Recursive allocations and wealth distribution with multiple goods: existence, survivorship, and dynamics
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Publication:4629414
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Cites work
- Asymmetric information and survival in financial markets
- Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents
- Discounted linear exponential quadratic Gaussian control
- Discounting and optimizing: Capital accumulation problems as variational minmax problems
- Efficient and equilibrium allocations with stochastic differential utility
- Efficient intertemporal allocations with recursive utility.
- Market equilibrium with heterogeneous recursive-utility-maximizing agents
- Optimal growth with many consumers
- Robustness
- Small noise methods for risk-sensitive/robust economies
- Structure of Pareto optima when agents have stochastic recursive preferences
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
- The Global Stability of Efficient Intertemporal Allocations
- The dynamics of risk-sensitive allocations
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