Chi-fu Huang

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
scientific article; zbMATH DE number 1978167 (Why is no real title available?)	2003-09-09	Paper
Turnpike behavior of long-term investments Finance and Stochastics	1999-09-14	Paper
scientific article; zbMATH DE number 1254190 (Why is no real title available?)	1999-02-23	Paper
Numerical analysis of a free-boundary singular control problem in financial economics Journal of Economic Dynamics and Control	1997-02-28	Paper
Optimal consumption and portfolio rules with durability and habit formation Journal of Economic Dynamics and Control	1997-02-28	Paper
Consumption-portfolio policies: an inverse optimal problem Journal of Economic Theory	1994-06-19	Paper
Optimal Consumption and Portfolio Rules with Durability and Local Substitution Econometrica	1993-08-22	Paper
A continuous-time portfolio turnpike theorem Journal of Economic Dynamics and Control	1993-01-16	Paper
On intertemporal preferences in continuous time. The case of certainty Journal of Mathematical Economics	1992-11-23	Paper
Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach Econometrica	1992-09-27	Paper
scientific article; zbMATH DE number 41105 (Why is no real title available?)	1992-09-17	Paper
Optimal consumption and portfolio policies with an infinite horizon: Existence and convergence The Annals of Applied Probability	1992-06-28	Paper
A variational problem arising in financial economics Journal of Mathematical Economics	1991-01-01	Paper
Continuous Time Stopping Games with Monotone Reward Structures Mathematics of Operations Research	1990-01-01	Paper
Optimal consumption and portfolio policies when asset prices follow a diffusion process Journal of Economic Theory	1989-01-01	Paper
An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information Econometrica	1987-01-01	Paper
Multiperiod security markets with differential information Journal of Mathematical Economics	1986-01-01	Paper
Information structures and viable price systems Journal of Mathematical Economics	1986-01-01	Paper
Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities Econometrica	1985-01-01	Paper
Information structure and equilibrium asset prices Journal of Economic Theory	1985-01-01	Paper

Research outcomes over time

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