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Slutsky Equations for Assets

Author

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  • G. O. Bierwag
  • M. A. Grove

Abstract

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Suggested Citation

  • G. O. Bierwag & M. A. Grove, 1968. "Slutsky Equations for Assets," Journal of Political Economy, University of Chicago Press, vol. 76(1), pages 114-114.
    • Handle: RePEc:ucp:jpolec:v:76:y:1968:p:114
    DOI: 10.1086/259386
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    Cited by:

    1. Johannes Bröcker & Till Requate, 2022. "Substitution and size effect for factor demand revisited," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(2), pages 251-265, October.
    2. Marks, Joseph M. & Nam, Kiseok, 2018. "Intertemporal risk-return tradeoff in the short-run," Economics Letters, Elsevier, vol. 172(C), pages 81-84.
    3. V. Vance Roley, 1980. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc.
    4. Osman Kilic & Joseph M. Marks & Kiseok Nam, 2022. "Predictable asset price dynamics, risk-return tradeoff, and investor behavior," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 749-791, August.
    5. Dennis F. Ellis, 1975. "Non-Convexity and the Optimal Allocation of Risk in an Exchange Economy," The American Economist, Sage Publications, vol. 19(1), pages 10-18, March.
    6. Benjamin M. Friedman & V. Vance Roley, 1985. "Aspects of Investor Behavior Under Risk," NBER Working Papers 1611, National Bureau of Economic Research, Inc.
    7. Urs Müller, 1989. "Die Passivseite der Bankbilanz. Ein Portfolio-Ansatz," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 125(I), pages 55-66, March.

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