Pages that link to "Item:Q1196127"
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The following pages link to On intertemporal preferences in continuous time. The case of certainty (Q1196127):
Displayed 30 items.
- Memorable consumption (Q308638) (← links)
- Ratchet consumption over finite and infinite planning horizons (Q462862) (← links)
- On irreversible investment (Q484203) (← links)
- Stochastic equilibria for economies under uncertainty with intertemporal substitution (Q665710) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- On equilibrium prices in continuous time (Q972875) (← links)
- On variant reflected backward SDEs, with applications (Q1039926) (← links)
- Optimal consumption and portfolio rules with intertemporally dependent utility of consumption (Q1200323) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Non-time additive utility optimization -- the case of certainty (Q1567179) (← links)
- Increasing marginal impatience and intertemporal substitution (Q1601959) (← links)
- Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- General equilibrium analysis in ordered topological vector spaces (Q1877821) (← links)
- A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876) (← links)
- Existence and uniqueness of recursive utilities without boundedness (Q2123188) (← links)
- Generic determinacy among stationary overlapping generations (Q2143887) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- Optimal portfolio choice and consistent performance (Q2343112) (← links)
- Generic determinacy of equilibria with local substitution (Q2387409) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Singular recursive utility (Q4584681) (← links)
- On a Class of Infinite-Dimensional Singular Stochastic Control Problems (Q4990321) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)
- ON SUNSPOTS, HABITS, AND MONETARY FACTS (Q5444681) (← links)
- Externalities and nonlinear discounting: Indeterminacy (Q5958791) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
