Optimal Saving and Risk in Continuous Time

DOI10.2307/2297082zbMath0395.90005OpenAlexW1992863524MaRDI QIDQ4178730

Lucien Foldes

Publication date: 1978

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

Full work available at URL: https://doi.org/10.2307/2297082

zbMATH Keywords

Optimal PlanningOptimal SavingRisk In

Mathematics Subject Classification ID

Economic growth models (91B62) Group preferences (91B10)

Related Items (8)

Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments ⋮ The shadow price of information in continuous time decision problems ⋮ Optimal Sure Portfolio Plans ⋮ optimal consump0tion of an investment^† ⋮ The optimal consumption function in a Brownian model of accumulation. Part A: The consumption function as solution of a boundary value problem ⋮ Martingale conditions for optimal saving-discrete time ⋮ Valuation and martingale properties of shadow prices: an exposition ⋮ OPTIMAL INVESTMENT OF A LIFE INTEREST

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