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Human Capital as an Asset Class Implications from a General Equilibrium Model

https://doi.org/10.1093/rfs/hhu073
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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Optimum consumption and portfolio rules in a continuous-time model
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A particular class of continuous-time stochastic growth models
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Optimal consumption and portfolio policies when asset prices follow a diffusion process
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Labor supply flexibility and portfolio choice in a life cycle model
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The equity premium and the allocation of income risk
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The equity premium: A puzzle
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Human capital and capital market equilibrium
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An intertemporal asset pricing model with stochastic consumption and investment opportunities
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Business conditions and expected returns on stocks and bonds
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Continuous-time security pricing
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Aggregate income risks and hedging mechanisms
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Composition of wealth, conditioning information, and the cross-section of stock returns
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Putty–clay technology and stock market volatility
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Risk-sensitive real business cycles
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Asset pricing in production economies
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Industry costs of equity
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A Cross-Sectional Test of an Investment-Based Asset Pricing Model
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Why Does Household Investment Lead Business Investment over the Business Cycle?
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Investment Shocks and Asset Prices
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Labor Hiring, Investment, and Stock Return Predictability in the Cross Section
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Computational Methods for the Study of Dynamic Economies
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The Robustness of the Conditional CAPM with Human Capital
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The Wealth-Consumption Ratio
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Asset Pricing with Stochastic Differential Utility
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Labor Income and Predictable Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhl035openalex-snapshot
The Returns on Human Capital: Good News on Wall Street is Bad News on Main Street
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Long-Run Risk through Consumption Smoothing
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Earnings and Expected Returns
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Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk
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Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income
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Consumption, Aggregate Wealth, and Expected Stock Returns
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Labour Relations and Asset Returns
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The Equity Premium
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THE NORMALIZED CES PRODUCTION FUNCTION: THEORY AND EMPIRICS
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The Conditional CAPM and the Cross-Section of Expected Returns
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Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
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The Value Premium
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00777.xopenalex-snapshot
Time Variation in the Covariance between Stock Returns and Consumption Growth
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Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated
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Information Quality and Long‐Run Risk: Asset Pricing Implications
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Volatility, the Macroeconomy, and Asset Prices
inferredcites →https://doi.org/10.1142/s2010139213500110openalex-snapshot
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inferredcites →https://doi.org/10.1162/003355399556043openalex-snapshot
Consumption and Portfolio Decisions when Expected Returns are Time Varying
inferredcites →https://doi.org/10.1257/000282803322157197openalex-snapshot
An Empirical Analysis of the Risk Properties of Human Capital Returns
inferredcites →https://doi.org/10.1257/aer.91.1.149openalex-snapshot
Habit Persistence, Asset Returns, and the Business Cycle
inferredcites →https://doi.org/10.1257/aer.91.5.1185openalex-snapshot
The Stock Market and Capital Accumulation
inferredcites →https://doi.org/10.2139/ssrn.1786838openalex-snapshot
Wage Rigidity: A Solution to Several Asset Pricing Puzzles
inferredcites →https://doi.org/10.2139/ssrn.1915332openalex-snapshot
Reallocating and Pricing Illiquid Capital: Two Productive Trees
inferredcites →https://doi.org/10.2139/ssrn.3677286openalex-snapshot
Volatility, the Macroeconomy and Asset Prices
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An Intertemporal General Equilibrium Model of Asset Prices
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An Asymptotic Theory of Growth Under Uncertainty
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A Theory of Wage Dynamics
inferredcites →https://doi.org/10.2307/2951600openalex-snapshot
Stochastic Differential Utility
inferredcites →https://doi.org/10.2307/j.ctv14163jx.16openalex-snapshot
Asset Pricing Implications of Equilibrium Business Cycle Models
inferredcites →https://doi.org/10.3386/w17742openalex-snapshot
An Equilibrium Asset Pricing Model with Labor Market Search
inferredcites →https://doi.org/10.3386/w2774openalex-snapshot
Portfolio Choice and Asset Pricing With Nontraded Assets
inferredcites →https://doi.org/10.3386/w5019openalex-snapshot
The International Diversification Puzzle is Worse Than You Think
inferredcites →https://doi.org/10.3982/qe97openalex-snapshot
An estimation of economic models with recursive preferences
inferredcites →https://doi.org/10.4337/9781782543046.00012openalex-snapshot
Asset Prices in a Production Economy
inferredcites →https://doi.org/10.5860/choice.27-5863openalex-snapshot
The Measurement of saving, investment, and wealth

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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The Wealth-Consumption Ratio
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Hedging Labor Income Risk
inferred← citeshttps://doi.org/10.2139/ssrn.2155295openalex-extracted
Labor Heterogeneity and Asset Prices: The Importance of Skilled Labor
inferred← citeshttps://doi.org/10.2139/ssrn.2400593openalex-extracted
Does Human Capital Risk Explain the Value Premium Puzzle?
