Optimal Saving and Risk in Continuous Time

DOI10.2307/2297082zbMATH Open0395.90005OpenAlexW1992863524MaRDI QIDQ4178730FDOQ4178730

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

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