Luca Benzoni is from the Federal Reserve Bank of Chicago and the Federal Reserve Bank of St. Louis; Pierre Collin-Dufresne is from the Haas School of Business, University of California at Berkeley, Goldman Sachs, and NBER; and Robert S. Goldstein is from the Carlson School of Management, University of Minnesota, and NBER. We thank Alexandre Baptista, Marco Cagetti, Graham Candler, Gjergji Cici, João Cocco, Bernard Dumas, Murray Frank, Lorenzo Garlappi, Francisco Gomes, Luigi Guiso, John Heaton, Ravi Jagannathan, Ross Levine, Hong Liu, Debbie Lucas, James MacKinnon, Valery Polkovnichenko, Rob Stambaugh (the Editor), Chris Telmer, Stijn Van Nieuwerburgh, Luis Viceira, Amir Yaron, the anonymous Associate Editor and Referee, and seminar participants at Washington University, the University of Virginia, the 2005 WFA conference, and the 2006 AEA conference for helpful comments and suggestions. We are grateful to Huiyan Qiu, who provided excellent research assistance. Part of this research was done while Luca Benzoni was a visiting scholar at the Kellogg School of Management in 2003 and was supported by a 3M Nontenured Faculty Grant and a grant by the McKnight Foundation. All errors remain our sole responsibility. The views expressed herein are those of the authors and not necessarily those of the Federal Reserve Banks of Chicago or St. Louis or the Federal Reserve System.
Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated
Version of Record online: 4 SEP 2007
© 2007 the American Finance Association
The Journal of Finance
Volume 62, Issue 5, pages 2123–2167, October 2007
How to Cite
BENZONI, L., COLLIN-DUFRESNE, P. and GOLDSTEIN, R. S. (2007), Portfolio Choice over the Life-Cycle when the Stock and Labor Markets Are Cointegrated. The Journal of Finance, 62: 2123–2167. doi: 10.1111/j.1540-6261.2007.01271.x
- Issue online: 4 SEP 2007
- Version of Record online: 4 SEP 2007
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