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Article: Long-Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention

TitleLong-Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention
Authors
Luo, YYoung, ER
KeywordsAsset pricing
Long-run consumption risk
Portfolio choice
Rational inattention
Recursive utility
Issue Date2016
PublisherJohn Wiley & Sons, Inc..
Citation
Journal of Money, Credit and Banking, 2016, v. 48 n. 2-3, p. 325-362 How to Cite?
DOI: http://dx.doi.org/10.1111/jmcb.12302
Persistent Identifierhttp://hdl.handle.net/10722/225689
ISI Accession Number ID
WOS:000372927800003

 

DC FieldValueLanguage
dc.contributor.authorLuo, Y-
dc.contributor.authorYoung, ER-
dc.date.accessioned2016-05-20T08:10:07Z-
dc.date.available2016-05-20T08:10:07Z-
dc.date.issued2016-
dc.identifier.citationJournal of Money, Credit and Banking, 2016, v. 48 n. 2-3, p. 325-362-
dc.identifier.urihttp://hdl.handle.net/10722/225689-
dc.languageeng-
dc.publisherJohn Wiley & Sons, Inc.. -
dc.relation.ispartofJournal of Money, Credit and Banking-
dc.rightsJournal of Money, Credit and Banking. Copyright © John Wiley & Sons, Inc..-
dc.rightsPreprint: This is the pre-peer reviewed version of the following article: [FULL CITE], which has been published in final form at [Link to final article using the DOI]. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving. Postprint: This is the peer reviewed version of the following article: [FULL CITE], which has been published in final form at [Link to final article using the DOI]. This article may be used for non-commercial purposes in accordance with Wiley Terms and Conditions for Self-Archiving. Special Statement for Preprint only Before publication: 'This is a preprint of an article accepted for publication in [The Journal of Pathology] Copyright © ([year]) ([Pathological Society of Great Britain and Ireland])'. After publication: the preprint notice should be amended to follows: 'This is a preprint of an article published in [include the complete citation information for the final version of the Contribution as published in the print edition of the Journal]' For Cochrane Library/ Cochrane Database of Systematic Reviews, add statement & acknowledgement : ‘This review is published as a Cochrane Review in the Cochrane Database of Systematic Reviews 20XX, Issue X. Cochrane Reviews are regularly updated as new evidence emerges and in response to comments and criticisms, and the Cochrane Database of Systematic Reviews should be consulted for the most recent version of the Review.’ Please include reference to the Review and hyperlink to the original version using the following format e.g. Authors. Title of Review. Cochrane Database of Systematic Reviews 20XX, Issue #. Art. No.: CD00XXXX. DOI: 10.1002/14651858.CD00XXXX (insert persistent link to the article by using the URL: http://dx.doi.org/10.1002/14651858.CD00XXXX) (This statement should refer to the most recent issue of the Cochrane Database of Systematic Reviews in which the Review published.)-
dc.subjectAsset pricing-
dc.subjectLong-run consumption risk-
dc.subjectPortfolio choice-
dc.subjectRational inattention-
dc.subjectRecursive utility-
dc.titleLong-Run Consumption Risk and Asset Allocation under Recursive Utility and Rational Inattention-
dc.typeArticle-
dc.identifier.emailLuo, Y: yluo@econ.hku.hk-
dc.identifier.authorityLuo, Y=rp01083-
dc.identifier.doi10.1111/jmcb.12302-
dc.identifier.scopuseid_2-s2.0-84962853062-
dc.identifier.hkuros257819-
dc.identifier.volume48-
dc.identifier.issue2-3-
dc.identifier.spage325-
dc.identifier.epage362-
dc.identifier.isiWOS:000372927800003-

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