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Optimal Consumption with a Stochastic Income Stream
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Optimal Consumption with a Stochastic Income Stream (1974)Optimal Consumption with a Stochastic Inc…OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966. (1975)OPTIMAL INVESTMENT AND CONSUM…The Effect of Uncertainty on Saving Decisions (1970)The Effect of Uncertainty on …Household consumption-investment-insurance decisions with uncertain income and market ambiguity (2021)Household consumption-investm…Precautionary saving in Spain during the great recession: evidence from a panel of uncertainty indicators (2018)Precautionary saving in Spain…JOB SEARCH AND ASSET ACCUMULATION UNDER BORROWING CONSTRAINTS * (2006)JOB SEARCH AND ASSET ACCUMULA…Precautionary Wealth Accumulation (2004)Precautionary Wealth Accumula…Robust Control and Model Uncertainty in Macroeconomics (2003)Robust Control and Model Unce…Job Search and Asset Accumulation Under Borrowing Constraints (2003)Job Search and Asset Accumula…Soft liquidity constraints and precautionary saving (2002)Soft liquidity constraints an…Aggregate precautionary savings: when is the third derivative irrelevant? (2001)Aggregate precautionary savin…Chapter 3 Capital growth theory (1995)Chapter 3 Capital growth theo…Tax Policy, the Interest Elasticity of Saving, and Capital Accumulation: Numerical Analysis of Theoretical Models (1983)Tax Policy, the Interest Elas…Optimal Sequential Investment Decisions Under Conditions of Uncertainty (1983)Optimal Sequential Investment…The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables (1982)The Permanent Income Hypothes…Optimal Consumption Policy under Uncertain Income (1982)Optimal Consumption Policy un…Capital accumulation and the optimization of renewable resource models (1980)Capital accumulation and the …Consumption under Uncertainty (1979)Consumption under UncertaintyAn income fluctuation problem (1976)An income fluctuation problemPortfolio Selection: Efficient Diversification of Investments (1959)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)Market Selection of Financial Trading Strategies: Global Stability (2001)Evolutionary Finance (2009)Asset market games of survival: a synthesis of evolutionary and dynamic games (2012)THE LIFE CYCLE HYPOTHESIS OF SAVING: AGGREGATE IMPLICATIONS AND TESTS (1963)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Are Government Bonds Net Wealth? 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References

  • 1970The Effect of Uncertainty on Saving Decisions923 cited
  • 1975OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.347 cited

Cited by

  • 1982The Permanent Income Hypothesis: Estimation and Testing by Instrumental Variables375 cited
  • 1976An income fluctuation problem136 cited
  • 1983Tax Policy, the Interest Elasticity of Saving, and Capital Accumulation: Numerical Analysis of Theoretical Models85 cited
  • 2006JOB SEARCH AND ASSET ACCUMULATION UNDER BORROWING CONSTRAINTS *84 cited
  • 1995Chapter 3 Capital growth theory69 cited
  • 2001Aggregate precautionary savings: when is the third derivative irrelevant?60 cited
  • 1980Capital accumulation and the optimization of renewable resource models56 cited
  • 1983Optimal Sequential Investment Decisions Under Conditions of Uncertainty51 cited
  • 2004Precautionary Wealth Accumulation40 cited
  • 2021Household consumption-investment-insurance decisions with uncertain income and market ambiguity36 cited
  • 2003Robust Control and Model Uncertainty in Macroeconomics31 cited
  • 2003Job Search and Asset Accumulation Under Borrowing Constraints28 cited

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  • 1982Optimal Consumption Policy under Uncertain Income23 cited
  • 2002Soft liquidity constraints and precautionary saving23 cited
  • 2018Precautionary saving in Spain during the great recession: evidence from a panel of uncertainty indicators21 cited
  • 1979Consumption under Uncertainty21 cited