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Konsumtheorie
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Zapatero, Fernando
4
Cadenillas, Abel
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Detemple, Jérôme B.
2
Cuoco, Domenico
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Sotomayor, Luz Rocío
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Mathematical methods of operations research
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The review of financial studies
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Consumption-investment problems with transaction costs : survey and open problems
Cadenillas, Abel
- In:
Mathematical methods of operations research
51
(
2000
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10001488326
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2
Essays on intertemporal asset pricing
Zapatero, Fernando
-
1991
Persistent link: https://www.econbiz.de/10000935322
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3
Explicit solutions of consumption-investment problems in financial markets with regime switching
Sotomayor, Luz Rocío
;
Cadenillas, Abel
- In:
Mathematical finance : an international journal of …
19
(
2009
)
2
,
pp. 251-279
Persistent link: https://www.econbiz.de/10003827579
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4
On the recoverability of preferences and beliefs
Cuoco, Domenico
;
Zapatero, Fernando
- In:
The review of financial studies
13
(
2000
)
2
,
pp. 417-431
Persistent link: https://www.econbiz.de/10001485510
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5
Asset prices in an exchange economy with habit formation
Detemple, Jérôme B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
6
,
pp. 1633-1657
Persistent link: https://www.econbiz.de/10001115933
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6
Optimal consumption-portfolio policies with habit formation
Detemple, Jérôme B.
- In:
Mathematical finance : an international journal of …
2
(
1992
)
4
,
pp. 251-274
Persistent link: https://www.econbiz.de/10001143972
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