CITATION.cff

cff-version: 1.2.0
message: "For a consumption/saving problem with transitory and permanent shocks and unbounded (CRRA) utility, this paper derives conditions under which a nondegenerate solution exists, and under which a target wealth ratio exists; all results are paired with illustrative numerical solutions."
authors:
  - family-names: "Velásquez-Giraldo"
    given-names: "Mateo"
    orcid: https://orcid.org/0000-0001-7243-6776
  - family-names: "Zahn"
    given-names: "Matthew"
    orcid: https://orcid.org/0000-0003-1148-2036
title: "REMARK: Consumption and Portfolio Choice Over the Life Cycle"
abstract: "This REMARK is an attempt to reproduce the main results of Cocco, Gomes, & Maenhout (2005), 'Consumption and Portfolio Choice Over the Life Cycle' (https://academic.oup.com/rfs/article-abstract/18/2/491/1599892)" # abstract: optional
date-released: 2020-08-13

references:
  - type: article
    authors:
      - family-names: "Cocco"
        given-names: "Joao F."
      - family-names: "Gomes"
        given-names: "Francisco J."
      - family-names: "Maenhout"
        given-names: "Pascal J."
    title: "Consumption and Portfolio Choice over the Life Cycle"
    doi: "10.1093/rfs/hhi017" # optional
    date-released: 2005-02-10
    publisher:
        name: "The Review of Financial Studies"

repository-code: https://github.com/econ-ark/CGMPortfolio
identifiers:
  - type: url
    value: "https://github.com/econ-ark/CGMPortfolio"

keywords:
  - Portfolio
  - Risky Assets
  - Consumption
  - Life Cycle