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optimization problem that aims at preserving for each wealth instrument the level of inequality measured by the Gini coefficient …. In addition, a lower and an upper bound of inequality are derived, that can be reached by extreme allocations of the … analytically derived upper bound of inequality. …

Persistent link: https://www.econbiz.de/10014482886

On stationary recursive equilibria and nondegenerate state spaces : the Huggett model

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Evaluating linear approximations in a twocountry model with occasionally binding borrowing constraints

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Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption

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Utility maximization in a large market

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Optimal investment with intermediate consumption and random endowment

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Facelifting in utility maximization

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Persistent link: https://www.econbiz.de/10011460007

Non-concave utility maximisation on the positive real axis in discrete time

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Optimal grid selection for the numerical solution of dynamic stochastic optimization problems

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An expansion in the model space in the context of utility maximization

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Persistent link: https://www.econbiz.de/10011945713