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Optimal consumption and portfolio choice with borrowing constraints
Vila, Jean-Luc - In: Journal of economic theory 77 (1997) 2, pp. 402-431
Persistent link: https://www.econbiz.de/10001233282
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Stochastic dominance, efficiency and separation in financial markets
Bawa, Vijay S.; Goroff, Daniel L. - In: Journal of economic theory 30 (1983) 2, pp. 410-414
Persistent link: https://www.econbiz.de/10001877971
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Investment flexibility and the acceptance of risk
Gollier, Christian - In: Journal of economic theory 76 (1997) 2, pp. 219-241
Persistent link: https://www.econbiz.de/10001229237
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A theorem on portfolio separation with general preferences
Lewbel, Arthur - In: Journal of economic theory 65 (1995) 2, pp. 624-626
Persistent link: https://www.econbiz.de/10001179550
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The comparative statics of changes in risk revisited
Gollier, Christian - In: Journal of economic theory 66 (1995) 2, pp. 522-535
Persistent link: https://www.econbiz.de/10001187129
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Consumption-portfolio policies : an inverse optimal problem
He, Hua - In: Journal of economic theory 62 (1994) 2, pp. 257-293
Persistent link: https://www.econbiz.de/10001164068
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Mixed risk aversion
Caballé, Jordi - In: Journal of economic theory 71 (1996) 2, pp. 485-513
Persistent link: https://www.econbiz.de/10001212771
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Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
Cuoco, Domenico - In: Journal of economic theory 72 (1997) 1, pp. 33-73
Persistent link: https://www.econbiz.de/10001213786
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Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua - In: Journal of economic theory 54 (1991) 2, pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua - In: Journal of economic theory 55 (1991) 2, pp. 340-363
Persistent link: https://www.econbiz.de/10001116383