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Publication:3973611

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zbMath0735.90024MaRDI QIDQ3973611

Ioannis Karatzas, Peter Lakner, John P. Lehoczky, Steven E. Shreve

Publication date: 26 June 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Arrow-Pratt indices of relative risk aversion dynamic stochastic economy equilibrium financial market

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03) General equilibrium theory (91B50)

Related Items (6)

Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality ⋮ Utility maximization with partial information ⋮ IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS ⋮ Toward A Convergence Theory For Continuous Stochastic Securities Market Models¹ ⋮ An example of a stochastic equilibrium with incomplete markets ⋮ Optimal trading strategy for an investor: the case of partial information

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