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Non-time additive utility optimization—the case of certainty · Study

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ArticleNon-time additive utility optimization—the case of certainty

Peter Bank2000

Article2000

Non-time additive utility optimization—the case of certainty

Peter Bank · Frank Riedel

24 citations·0/0 files stored·Journal of Mathematical Economics

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Stochastic processes and financial applications Economic theories and models Risk and Portfolio Optimization

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References

1990Habit Formation: A Resolution of the Equity Premium Puzzle 1989Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth 2011On Intertemporal Preferences in Continuous Time: The Case of Certainty 1992On intertemporal preferences in continuous time

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2001Probabilistic Aspects of Financial Risk 2019The Satiation Model: Foundations and Applications

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Year2000

Typearticle

Published2000-04-01

VenueJournal of Mathematical Economics

ISSN-L0304-4068

Languageen

Citations24

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/s0304-4068(99)00026-9

openalex_workW2046135481

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