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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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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; Skiadas, Costis - In: Mathematical Finance 18 (2008) 2, pp. 199-238
Persistent link: https://www.econbiz.de/10005023819
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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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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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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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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/10005112279