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• Peter Alfred Streufert

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Article provided by Elsevier in its journal Journal of Mathematical Economics.

Volume (Year): 25 (1996)
Issue (Month): 4 ()
Pages: 391-442
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Handle: RePEc:eee:mateco:v:25:y:1996:i:4:p:391-442

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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Shin-ichi Fukuda, 2001. "A Model of Keynesian under Knightian Uncertainty," CIRJE F-Series CIRJE-F-115, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
2. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2001. "Search under the Knightian Uncertainty," CIRJE F-Series CIRJE-F-112, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
3. Kiyohiko G. Nishimura & Hiroyuki Ozaki, 2003. "Liquidity Motives of Holding Money under Investment Risk: A Dynamic Analysis," CIRJE F-Series CIRJE-F-232, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
4. Jorge Durán, 2002. "Discounting Long Run Average Growth In Stochastic Dynamic Programs," Working Papers. Serie AD 2002-08, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie). [Downloadable!]
   Other versions:
   • Duran, Jorge, 2000. "Discounting Long Run Average Growth in Stochastic Dynamic Programs," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2000006, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES). [Downloadable!]
   • Duran, Jorge, 2001. "Discounting long run average growth in stochastic dynamic programs," CEPREMAP Working Papers (Couverture Orange) 0101, CEPREMAP. [Downloadable!]
   • Jorge Durán, 2003. "Discounting long run average growth in stochastic dynamic programs," Economic Theory, Springer, vol. 22(2), pages 395-413, 09. [Downloadable!] (restricted)

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