Pages that link to "Item:Q5459956"
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The following pages link to OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956):
Displaying 10 items.
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← links)
- Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
- Consumption optimization for recursive utility in a jump-diffusion model (Q524899) (← links)
- Dynamic choice with constant source-dependent relative risk aversion (Q889253) (← links)
- Foundations of continuous-time recursive utility: differentiability and normalization of certainty equivalents (Q1932535) (← links)
- Consumption-portfolio optimization with recursive utility in incomplete markets (Q1936832) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
