Title of article
Equity premium and consumption sensitivity when the consumer–investor allows for unfavorable circumstances
Author/Authors
Gregory C. Chow، نويسنده , , Lihui Zheng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
13
From page
1417
To page
1429
Keywords
Optimum consumption and investment , Consumption sensitivity , Robust control , Asset pricing , The Lagrange method
Journal title
Journal of Economic Dynamics and Control
Serial Year
2002
Journal title
Journal of Economic Dynamics and Control
Record number
238178
Link To Document