inferred← citeshttps://doi.org/10.2139/ssrn.3056533openalex-extracted
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Labor Income Risk Across Horizons
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Does Firm-Level Productivity Predict Stock Returns?
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Valuing Life over the Life Cycle
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Borrow Now, Pay Even Later: A Quantitative Analysis of Student Debt Payment Plans
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Dissecting anomalies and dynamic human capital: The global evidence
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The saving, human wealth and asset pricing nexus: Evidence from around the world
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Human capital measures and stock return predictability: Macroeconomic versus microeconomic approaches
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Where does corporate social capital matter the most? Evidence From the COVID-19 crisis
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Dynamic capital investment with data
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Greenhouse gas emissions and the stability of equity markets
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Human capital, household capital and asset returns
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The role of job titles in online peer-to-peer lending: An empirical investigation on skilled borrowers
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A labor news hedge portfolio and the cross-section of expected stock returns
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Hedging labor income risk
inferred← citeshttps://doi.org/10.1016/j.jfineco.2013.10.010openalex-snapshot
Composition of wealth, conditioning information, and the cross-section of stock returns
inferred← citeshttps://doi.org/10.1016/j.jfineco.2018.03.008openalex-snapshot
Human capital relatedness and mergers and acquisitions
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The cross-section of labor leverage and equity returns
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A day late and a dollar short: Liquidity and household formation among student borrowers
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Borrow now, pay even later: A quantitative analysis of student debt payment plans
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Valuing life over the life cycle
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Time-varying uncertainty and variance risk premium
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Does firm-level productivity predict stock returns?
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Does Main Street Benefit from What Benefits Wall Street?
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Regret Theory and Asset Pricing Anomalies in Incomplete Markets with Dynamic Unaggregated Preferences
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Is the six-factor asset pricing model discounting the global returns?
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Valuing Life as an Asset, as a Statistic and at Gunpoint
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Leisure Preferences, Long-Run Risks, and Human Capital Returns
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What Drives Firms' Hiring Decisions? An Asset Pricing Perspective
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Labor-Force Heterogeneity and Asset Prices: The Importance of Skilled Labor
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The nexus of asset pricing, volatility and the business cycle
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Student Loans and Borrower Outcomes
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The Elephant in the Room: The Impact of Labor Obligations on Credit Markets
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Endogenous Credit, Business Cycle, and Portfolio Selection
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A Day Late and a Dollar Short: Liquidity and Household Formation among Student Borrowers
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A Stochastic Modelling Approach to Student Performance Prediction on an Internet-Mediated Environment
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Labor Market Frictions and Asset Prices
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The Consequences of Student Loan Credit Expansions: Evidence from Three Decades of Default Cycles
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Gestión de activos intelectuales y creación de valor
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Composition of Wealth, Conditioning Information, and the Cross-Section of Stock Returns
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Labor-Force Heterogeneity and Asset Prices: the Importance of Skilled Labor
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Is Human Capital the Sixth Factor? Evidence from US Data
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Corporate Board and Upper Echelons: The Case of the American Most Admired Firms
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