Author:
Schroder Mark,Skiadas Costis
Subject
Economics and Econometrics
Reference51 articles.
1. Backward–forward stochastic differential equations;Antonelli;Ann. Appl. Probab.,1993
2. Consumption and Portfolio Decisions when Expected Returns are Time Varying;Campbell,1998
3. The structure of preferences and attitudes towards the timing of resolution of uncertainty;Chew;Int. Econ. Rev.,1989
4. Recursive utility under uncertainty;Chew,1991
5. Optimal consumption and portfolio policies when asset prices follow a diffusion process;Cox;J. Econ. Theory,1989
Cited by
218 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