Similar Search Results - EconBiz

Is there a golden rule for the stochastic Solow growth model?

Schenk-Hoppé, Klaus Reiner - In: Macroeconomic dynamics 6 (2002) 4, pp. 457-475

Persistent link: https://www.econbiz.de/10001697935

Is there a golden rule for the stochastic Solow growth model?

Schenk-Hoppé, Klaus Reiner - 1999

Persistent link: https://www.econbiz.de/10013385363

The von Neumann-Gale growth model and its stochastic generalization

Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2006

Persistent link: https://www.econbiz.de/10003372674

Consumption paths under prospect utility in an optimal growth model

Foellmi, Reto; Rosenblatt-Wisch, Rina; Schenk-Hoppé, … - 2010

This paper studies the Cass-Koopmans-Ramsey model of optimal economic growth in the presence of loss aversion and habit formation. The representative agent's preferences for consumption can be gradually varied between the standard constant intertemporal elasticity of substitution (CIES) case and...

Persistent link: https://www.econbiz.de/10008797768

Pure and randomized equilibria in the stochastic von Neumann-Gale model

Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - In: Journal of mathematical economics 43 (2007) 7/8, pp. 871-887

Persistent link: https://www.econbiz.de/10003510353

Consumption paths under prospect utility in an optimal growth model

Foellmi, Reto; Rosenblatt-Wisch, Rina; Schenk-Hoppé, … - In: Journal of economic dynamics & control 35 (2011) 3, pp. 273-281

Persistent link: https://www.econbiz.de/10009240703

Consumption paths under prospect utility in an optimal growth model

Foellmi, Reto; Rosenblatt-Wisch, Rina; Schenk-Hoppé, … - 2010

This paper studies the Cass-Koopmans-Ramsey model of optimal economic growth in the presence of loss aversion and habit formation. The representative agent's preferences for consumption can be gradually varied between the standard constant intertemporal elasticity of substitution (CIES) case and...

Persistent link: https://www.econbiz.de/10008760472

Von Neumann-Gale dynamics and capital growth in financial markets with frictions

Babaei, Esmaeil; Evstigneev, Igor V.; Schenk-Hoppé, … - In: Mathematics and financial economics 14 (2020) 2, pp. 283-305

Persistent link: https://www.econbiz.de/10012240281

Von Neumann-Gale dynamics and capital growth in financial markets with frictions

Babaei, E.; Evstigneev, Igor V.; Schenk-Hoppé, Klaus Reiner - 2018

Persistent link: https://www.econbiz.de/10011938726

Consumption paths under prospect utility in an optimal growth model

Foellmi, Reto; Rosenblatt-Wisch, Rina; Schenk-Hoppé, … - 2010

This paper studies the Cass-Koopmans-Ramsey model of optimal economic growth in the presence of loss aversion and habit formation. The representative agent's preferences for consumption can be gradually varied between the standard constant intertemporal elasticity of substitution (CIES) case and...

Persistent link: https://www.econbiz.de/10010316035

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