Costis Skiadas

Available identifiers

zbMath Open skiadas.costisMaRDI QIDQ367370

List of research outcomes

Publication	Date of Publication	Type
Scale-invariant uncertainty-averse preferences and source-dependent constant relative risk aversion	2018-09-11	Paper
Dynamic choice with constant source-dependent relative risk aversion	2015-11-06	Paper
Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty	2013-09-13	Paper
https://portal.mardi4nfdi.de/entity/Q3619682	2009-04-08	Paper
OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION	2008-04-30	Paper
Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.	2005-11-29	Paper
Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income	2005-08-05	Paper
Robust control and recursive utility	2004-03-16	Paper
Optimal consumption and portfolio selection with stochastic differential utility	2000-04-25	Paper
On the uniqueness of fully informative rational expectations equilibria	1999-10-04	Paper
Aggregation, determinacy, and informational efficiency for a class of economies with asymmetric information	1998-12-02	Paper
Recursive utility and preferences for information	1998-10-13	Paper
Subjective probability under additive aggregation of conditional preferences	1998-01-05	Paper
Conditioning and Aggregation of Preferences	1997-06-10	Paper
Recursive valuation of defaultable securities and the timing of resolution of uncertainty	1997-05-12	Paper
A term structure model with preferences for the timing of resolution of uncertainty	1997-02-04	Paper
Continuous-time security pricing. A utility gradient approach	1994-05-05	Paper
Efficient and equilibrium allocations with stochastic differential utility	1994-05-05	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Costis Skiadas