Asset and commodity prices with multi-attribute durable goods

DOI10.1016/0165-1889(95)00907-8MaRDI QIDQ1351930zbMATH OpenOpenAlexFDO

Authors Christos I. Giannikos, Jérôme Detemple

Publication date 27 February 1997

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1889(95)00907-8

zbMATH Keywords

Asset and commodity pricesDurablesInterest rateServicesStatus attribute

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62)

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Cites work

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• Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
• Backward-forward stochastic differential equations
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• The Consumption-Based Capital Asset Pricing Model
• The Interaction Between Time-Nonseparable Preferences and Time Aggregation
• The Representation of Functionals of Brownian Motion by Stochastic Integrals
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Cited in

(5)

• Non-addictive habits: optimal consumption-portfolio policies.
• Explicit characterizations of financial prices with history-dependent utility
• Optimal consumption of a divisible durable good
• Deflation in Durable Goods Markets: An Empirical Model of the Tokyo Condominium Market
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good

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