 references
