Optimality conditions and bubbles in sequential economies and bounded relative risk-aversion
Year of publication: |
2003
|
---|---|
Authors: | Dal Forno, Arianna ; Montrucchio, Luigi |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 26.2003, 1, p. 53-80
|
Subject: | Anlageverhalten | Behavioural finance | Spekulationsblase | Bubbles | Wachstumstheorie | Growth theory | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Theorie | Theory |
-
Necessity of transversality conditions for infinite horizon problems
Kamihigashi, Takashi, (2001)
-
Investment under risk with discrete and continuous assets
Elbers, Chris, (2009)
-
Dynamic asset allocation with relative wealth concerns in incomplete markets
Kraft, Holger, (2020)
- More ...
-
Border-collision bifurcations in a model of Braess paradox
Dal Forno, Arianna, (2013)
-
Effort dynamics in supervised work groups
Dal Forno, Arianna, (2010)
-
Incentives and individual motivation in supervised work groups
Dal Forno, Arianna, (2010)
- More ...