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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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Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
Schroder, Mark; Skiadas, Costis - In: Journal of Economic Theory 89 (1999) 1, pp. 68-126
Persistent link: https://www.econbiz.de/10005112279
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Robust control and recursive utility
Skiadas, Costis - In: Finance and stochastics 7 (2003) 4, pp. 475-490
Persistent link: https://www.econbiz.de/10008215551
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OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION
Schroder, Mark; Skiadas, Costis - In: Mathematical finance : an international journal of … 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10008221223
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An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark; Skiadas, Costis - In: The review of financial studies 15 (2013) 4, pp. 1189-1188
Persistent link: https://www.econbiz.de/10010114456
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On the uniqueness of fully informative rational expectations equilibria
DeMarzo, Peter; Skiadas, Costis - In: Economic theory 13 (1999) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10007188534
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Recursive utility and preferences for information
Skiadas, Costis - In: Economic theory 12 (1998) 2, pp. 293-312
Persistent link: https://www.econbiz.de/10007191524
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An Isomorphism Between Asset Pricing Models With and Without Linear Habit Formation
Schroder, Mark; Skiadas, Costis - In: The review of financial studies 15 (2002) 4, pp. 1189-1222
Persistent link: https://www.econbiz.de/10007036822
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Optimal Consumption and Portfolio Selection with Stochastic Differential Utility
Schroder, Mark; Skiadas, Costis - In: Journal of economic theory 89 (1999) 1, pp. 68-126
Persistent link: https://www.econbiz.de/10007683653
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Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information
DeMarzo, Peter; Skiadas, Costis - In: Journal of economic theory 80 (1998) 1, pp. 123-152
Persistent link: https://www.econbiz.de/10007694608