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Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences
Schroder, Mark, (2003)
OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
Schroder, Mark, (2008)
An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark, (2002)