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A Clarification and a New Proof of the Certainty Equivalence Theorem - MaRDI portal

A Clarification and a New Proof of the Certainty Equivalence Theorem

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Publication:4042839

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DOI10.2307/2526101zbMath0291.90046OpenAlexW1971651974MaRDI QIDQ4042839

Alan I. Duchan

Publication date: 1974

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526101

Mathematics Subject Classification ID

Stochastic programming (90C15)

Related Items (1)

The effect on optimal consumption on increased uncertainty in labor income in the multiperiod case

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