Consumption–investment strategies with non-exponential discounting and logarithmic utility
Copyright policy )Consumption–investment strategies with non-exponential discounting and logarithmic utility
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
- UNSW Sydney Australia
- East China Normal University China (People's Republic of)
- Macquarie University Australia
Dynamic programming in optimal control and differential games, non-exponential discounting, multi-person differential game, time-inconsistency, BSDEs, Stochastic ordinary differential equations (aspects of stochastic analysis), consumption-investment problem, Portfolio theory, Economic growth models, Differential games (aspects of game theory), Financial applications of other theories
Dynamic programming in optimal control and differential games, non-exponential discounting, multi-person differential game, time-inconsistency, BSDEs, Stochastic ordinary differential equations (aspects of stochastic analysis), consumption-investment problem, Portfolio theory, Economic growth models, Differential games (aspects of game theory), Financial applications of other theories
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).23 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!