Slutsky Equations for Assets

Abstract

Previous articleNext article No AccessSlutsky Equations for AssetsG. O. Bierwag, and M. A. GroveG. O. Bierwag Search for more articles by this author , and M. A. Grove Search for more articles by this author PDFPDF PLUS Add to favoritesDownload CitationTrack CitationsPermissionsReprints Share onFacebookTwitterLinkedInRedditEmail SectionsMoreDetailsFiguresReferencesCited by Journal of Political Economy Volume 76, Number 1Jan. - Feb., 1968 Article DOIhttps://doi.org/10.1086/259386 Views: 4Total views on this site Citations: 15Citations are reported from Crossref Copyright 1968 The University of ChicagoPDF download Crossref reports the following articles citing this article:Johannes Bröcker, Till Requate Substitution and size effect for factor demand revisited, Economic Theory Bulletin 10, no.22 (Aug 2022): 251–265.https://doi.org/10.1007/s40505-022-00229-zOsman Kilic, Joseph M. Marks, Kiseok Nam Predictable asset price dynamics, risk-return tradeoff, and investor behavior, Review of Quantitative Finance and Accounting 59, no.22 (Apr 2022): 749–791.https://doi.org/10.1007/s11156-022-01057-9Surya Chelikani, Kiseok Nam, Xuewu Wesley Wang Revisiting the ICAPM under the distortion of risk–return tradeoff in short‐horizon stock returns, Review of Financial Economics 11 (Jun 2022).https://doi.org/10.1002/rfe.1169Moonsoo Kang, Joshua Krausz, Kiseok Nam The intertemporal risk-Return relation, investor behavior, and technical trading profits: evidence from the G-7 countries, The European Journal of Finance 25, no.88 (Oct 2018): 780–798.https://doi.org/10.1080/1351847X.2018.1537980Joseph M. Marks, Kiseok Nam Intertemporal risk-return tradeoff in the short-run, Economics Letters 172 (Nov 2018): 81–84.https://doi.org/10.1016/j.econlet.2018.08.031Gwangheon Hong, Youngsoo Kim, Bong-Soo Lee Correlations between stock returns and bond returns: income and substitution effects, Quantitative Finance 14, no.1111 (Dec 2011): 1999–2018.https://doi.org/10.1080/14697688.2011.631028Se-Ryoong Ahn, Hyeng-Keun Koo OPTIMAL CONSUMPTION AND SLUTSKY EQUATION WITH EPSTEIN-ZIN TYPE PREFERENCE, Journal of the Korea Society for Industrial and Applied Mathematics 16, no.22 (Jun 2012): 107–124.https://doi.org/10.12941/jksiam.2012.16.2.107P. J. Deschamps Expectations and intertemporal separability in an empirical model of consumption and investment under uncertainty, Empirical Economics 17, no.33 (Sep 1992): 419–450.https://doi.org/10.1007/BF01206302Ardeshir J. Dalal ASSET DEMANDS AND SLUTSKY EQUATIONS WHEN ALL ASSETS ARE RISKY, Metroeconomica 39, no.22 (Jun 1988): 205–221.https://doi.org/10.1111/j.1467-999X.1988.tb00876.xBenjamin M. Friedman, V. Vance Roley Aspects of Investor Behaviour Under Risk, (Jan 1987): 626–653.https://doi.org/10.1007/978-1-349-07239-2_20Carl E. Walsh Asset substitutability and monetary policy, Journal of Monetary Economics 9, no.11 (Jan 1982): 59–71.https://doi.org/10.1016/0304-3932(82)90050-2M.M.G. Fase The demand for financial assets, European Economic Review 12, no.44 (Oct 1979): 381–394.https://doi.org/10.1016/0014-2921(79)90028-XKalman J. Cohen, Steven F. Maier, Robert A. Schwartz, David K. Whitcomb THE RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND THE EFFECT OF THINNESS IN SECURITIES MARKETS, The Journal of Finance 33, no.11 (Apr 2012): 149–167.https://doi.org/10.1111/j.1540-6261.1978.tb03395.xDennis F. Ellis Non-Convexity and the Optimal Allocation of Risk in an Exchange Economy, The American Economist 19, no.11 (Mar 1975): 10–18.https://doi.org/10.1177/056943457501900102 資産選択と外貨準備, KOKUSAI KEIZAI 1974, no.2525 (Jan 1974): 93–101.https://doi.org/10.5652/kokusaikeizai.1974.93