REMARK.md

remark-name	notebooks	identifiers-paper	date-published-original-paper	tags
CGMPortfolio	Code/Python/CGMPortfolio.ipynb	type value url https://academic.oup.com/rfs/article-abstract/18/2/491/1599892 type value doi https://doi.org/10.1093/rfs/hhi017	2005-02-10	REMARK

CGMPortfolio

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)

References

Cocco, J. F., Gomes, F. J., & Maenhout, P. J. (2005). Consumption and portfolio choice over the life cycle. The Review of Financial Studies, 18(2), 491-533.