Robuta

https://paperswithbacktest.com/strategies/consumption-portfolio-optimization-with-recursive-utility-in-incomplete-markets Consumption-Portfolio Optimization with Recursive Utility in Incomplete Markets The paper studies optimal consumption and portfolio choice for an investor with Epstein–Zin recursive utility in an incomplete market with stochastic… portfolio optimization with recursive incomplete markets consumption utility https://ideas.repec.org/a/ucp/jpolec/v104y1996i3p443-87.html Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing Downloadable (with restrictions)! The authors examine an economy with aggregate and idiosyncratic income risk in which agents cannot contract on future labor... the effects incomplete markets on risk asset pricing evaluating https://ideas.repec.org/p/duk/dukeec/01-03.html Fiscal Policy with Heterogeneous Agents and Incomplete Markets Downloadable! I undertake a quantitative investigation into the short run effects of changes in the timing of taxes for model economies in which heterogeneous... fiscal policy heterogeneous agents incomplete markets https://mpra.ub.uni-muenchen.de/50160/ Transitional Dynamics and Long-run Optimal Taxation Under Incomplete Markets Munich Personal RePEc... long run optimal taxation incomplete markets transitional dynamics