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Lifetime Portfolio Selection By Dynamic Stochastic Programming

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Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk

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Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models

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Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle

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Asset Pricing in Economies with Frictions

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Consumption correlatedness and risk measurement in economies with non-traded assets and heterogeneous information

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Market Frictions and Consumption-Based Asset Pricing

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Capital Market Equilibrium with Divergent Borrowing and Lending Rates

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The Adequacy of Retirement Saving

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Life-Cycle Asset Allocation: A Model with Borrowing Constraints, Uninsurable Labor Income Risk and Stock-Market Participation Costs

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Asset Pricing with Heterogeneous Consumers and Limited Participation: Empirical Evidence

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