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Optimal inattention to the stock market
被引:62
作者
:
Abel, Andrew B.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA
Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA
Abel, Andrew B.
[
1
]
Eberly, Janice C.
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA
Eberly, Janice C.
Panageas, Stavros
论文数:
0
引用数:
0
h-index:
0
机构:
Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA
Panageas, Stavros
机构
:
[1]
Univ Penn, Wharton Sch, Philadelphia, PA 19104 USA
[2]
Northwestern Univ, Kellogg Sch Management, Dept Finance, Evanston, IL 60208 USA
来源
:
AMERICAN ECONOMIC REVIEW
|
2007年
/ 97卷
/ 02期
关键词
:
D O I
:
10.1257/aer.97.2.244
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:244 / 249
页数:6
相关论文
共 4 条
[1]
TRANSACTIONS COSTS AND PORTFOLIO CHOICE IN A DISCRETE-CONTINUOUS-TIME SETTING
[J].
DUFFIE, D
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
DUFFIE, D
;
SUN, TS
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
SUN, TS
.
JOURNAL OF ECONOMIC DYNAMICS & CONTROL,
1990,
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(01)
:35
-51
[2]
Gabaix X, 2002, NBER MACROEC ANN-SER, V16, P257
[3]
Inattentive consumers
[J].
Reis, Ricardo
论文数:
0
引用数:
0
h-index:
0
机构:
Princeton Univ, Dept Econ, Princeton, NJ 08544 USA
Princeton Univ, Dept Econ, Princeton, NJ 08544 USA
Reis, Ricardo
.
JOURNAL OF MONETARY ECONOMICS,
2006,
53
(08)
:1491
-1530
[4]
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
[J].
SAMUELSON, PA
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA
MIT,CAMBRIDGE,MA
SAMUELSON, PA
.
REVIEW OF ECONOMICS AND STATISTICS,
1969,
51
(03)
:239
-246
←
1
→
共 4 条
[1]
TRANSACTIONS COSTS AND PORTFOLIO CHOICE IN A DISCRETE-CONTINUOUS-TIME SETTING
[J].
DUFFIE, D
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
DUFFIE, D
;
SUN, TS
论文数:
0
引用数:
0
h-index:
0
机构:
Stanford University, Stanford
SUN, TS
.
JOURNAL OF ECONOMIC DYNAMICS & CONTROL,
1990,
14
(01)
:35
-51
[2]
Gabaix X, 2002, NBER MACROEC ANN-SER, V16, P257
[3]
Inattentive consumers
[J].
Reis, Ricardo
论文数:
0
引用数:
0
h-index:
0
机构:
Princeton Univ, Dept Econ, Princeton, NJ 08544 USA
Princeton Univ, Dept Econ, Princeton, NJ 08544 USA
Reis, Ricardo
.
JOURNAL OF MONETARY ECONOMICS,
2006,
53
(08)
:1491
-1530
[4]
LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING
[J].
SAMUELSON, PA
论文数:
0
引用数:
0
h-index:
0
机构:
MIT,CAMBRIDGE,MA
MIT,CAMBRIDGE,MA
SAMUELSON, PA
.
REVIEW OF ECONOMICS AND STATISTICS,
1969,
51
(03)
:239
-246
←
1
→