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학술대회자료

The Effects of Uncertainty on the Optimal Consumption and Portfolio Rules: An Analytical Approach

The Effects of Uncertainty on the Optimal Consumption and Portfolio Rules: An Analytical Approach

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This paper derives the Taylor approximations to the solutions of continuous-time dynamic stochastic problems, assuming for an infinitelylived household without a specific utility function in the presence of asset return and/or uninsurable labor income uncertainty. These approximations allow one to study the quantitative effects of uncertainty on the optimal consumption and portfolio choice in a model with a permanent income household that can freely borrow and lend. The findings suggest that the persistence of labor income shocks is important in determining the size of precautionary saving and precautionary portfolio choice effects. Finally, this model is calibrated under the assumption of constant relative risk aversion utility and the result shows that uninsurable labor income uncertainty has quantitatively significant effects on consumption and portfolio choice for several plausible parameter values. Moreover, as the persistence of labor income shocks gets longer, the negative effects on both consumption and risky asset investment are stronger.

1 Introduction

2 A Representative Agent Model with Asset Return Uncertainty Alone

3 A Representative Agent Model with Labor Income Uncertainty Alone

4 A Representative Agent Model with Asset Return and Labor Income Uncertainty

5 A Numerical Illustration

6 Conclusion

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