Information acquisition and asset allocation with unknown income growth

DOI10.1016/J.ECONLET.2022.110364zbMath1484.91258OpenAlexW4211051511MaRDI QIDQ2127310

Yuanping Wang, Chunxiao Hou, Dong-fang Wang

Publication date: 20 April 2022

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110364

zbMATH Keywords

learninginformation acquisitionconsumptionrisky assetincome growth

Mathematics Subject Classification ID

Economics of information (91B44) Consumer behavior, demand theory (91B42) Portfolio theory (91G10)

Cites Work

• Information acquisition and welfare effect in a model of competitive financial markets
• Information acquisition and learning from prices over the business cycle

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