Stochastic growth: a duality approach.
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Publication:1420881
DOI10.1016/S0022-0531(03)00119-4zbMath1071.91028OpenAlexW2012161111MaRDI QIDQ1420881
Publication date: 23 January 2004
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0022-0531(03)00119-4
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
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Cites Work
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- Optimal consumption choices for a `large' investor
- Convex duality in constrained portfolio optimization
- Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
- Efficient intertemporal allocations with recursive utility.
- Growth and optimal intertemporal allocation of risks
- An Asymptotic Theory of Growth Under Uncertainty
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