CGMPortfolio-Add.bib

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@article{cgm2015,
	author = {Cocco, Jo\~ao F. and Gomes, Francisco J. and Maenhout, Pascal J.},
	title = "{Consumption and Portfolio Choice over the Life Cycle}",
	journal = {The Review of Financial Studies},
	volume = {18},
	number = {2},
	pages = {491-533},
	year = {2005},
	month = {02},
	abstract = "{This article solves a realistically calibrated life cycle 
	model of consumption and portfolio choice with non-tradable labor income 
	and borrowing constraints. Since labor income substitutes for riskless 
	asset holdings, the optimal share invested in equities is roughly 
	decreasing over life. We compute a measure of the importance of human 
	capital for investment behavior. We find that ignoring labor income 
	generates large utility costs, while the cost of ignoring only its risk is 
	an order of magnitude smaller, except when we allow for a disastrous labor 
	income shock. Moreover, we study the implications of introducing endogenous 
	borrowing constraints in this incomplete-markets setting.}",
	issn = {0893-9454},
	doi = {10.1093/rfs/hhi017},
	url = {https://doi.org/10.1093/rfs/hhi017},
	eprint = 
	{http://oup.prod.sis.lan/rfs/article-pdf/18/2/491/24421441/hhi017.pdf},
}

@article{merton,
	ISSN = {00346535, 15309142},
	URL = {http://www.jstor.org/stable/1926560},
	author = {Robert C. Merton},
	journal = {The Review of Economics and Statistics},
	number = {3},
	pages = {247--257},
	publisher = {The MIT Press},
	title = {Lifetime Portfolio Selection under Uncertainty: The 
	Continuous-Time Case},
	volume = {51},
	year = {1969}
}

@article{samuelson,
	ISSN = {00346535, 15309142},
	URL = {http://www.jstor.org/stable/1926559},
	author = {Paul A. Samuelson},
	journal = {The Review of Economics and Statistics},
	number = {3},
	pages = {239--246},
	publisher = {The MIT Press},
	title = {Lifetime Portfolio Selection By Dynamic Stochastic Programming},
	volume = {51},
	year = {1969}
}