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~person:"Kamihigashi, Takashi"
~person:"Semmler, Willi"
~person:"Siu, Henry E."
~type_genre:"Article in journal"
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Search: subject_exact:"Stochastisches Wachstumsmodell"
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Kamihigashi, Takashi
Semmler, Willi
Siu, Henry E.
Turnovsky, Stephen J.
8
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7
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6
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5
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1
Stochastic optimal growth with risky labor supply
Cai, Yiyong
;
Kamihigashi, Takashi
;
Stachurski, John
- In:
Journal of mathematical economics
50
(
2014
),
pp. 167-176
Persistent link: https://www.econbiz.de/10010476819
Saved in:
2
Asset pricing with loss aversion
Grüne, Lars
;
Semmler, Willi
- In:
Journal of economic dynamics & control
32
(
2008
)
10
,
pp. 3253-3274
Persistent link: https://www.econbiz.de/10003775836
Saved in:
3
Stochastic optimal growth with bounded or unbounded utility and with bounded or unbounded shocks
Kamihigashi, Takashi
- In:
Journal of mathematical economics
43
(
2007
)
3/4
,
pp. 477-500
Persistent link: https://www.econbiz.de/10003485462
Saved in:
4
Asset pricing with dynamic programming
Grüne, Lars
;
Semmler, Willi
- In:
Computational economics
29
(
2007
)
3/4
,
pp. 233-265
Persistent link: https://www.econbiz.de/10003493770
Saved in:
5
Almost sure convergence to zero in stochastic growth models
Kamihigashi, Takashi
- In:
Economic theory : official journal of the Society for …
29
(
2006
)
1
,
pp. 231-237
Persistent link: https://www.econbiz.de/10003359984
Saved in:
6
Fluctuations in convex models of endogenous growth, I: growth effects
Jones, Larry E.
;
Manuelli, Rodolfo E.
;
Siu, Henry E.
; …
- In:
Review of economic dynamics
8
(
2005
)
4
,
pp. 780-804
Persistent link: https://www.econbiz.de/10003196315
Saved in:
7
Fluctuations in convex models of endogenous growth, II: business cycle properties
Jones, Larry E.
;
Manuelli, Rodolfo E.
;
Siu, Henry E.
- In:
Review of economic dynamics
8
(
2005
)
4
,
pp. 805-828
Persistent link: https://www.econbiz.de/10003196319
Saved in:
8
Necessity of the transversality condition for stochastic models with bounded or CRRA uitlity
Kamihigashi, Takashi
- In:
Journal of economic dynamics & control
29
(
2005
)
8
,
pp. 1313-1329
Persistent link: https://www.econbiz.de/10003002257
Saved in:
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