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  • Search: subject:"stochastic dynamic choice model"
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Year of publication
Subject
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mixed continuous/discrete controls 3 stochastic dynamic choice model 3 value function iteration 3 Anlageverhalten 2 Diskrete Entscheidung 2 Dynamische Optimierung 2 Theorie 2 Behavioural finance 1 Decision under risk 1 Discrete choice 1 Dynamic programming 1 Entscheidung bei Risiko 1 Entscheidung unter Risiko 1 Stochastic process 1 Stochastischer Prozess 1 Theory 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Type of publication (narrower categories)
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Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 2 Undetermined 1
Author
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Elbers, Chris 3 Gunning, Jan Willem 3 Vigh, Melinda 3
Institution
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Tinbergen Instituut 1
Published in...
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Discussion paper / Tinbergen Institute 1 Tinbergen Institute Discussion Paper 1 Tinbergen Institute Discussion Papers 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
Cover Image
Investment under Risk with Discrete and Continuous Assets
Elbers, Chris; Gunning, Jan Willem; Vigh, Melinda - 2009
This paper considers a general class of stochastic dynamic choice models with discrete and continuous decision variables. This class contains a variety of models that are useful for modeling intertemporal household decisions under risk. Our examples are drawn from the field of development...
Persistent link: https://www.econbiz.de/10010325850
Saved in:
Cover Image
Investment under Risk with Discrete and Continuous Assets
Elbers, Chris; Gunning, Jan Willem; Vigh, Melinda - Tinbergen Instituut - 2009
This paper considers a general class of stochastic dynamic choice models with discrete and continuous decision variables. This class contains a variety of models that are useful for modeling intertemporal household decisions under risk. Our examples are drawn from the field of development...
Persistent link: https://www.econbiz.de/10011256814
Saved in:
Cover Image
Investment under risk with discrete and continuous assets
Elbers, Chris; Gunning, Jan Willem; Vigh, Melinda - 2009
This paper considers a general class of stochastic dynamic choice models with discrete and continuous decision variables. This class contains a variety of models that are useful for modeling intertemporal household decisions under risk. Our examples are drawn from the field of development...
Persistent link: https://www.econbiz.de/10011378329
Saved in:
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