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Optimal consumption and portfolio rules with durability and habit formation
Hindy, Ayman; Huang, Chi-fu; Zhu, Steven H. - In: Journal of Economic Dynamics and Control 21 (1997) 2-3, pp. 525-550
Persistent link: https://www.econbiz.de/10005205157
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A continuous-time portfolio turnpike theorem
Cox, John C.; Huang, Chi-fu - In: Journal of Economic Dynamics and Control 16 (1992) 3-4, pp. 491-507
Persistent link: https://www.econbiz.de/10005160725
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Numerical analysis of a free-boundary singular control problem in financial economics
Hindy, Ayman; Huang, Chi-fu; Zhu, Steven H. - In: Journal of Economic Dynamics and Control 21 (1997) 2-3, pp. 297-327
Persistent link: https://www.econbiz.de/10005160900
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Optimal hedging and equilibrium in a dynamic futures market
Duffie, Darrell; Jackson, Matthew O. - In: Journal of Economic Dynamics and Control 14 (1990) 1, pp. 21-33
Persistent link: https://www.econbiz.de/10005160977
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Transactions costs and portfolio choice in a discrete-continuous-time setting
Duffie, Darrell; Sun, Tong-sheng - In: Journal of Economic Dynamics and Control 14 (1990) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10005161004
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Pricing continuously resettled contingent claims
Duffie, Darrell; Stanton, Richard - In: Journal of Economic Dynamics and Control 16 (1992) 3-4, pp. 561-573
Persistent link: https://www.econbiz.de/10005229344
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Hedging in incomplete markets with HARA utility
Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; … - In: Journal of Economic Dynamics and Control 21 (1997) 4-5, pp. 753-782
Persistent link: https://www.econbiz.de/10005229756