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Demographic impacts on life cycle portfolios and financial market structures



Phitawat Poonpolkul, CAMA, PhD Student


Other, please see description for details


Thursday, 14 May, 2020 - 16:00 to 17:00

The paper presented in this seminar provides a framework to endogenize rates of return for risk-free bonds and risky capital in an overlapping generation model, where the return on capital is endogenized by introducing idiosyncratic production shocks to avoid computation challenges associated with aggregate production shocks in the literature. The framework enables the interaction between financial markets and macroeconomic conditions in a production economy.

Find flyers, registration, and complete event details at https://crawford.anu.edu.au/news-events/events/16308/demographic-impacts-life-cycle-portfolios-and-financial-market-structures


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