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Growth and optimal intertemporal allocation of risks

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  • Bismut, Jean-Michel
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    Article provided by Elsevier in its journal Journal of Economic Theory.

    Volume (Year): 10 (1975)
    Issue (Month): 2 (April)
    Pages: 239-257

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    Handle: RePEc:eee:jetheo:v:10:y:1975:i:2:p:239-257

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    Web page: http://www.elsevier.com/locate/inca/622869

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    Cited by:
    1. Ehrlich, Isaac & Hamlen, William Jr., 1995. "Optimal portfolio and consumption decisions in a stochastic environment with precommitment," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 19(3), pages 457-480, April.
    2. Siciliani, Luigi, 2006. "A dynamic model of supply of elective surgery in the presence of waiting times and waiting lists," Journal of Health Economics, Elsevier, Elsevier, vol. 25(5), pages 891-907, September.
    3. Rauscher, Michael, 1996. "Sustainable Development and Complex Ecosystems. An Economist's View," Thuenen-Series of Applied Economic Theory 02, University of Rostock, Institute of Economics.
    4. Goll, Thomas & Kallsen, Jan, 2000. "Optimal portfolios for logarithmic utility," Stochastic Processes and their Applications, Elsevier, Elsevier, vol. 89(1), pages 31-48, September.
    5. Bakshi, Gurdip S. & Chen, Zhiwu & Naka, Atsuyuki, 1995. "Production-based asset pricing in Japan," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 3(2-3), pages 217-240, July.
    6. Christian Bayer & Klaus Waelde, 2011. "Existence, Uniqueness and Stability of Invariant Distributions in Continuous-Time Stochastic Models," Working Papers 1111, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 21 Jul 2011.
    7. D. Glycopantis & A. Muir, 1991. "On the solution of a stochastic optimal growth model," Journal of Economics, Springer, Springer, vol. 54(2), pages 125-142, June.
    8. Lundgren, Tommy, 2007. "On the Economics of Corporate Responsibility," Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform 2007/3, Sustainable Investment Research Platform.
    9. Wälde, Klaus, 1999. "A Poisson-Ramsey growth model: Creative destruction, endogenous cycles and growth," Technical Reports 1999,32, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    10. Johannes Leitner, 2000. "Mean-Variance Efficiency and Intertemporal Pricefor Risk," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 00-35, Center of Finance and Econometrics, University of Konstanz.
    11. Roche, Herve, 2003. "Stochastic growth: a duality approach," Journal of Economic Theory, Elsevier, Elsevier, vol. 113(1), pages 131-143, November.
    12. Tapiero, Charles, 2003. "Risk Management: An Interdisciplinary Framework," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School DR 03014, ESSEC Research Center, ESSEC Business School.

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