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Price uncertainty and consumer welfare in an intertemporal setting
Ni, Shawn X.; Raymon, Neil - In: Journal of economic dynamics & control 28 (2004) 9, pp. 1877-1901
Persistent link: https://www.econbiz.de/10001998614
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A rank-dependent utility model of uncertain lifetime
Drouhin, Nicolas - In: Journal of economic dynamics & control 53 (2015), pp. 208-224
Persistent link: https://www.econbiz.de/10011526945
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Management of a capital stock by Strotz's naive planner
Tyson, Christopher J. - In: Journal of economic dynamics & control 32 (2008) 7, pp. 2214-2239
Persistent link: https://www.econbiz.de/10003732919
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Gain/loss asymmetric stochastic differential utility
Shigeta, Yuki - In: Journal of economic dynamics & control 118 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012503409
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Distribution of bankruptcy time in a consumption/portfolio problem
Presman, Ernst - In: Journal of economic dynamics & control 20 (1996) 1, pp. 471-477
Persistent link: https://www.econbiz.de/10001190598
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Consumption and portfolio turnpike theorems in a continuous-time finance model
Jin, Xing - In: Journal of economic dynamics & control 22 (1998) 7, pp. 1001-1026
Persistent link: https://www.econbiz.de/10001243970
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Optimal consumption and portfolio rules with durability and habit formation
Hindy, Ayman - In: Journal of economic dynamics & control 21 (1997) 2, pp. 525-550
Persistent link: https://www.econbiz.de/10001215799
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Numerical analysis of a free-boundary singular control problem in financial economics
Hindy, Ayman - In: Journal of economic dynamics & control 21 (1997) 2, pp. 297-327
Persistent link: https://www.econbiz.de/10001215827
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Consumption and investment under constraints
Bardhan, Indrajit - In: Journal of economic dynamics & control 18 (1994) 5, pp. 909-929
Persistent link: https://www.econbiz.de/10001168039
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Optimal portfolio and consumption decisions in a stochastic environment with precommitment
Ehrlich, Isaac - In: Journal of economic dynamics & control 19 (1995) 3, pp. 457-480
Persistent link: https://www.econbiz.de/10001172932