Costis Skiadas

Available identifiers

zbMath Open skiadas.costisMaRDI QIDQ367370

List of research outcomes

Publication	Date of Publication	Type
Theoretical foundations of asset pricing (to appear)	2024-11-13	Paper
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
Asset pricing theory.	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

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