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
Keywords :
Optimum consumption and investment , Consumption sensitivity , Robust control , Asset pricing , The Lagrange method
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
