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Optimal Dynamic Choice of Durable and Perishable Goods

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Peter Bank
Frank Riedel

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Paper provided by UCLA Department of Economics in its series Levine's Bibliography with number 666156000000000402.

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Date of creation: 26 Nov 2003
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Handle: RePEc:cla:levrem:666156000000000402

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  1. Hindy, Ayman & Huang, Chi-fu, 1993. "Optimal Consumption and Portfolio Rules with Durability and Local Substitution," Econometrica, Econometric Society, vol. 61(1), pages 85-121, January. [Downloadable!] (restricted)
  2. Mankiw, N. Gregory, 1982. "Hall's consumption hypothesis and durable goods," Journal of Monetary Economics, Elsevier, vol. 10(3), pages 417-425. [Downloadable!] (restricted)
  3. 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.
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  4. Akerlof, George A, 1970. "The Market for 'Lemons': Quality Uncertainty and the Market Mechanism," The Quarterly Journal of Economics, MIT Press, vol. 84(3), pages 488-500, August. [Downloadable!] (restricted)
  5. Bank, Peter & Riedel, Frank, 2000. "Non-time additive utility optimization--the case of certainty," Journal of Mathematical Economics, Elsevier, vol. 33(3), pages 271-290, April. [Downloadable!] (restricted)
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  6. Hindy, Ayman & Huang, Chi-fu & Kreps, David, 1992. "On intertemporal preferences in continuous time : The case of certainty," Journal of Mathematical Economics, Elsevier, vol. 21(5), pages 401-440. [Downloadable!] (restricted)
  7. Cuoco, Domenico & Liu, Hong, 2000. "Optimal consumption of a divisible durable good," Journal of Economic Dynamics and Control, Elsevier, vol. 24(4), pages 561-613, April. [Downloadable!] (restricted)
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  8. Harry Mamaysky, 2001. "Interest Rates and the Durability of Consumption Goods," Yale School of Management Working Papers ysm224, Yale School of Management. [Downloadable!]
  9. Grossman, Sanford J & Laroque, Guy, 1990. "Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods," Econometrica, Econometric Society, vol. 58(1), pages 25-51, January. [Downloadable!] (restricted)
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  10. P. Bank & N. El Karoui, . "A Stochastic Representation Theorem with Applications to Optimization and Obstacle Problems," Sonderforschungsbereich 373 2002-4, Humboldt Universitaet Berlin.
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