Theory of dynamic portfolio choice for survival under uncertainty
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Mathematical Social Sciences.
Volume (Year): 31 (1996)
Issue (Month): 1 (February)
Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505565
Other versions of this item:
- Roy, Santanu, 1995. "Theory of dynamic portfolio choice for survival under uncertainty," Mathematical Social Sciences, Elsevier, vol. 30(2), pages 171-194, October.
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.:
- Dutta, Prajit K & Radner, Roy, 1994. "Optimal Principal Agent Contracts for a Class of Incentive Schemes: A Characterization and the Rate of Approach to Efficiency," Economic Theory, Springer, vol. 4(4), pages 483-503, May.
- March, James G., 1988. "Variable risk preferences and adaptive aspirations," Journal of Economic Behavior & Organization, Elsevier, vol. 9(1), pages 5-24, January.
- Mitra, T. & Roy, S., 1990.
"On Some Aspects Of Survival Under Production Uncertainty,"
432, Cornell - Department of Economics.
- Mitra, Tapan & Roy, Santanu, 1993. "On Some Aspects of Survival under Production Uncertainty," Economic Theory, Springer, vol. 3(3), pages 397-411, July.
- Dutta, Prajit K., 1994. "Bankruptcy and expected utility maximization," Journal of Economic Dynamics and Control, Elsevier, vol. 18(3-4), pages 539-560.
- Merton, Robert C., 1971.
"Optimum consumption and portfolio rules in a continuous-time model,"
Journal of Economic Theory,
Elsevier, vol. 3(4), pages 373-413, December.
- R. C. Merton, 1970. "Optimum Consumption and Portfolio Rules in a Continuous-time Model," Working papers 58, Massachusetts Institute of Technology (MIT), Department of Economics.
- E. Presman & S. Sethi, 1991.
"ERRATUM: risk-Aversion Behavior In Consumption/Investment Problems,"
Wiley Blackwell, vol. 1(3), pages ii-ii.
- Majumdar, Mukul & Radner, Roy, 1991. "Linear Models of Economic Survival under Production Uncertainty," Economic Theory, Springer, vol. 1(1), pages 13-30, January.
- Chaim Fershtman & Kenneth L. Judd & Ehud Kalai, 1990.
"Observable Contracts: Strategic Delegation and Cooperation,"
879, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Fershtman, Chaim & Judd, Kenneth L & Kalai, Ehud, 1991. "Observable Contracts: Strategic Delegation and Cooperation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(3), pages 551-59, August.
- Lippman, Steven A & McCall, John J & Winston, Wayne L, 1980. "Constant Absolute Risk Aversion, Bankruptcy, and Wealth-Dependent Decisions," The Journal of Business, University of Chicago Press, vol. 53(3), pages 285-96, July.
- Hakansson, Nils H, 1970. "Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions," Econometrica, Econometric Society, vol. 38(5), pages 587-607, September.
- Samuelson, Paul A, 1969. "Lifetime Portfolio Selection by Dynamic Stochastic Programming," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 239-46, August.
- Pyle, David H & Turnovsky, Stephen J, 1970. "Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis," The Review of Economics and Statistics, MIT Press, vol. 52(1), pages 75-81, February.
- Ray, Debraj, 1984. "Intertemporal borrowing to sustain exogenous consumption standards under uncertainty," Journal of Economic Theory, Elsevier, vol. 33(1), pages 72-87, June.
- E. Presman & S. Sethi, 1991. "Risk-Aversion Behavior In Consumption/Investment Problems," Mathematical Finance, Wiley Blackwell, vol. 1(1), pages 100-124.
- Li, Zhongfei & Yao, Jing & Li, Duan, 2010. "Behavior patterns of investment strategies under Roy's safety-first principle," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(2), pages 167-179, May.
If references are entirely missing, you can add them using this form.