Consumption and portfolio decisions when expected returns are time varying
By: John Y. Campbell, Luis M. Viceira.
Contributors: Viceira, Luis M.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5857; Working paper series (National Bureau of Economic Research) -- working paper no. 5857.
Publisher: National Bureau of Economic Research
Published: 1996
Place of publication: Cambridge, MA
Language: eng
Number of pages: 48
Subjects: Portfolio management -- Econometric models.; Consumption (Economics) -- Econometric models.
Notes: "December 1996."

JEL no. G12.

Includes bibliographical references (p. 35-37).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Financial support from the National Science Foundation