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References from On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
External reference
Unresolved reference
1987 · External reference
Mean reversion and consumption smoothing
10.1093/rfs/3.1.107 · 1990 · External reference
Unresolved reference
1989 · External reference
Unresolved reference
External reference
Labor supply flexibility and portfolio choice in a life cycle model
10.1016/0165-1889(92)90044-f · 1992 · External reference
An intertemporal asset pricing model with stochastic consumption and investment opportunities
10.1016/0304-405x(79)90016-3 · 1979 · External reference
Unresolved reference
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Inspecting the mechanism: An analytical approach to the stochastic growth model
10.1016/0304-3932(94)90040-x · 1994 · External reference
Understanding risk and return
10.1086/262026 · 1996 · External reference
Mean reversion in equilibrium asset prices
1990 · External reference
Habit formation
10.1086/261693 · 1990 · External reference
10.3386/w6617
10.3386/w6617 · External reference
10.1515/9780691218052-005
10.1515/9780691218052-005 · External reference
An intertemporal general equilibrium model of asset prices
10.2307/1911241 · 1985 · External reference
Optimal consumption and portfolio policies when asset prices follow a diffusion process
10.1016/0022-0531(89)90067-7 · 1989 · External reference
Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
10.1006/jeth.1996.2207 · 1997 · External reference
Unresolved reference
External reference
The equity premium and the allocation of income risk
10.1016/0165-1889(92)90047-i · 1992 · External reference
Unresolved reference
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Comparative dynamics of an equilibrium intertemporal asset pricing model
10.2307/2297436 · 1984 · External reference
Stochastic equilibria
10.2307/1912326 · 1986 · External reference
Hedging in incomplete markets with HARA utility
10.1016/s0165-1889(97)00002-x · 1997 · External reference
Implementing Arrow-Debreu equilibria by continuous trading of a few long-lived securities
10.2307/1913211 · 1985 · External reference
The consumption-based capital asset pricing model
10.2307/1913708 · 1989 · External reference
A Time series analysis of representative agent models of consumption and leisure
10.2307/1882642 · 1988 · External reference
Indivisible labor and the business cycle
10.1016/0304-3932(85)90039-x · 1985 · External reference
Martingales and arbitrage in multiperiod securities markets
10.1016/0022-0531(79)90043-7 · 1979 · External reference
An intertemporal general equilibrium asset pricing model
10.2307/1911159 · 1987 · External reference
10.21034/sr.165
10.21034/sr.165 · External reference
Optimal portfolio and consumption decisions for a `small investor’ on a finite horizon
10.1137/0325086 · 1987 · External reference
Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model
10.1287/moor.15.1.80 · 1990 · External reference
Time to build aggregate fluctuations
10.2307/1913386 · 1982 · External reference
Asset prices in an exchange economy
10.2307/1913837 · 1978 · External reference
Intertemporal substitution in macroeconomics
10.2307/1885743 · 1985 · External reference
Unresolved reference
External reference
The equity premium
10.1016/0304-3932(85)90061-3 · 1985 · External reference
An intertemporal capital asset pricing model
10.2307/1913811 · 1973 · External reference
Unresolved reference
1992 · External reference
Understanding real business cycles
10.1257/jep.3.3.51 · 1989 · External reference
Recursive competitive equilibrium
10.2307/1912812 · 1980 · External reference
Indivisible labor, lotteries and equilibrium
10.1016/0304-3932(88)90042-6 · 1988 · External reference
10.1515/9780691218052-014
10.1515/9780691218052-014 · External reference
Unresolved reference
External reference
Nontraded assets in incomplete markets
10.1016/0014-2921(93)90113-o · 1993 · External reference
