Pages that link to "Item:Q4013231"
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The following pages link to Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach (Q4013231):
Displaying 29 items.
- Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
- Why uncertainty matters: discounting under intertemporal risk aversion and ambiguity (Q403714) (← links)
- On irreversible investment (Q484203) (← links)
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (Q582184) (← links)
- Stochastic equilibria for economies under uncertainty with intertemporal substitution (Q665710) (← links)
- Optimal consumption and portfolio rules with durability and habit formation (Q673262) (← links)
- Consistent high-frequency calibration (Q953716) (← links)
- On equilibrium prices in continuous time (Q972875) (← links)
- On intertemporal preferences in continuous time. The case of certainty (Q1196127) (← links)
- An empirical application of the information-structures model: The postal authority case (Q1268296) (← links)
- Continuous-time security pricing. A utility gradient approach (Q1322708) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Time-additive representations of preferences when consumption grows without bound (Q1352165) (← links)
- Increasing marginal impatience and intertemporal substitution (Q1601959) (← links)
- Modeling the inconsistency in intertemporal choice: the generalized Weibull discount function and its extension (Q1669877) (← links)
- Non-market reopening, time-consistent plans and the structure of intertemporal preferences (Q1676645) (← links)
- General equilibrium analysis in ordered topological vector spaces (Q1877821) (← links)
- Viable prices in financial markets with solvency constraints (Q1890932) (← links)
- Intertemporal preference with loss aversion: consumption and risk-attitude (Q2123162) (← links)
- Existence and uniqueness of recursive utilities without boundedness (Q2123188) (← links)
- Generic determinacy among stationary overlapping generations (Q2143887) (← links)
- Finite horizon portfolio selection with durable goods (Q2236188) (← links)
- Generic determinacy of equilibria with local substitution (Q2387409) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)
- ON SUNSPOTS, HABITS, AND MONETARY FACTS (Q5444681) (← links)
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives (Q5872882) (← links)
- Existence and structure of stochastic equilibria with intertemporal substitution (Q5957682) (← links)
- Externalities and nonlinear discounting: Indeterminacy (Q5958791) (← links)
