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A term structure model with preferences for the timing of resolution of uncertainty
Duffie, Darrell - In: Economic theory : official journal of the Society for … 9 (1997) 1, pp. 3-22
Persistent link: https://www.econbiz.de/10001335757
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Optimality and state pricing in constrained financial markets with recursive utility under continuous and discontinuous information
Schroder, Mark D.; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10003683215
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An isomorphism between asset pricing models with and without linear habit formation
Schroder, Mark D.; Skiadas, Costis - In: The review of financial studies 15 (2002) 4, pp. 1189-1221
Persistent link: https://www.econbiz.de/10001716092
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Optimal consumption and portfolio selection with stochastic differential utility
Schroder, Mark D.; Skiadas, Costis - In: Journal of economic theory 89 (1999) 1, pp. 68-126
Persistent link: https://www.econbiz.de/10001418784
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Efficient and equilibrium allocations with stochastic differential utility
Duffie, Darrell - In: Journal of mathematical economics 23 (1994) 2, pp. 133-146
Persistent link: https://www.econbiz.de/10001161877
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Continuous-time security pricing : a utility gradient approach
Duffie, Darrell - In: Journal of mathematical economics 23 (1994) 2, pp. 107-131
Persistent link: https://www.econbiz.de/10001161894
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Efficient and equilibrium allocations with stochastic differential utility
Duffie, D.; Geoffard, P.-Y.; Skiadas, C. - In: Journal of mathematical economics 23 (1994) 2, pp. 133-146
Persistent link: https://www.econbiz.de/10006070392
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Continuous-time security pricing: A utility gradient approach
Duffie, D.; Skiadas, C. - In: Journal of mathematical economics 23 (1994) 2, pp. 107-132
Persistent link: https://www.econbiz.de/10006070393
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Optimal debt contracts and product market competition with exit and entry
Khanna, Naveen; Schroder, Mark D. - In: Journal of economic theory 145 (2010) 1, pp. 156-188
Persistent link: https://www.econbiz.de/10003946360
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Monotonicity of the stochastic discount factor and expected option returns
Chaudhuri, Ranadeb; Schroder, Mark D. - In: The review of financial studies 28 (2015) 5, pp. 1463-1505
Persistent link: https://www.econbiz.de/10011338195