Optimal Saving and Risk in Continuous Time

DOI10.2307/2297082MaRDI QIDQ4178730zbMATH OpenOpenAlexFDO

Authors Lucien Foldes

Publication date 1978

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2297082

zbMATH Keywords

Optimal PlanningOptimal SavingRisk In

Mathematics Subject Classification ID

Group preferences (91B10) Economic growth models (91B62)

Cited in

(8)

• Martingale conditions for optimal saving-discrete time
• Valuation and martingale properties of shadow prices: an exposition
• The shadow price of information in continuous time decision problems
• Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments
• OPTIMAL INVESTMENT OF A LIFE INTEREST
• optimal consump0tion of an investment^†
• The optimal consumption function in a Brownian model of accumulation. Part A: The consumption function as solution of a boundary value problem
• Optimal Sure Portfolio Plans

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