Estimating Portfolio and Consumption Choice: A Conditional Euler Equations Approach

Article Abstract:

The author considers the effect of time-varying investment variables on portfolio and consumption choices. Portfolio rebalancing, using modified Euler equations, allows for an estimation of optimal gain given fixed and proportional transaction costs.

Economic research, Consumption (Economics)

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Portfolio choice and asset prices: the importance of entrepreneurial risk

Article Abstract:

The authors examine the application of basic economic theories for selection of investment portfolios. Topics include risk management, investment levels, and entrepreneurs.

Management, Taxation, Income tax, New business enterprises, Startups

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Equilibrium forward curves for commodies

Article Abstract:

The authors examine models for pricing commodities. Topics include endogenous inventory, crude oil futures, and hedging investments.

Analysis, Financial services industry, Financial services, Prices and rates, Hedging (Finance), Commodities, Futures

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