Asset Management with Trading Uncertainty

DOI10.2307/2296848zbMath0317.90010OpenAlexW2016519202MaRDI QIDQ4079289

Martin F. Hellwig, Duncan K. Foley

Publication date: 1975

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/63283

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Miscellaneous applications of functional analysis (46N99)

Related Items (4)

Simulation-based estimation of dynamic models with continuous equilibrium solutions ⋮ A qualitative approach to Markovian equilibrium on optimal growth under uncertainty ⋮ The eventual failure of price fixing schemes ⋮ Money with idiosyncratic uninsurable returns to capital

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