Efficiency in economic growth models under uncertainty

DOI10.1016/0165-1889(92)90003-WzbMath0751.90025OpenAlexW2021695496MaRDI QIDQ1186060

Itzhak Zilcha

Publication date: 28 June 1992

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(92)90003-w

zbMATH Keywords

infinite-horizon economystochastic production and consumption

Mathematics Subject Classification ID

Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Efficiency and optimality in stochastic models with production ⋮ Competitive prices for a stochastic input-output model with infinite time horizon

Cites Work

• Risk-aversely efficient random variables: Characterization and an application to growth under uncertainty
• Informational diversity over time and optimality of monetary equilibria
• Efficient random variables
• Identifying inefficiency in smooth aggregative models of economic growth
• Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
• Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon
• Assessing Dynamic Efficiency: Theory and Evidence
• Asset Bubbles and Overlapping Generations

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