Consumo y decisiones de portafolio en ambientes estocásticos: un marco teórico unificador

Francisco Venegas Martínez; Abigail Rodríguez Nava

doi:10.29105/ensayos28.2-2

Authors

Francisco Venegas Martínez
Abigail Rodríguez Nava

DOI:

https://doi.org/10.29105/ensayos28.2-2

Keywords:

riesgo de mercado, política fiscal, modelación estocástica y decisiones intertemporales del consumidor.

Abstract

En este trabajo se proporciona un marco teórico que presenta de manera consistente el proceso de toma de decisiones de un consumidor-inversionista en un ambiente de riesgo e incertidumbre con volatilidad constante. Los procesos de Wiener y Poisson desempeñan un papel esencial en el modelado del riesgo de mercado y la incertidumbre en la política económica. En este contexto, se examinan de manera sistemática diferentes modelos, de equilibrio parcial, que caracterizan el consumo y las proporciones de la riqueza que un consumidor racional asigna a los diferentes activos, disponibles en los mercados financieros (doméstico y extranjero).

JEL Classification: H31, F31, and D91.

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