Regime switching optimal growth model with risk sensitive preferences
Anindya Goswami, Nimit Rana, Tak Kuen Siu
| Year of publication: |
2022
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|---|---|
| Authors: | Goswami, Anindya ; Rana, Nimit ; Siu, Tak Kuen |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 101.2022, p. 1-18
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| Subject: | Euler equation | Growth models | Optimal consumption | Regime switching models | Risk sensitive preferences | Wachstumstheorie | Growth theory | Variationsrechnung | Variational method | Optimales Wachstum | Optimal growth | Risiko | Risk | Markov-Kette | Markov chain | Konsumtheorie | Consumption theory | Nutzenfunktion | Utility function | Risikopräferenz | Risk attitude | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmateco.2022.102702 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539016