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type_genre:"Article in journal"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"OR spectrum : quantitative approaches in management"
~subject:"Portfolio selection"
~subject:"Soziale Diskontrate"
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Search: subject_exact:"Discount factor"
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Portfolio selection
Soziale Diskontrate
Discounting
11
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6
Intertemporal choice
4
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4
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Executive stock options
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Exponential affine stochastic discount factor
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Caputo, Michael R.
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Colwell, David B.
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Dai, Yun
1
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Hu, Wei
1
Te, Bao
1
Tyson, Christopher J.
1
Weng, Chengguo
1
Wu, Huiling
1
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Journal of economic dynamics & control
OR spectrum : quantitative approaches in management
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
12
Economics letters
10
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ECONIS (ZBW)
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1
Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions
Wu, Huiling
;
Weng, Chengguo
;
Zeng, Yan
- In:
OR spectrum : quantitative approaches in management
40
(
2018
)
2
,
pp. 541-582
Persistent link: https://www.econbiz.de/10011868232
Saved in:
2
Memory and discounting : theory and evidence
Te, Bao
;
Dai, Yun
;
Yu, Xiaohua
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 21-30
Persistent link: https://www.econbiz.de/10011973916
Saved in:
3
Non-transferable non-hedgeable executive stock option pricing
Colwell, David B.
;
Feldman, David
;
Hu, Wei
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 161-191
Persistent link: https://www.econbiz.de/10011526925
Saved in:
4
The intrinsic comparative dynamics of infinite horizon optimal control problems with a time-varying discount rate and time-distance discounting
Caputo, Michael R.
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 810-820
Persistent link: https://www.econbiz.de/10009726175
Saved in:
5
Management of a capital stock by Strotz's naive planner
Tyson, Christopher J.
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2214-2239
Persistent link: https://www.econbiz.de/10003732919
Saved in:
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