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Dynamic portfolio choice and risk aversion
Skiadas, Costis - In: Financial engineering, (pp. 789-843). 2008
Persistent link: https://www.econbiz.de/10003567809
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Optimal consumption and portfolio selection with stochastic differential utility
Schroder, Mark D.; Skiadas, Costis - In: Journal of economic theory 89 (1999) 1, pp. 68-126
Persistent link: https://www.econbiz.de/10001418784
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An isomorphism between asset pricing models with and without linear habit formation
Schroder, Mark D.; Skiadas, Costis - In: The review of financial studies 15 (2002) 4, pp. 1189-1221
Persistent link: https://www.econbiz.de/10001716092
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Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Schroder, Mark D.; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10003683215