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Computationally convenient optimal intertemporal portfolios under linear constraints
Mitchell, Douglas W. - In: Journal of Economics and Business 45 (1993) 2, pp. 169-178
Persistent link: https://www.econbiz.de/10005301708
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The optimal policy rule under rational expectations and multiplier uncertainty
Mitchell, Douglas W. - In: Journal of Economics and Business 34 (1982) 2, pp. 129-133
Persistent link: https://www.econbiz.de/10005302200
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Increasingly mean-seeking utility functions and n-asset portfolios
Gelles, Gregory M.; Mitchell, Douglas W. - In: The Quarterly Review of Economics and Finance 42 (2002) 5, pp. 911-919
Persistent link: https://www.econbiz.de/10005374409
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Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Mitchell, Douglas W. - In: The Quarterly Review of Economics and Finance 41 (2001) 3, pp. 427-438
Persistent link: https://www.econbiz.de/10005378562
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Geometric combination lags as flexible infinite distributed lag estimators
Speaker, Paul J.; Mitchell, Douglas W.; Gelles, Gregory M. - In: Journal of Economic Dynamics and Control 13 (1989) 2, pp. 171-185
Persistent link: https://www.econbiz.de/10005205018
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Ordering utility functions based on mean-seeking behavior
Gelles, Gregory M.; Mitchell, Douglas W. - In: The Quarterly Review of Economics and Finance 39 (1999) 3, pp. 317-328
Persistent link: https://www.econbiz.de/10005216826
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Risk-value models: Restrictions and applications
Mitchell, Douglas W.; Gelles, Gregory M. - In: European Journal of Operational Research 145 (2003) 1, pp. 109-120
Persistent link: https://www.econbiz.de/10005329946
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Tractable risk sensitive control based on approximate expected utility
Mitchell, Douglas W. - In: Economic Modelling 7 (1990) 2, pp. 161-164
Persistent link: https://www.econbiz.de/10005021447
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An approximation theorem for the polynomial inverse lag
Gelles, Gregory M.; Mitchell, Douglas W. - In: Economics Letters 30 (1989) 2, pp. 129-132
Persistent link: https://www.econbiz.de/10005355871
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Returns to Scale and Economies of Scale: Further Observations
Gelles, Gregory M.; Mitchell, Douglas W. - In: The journal of economic education 27 (1996) 3, pp. 259-262
Persistent link: https://www.econbiz.de/10007326140