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Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion
Skiadas, Costis - In: Theoretical economics : TE ; journal of the Econometric … 8 (2013) 1, pp. 59-93
Persistent link: https://www.econbiz.de/10010097418
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Conditioning and Aggregation of Preferences
Skiadas, Costis - In: Econometrica : journal of the Econometric Society, an … 65 (1997) 2, pp. 347-368
Persistent link: https://www.econbiz.de/10006793186
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Robust control and recursive utility
Skiadas, Costis - In: Finance and stochastics 7 (2003) 4, pp. 475-490
Persistent link: https://www.econbiz.de/10008215551
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OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
Schroder, Mark; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10008221223
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An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark; Skiadas, Costis - In: The review of financial studies 15 (2013) 4, pp. 1189-1188
Persistent link: https://www.econbiz.de/10010114456
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On the uniqueness of fully informative rational expectations equilibria
DeMarzo, Peter; Skiadas, Costis - In: Economic theory 13 (1999) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10007188534
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Recursive utility and preferences for information
Skiadas, Costis - In: Economic theory 12 (1998) 2, pp. 293-312
Persistent link: https://www.econbiz.de/10007191524
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An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark; Skiadas, Costis - In: The review of financial studies 15 (2002) 4, pp. 1189-1222
Persistent link: https://www.econbiz.de/10007036822
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Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
Schroder, Mark; Skiadas, Costis - In: Journal of economic theory 89 (1999) 1, pp. 68-126
Persistent link: https://www.econbiz.de/10007683653
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Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information
DeMarzo, Peter; Skiadas, Costis - In: Journal of economic theory 80 (1998) 1, pp. 123-152
Persistent link: https://www.econbiz.de/10007694608