Finite horizons, human wealth, and the risk-free rate puzzle

DOI10.1016/J.ECONLET.2004.04.014zbMath1254.91428OpenAlexW2143413121MaRDI QIDQ1927616

Marcelo Mello, Roberto Guimarães-Filho

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.04.014

zbMATH Keywords

asset pricingfinite horizonsrisk-free rate

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Economic growth models (91B62)

Related Items (1)

THE RISK‐FREE RATE IN A FINITE HORIZON MODEL WITH BEQUESTS

Cites Work

• Optimum consumption and portfolio rules in a continuous-time model

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