Asset pricing with a forward--backward stochastic differential utility (Q5941377): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Backward-forward stochastic differential equations / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asset pricing with a forward--backward stochastic differential utility / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Disappointment in Decision Making Under Uncertainty / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asset Prices in an Exchange Economy with Habit Formation / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Disappointment and Dynamic Consistency in Choice under Uncertainty / rank | |||
Normal rank | |||
Latest revision as of 18:25, 3 June 2024
scientific article; zbMATH DE number 1635565
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing with a forward--backward stochastic differential utility |
scientific article; zbMATH DE number 1635565 |
Statements
Asset pricing with a forward--backward stochastic differential utility (English)
0 references
20 August 2001
0 references
disappointment
0 references
anticipation
0 references
equity premium
0 references
asset pricing
0 references
forward backward SDU
0 references
0 references
