Risk-Aversion Behavior in Consumption/Investment Problems with Subsistence Consumption-Reference-Cited by-同舟云学术

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Risk-Aversion Behavior in Consumption/Investment Problems with Subsistence Consumption

Published:1997 Issue: Volume: Page:155-184
ISSN:
Container-title:Optimal Consumption and Investment with Bankruptcy
language:
Short-container-title:

Author:

Presman E. L.

Publisher

Springer US

Link

http://link.springer.com/content/pdf/10.1007/978-1-4615-6257-3_8.pdf

Reference11 articles.

1. Arrow, K. J. (1965). Aspects of the Theory of Risk-Bearing, (Yrjo Jahnsson Lectures), Yrjo Jahnssonin Saatio, Helsinki.

2. Epstein, L. G. (1983). Decreasing Absolute Risk Aversion and Utility Indices Derived from Cake-Eating Problems. Journal of Economic Theory 29 245–264.

3. Karatzas, I., Lehoczky, J., Sethi, S. P. and Shreve, S. (1986). Explicit Solution of a General Consumption/Investment Problem. Mathematics of Operations Research 11 261–294; Chapter 2 in this volume.

4. Lippman, S. A., McCall, J. J. and Winston, W. L. (1980). Constant Absolute Risk Aversion, Bankruptcy, and Wealth-Dependent Decisions. Journal of Business 53 285–296.

5. Merton, R. C. (1971). (1973). Optimum Consumption and Portfolio Rules in a Continuous-Time Model. Journal of Economic Theory 3 373–413. Erratum. Journal of Economic Theory 6 213-214.

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A Contribution to the Micro Foundation for Keynesian Macroeconomic Models;Optimal Consumption and Investment with Bankruptcy;1997

2. Consumption/Investment Problems;Optimal Consumption and Investment with Bankruptcy;1997

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