Savings and Portfolio Choice in a Two-Period Two-Asset Model

Saku Aura (), Peter A. Diamond () and John Geanakoplos ()
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John Geanakoplos: Cowles Foundation, Yale University, http://cowles.econ.yale.edu/faculty/geanakoplos.htm

No 1268, Cowles Foundation Discussion Papers from Cowles Foundation, Yale University

Abstract: We extend Arrow's analysis of portfolio choice in a one-period model to savings and portfolio choice in a two-period model.

Note: CFP 1078
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Published in The American Economic Review (2002): 92(4): 1185-1191

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Journal Article: Savings and Portfolio Choice in a Two-Period Two-Asset Model (2002)
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