//-->
Asset pricing with stochastic differential utility
Duffie, Darrell, (1992)
Risk-taking and capital market equilibrium
Nielsen, Lars Tyge, (1985)
"Anomalien", "Irrationalitäten" oder "Biases" der Erwartungsnutzentheorie und ihre Relevanz in Finanz- und Kapitalmärkten
Oehler, Andreas, (1991)
On intertemporal preferences in continuous time : The case of certainty
Hindy, Ayman, (1992)
Optimal consumption and portfolio rules with durability and habit formation
Hindy, Ayman, (1997)
Numerical analysis of a free-boundary singular control problem in financial economics