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Time Preference And Interest Rates In An Uncertain Multiperiod World

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  • Edward M. Miller

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  • Edward M. Miller, 1981. "Time Preference And Interest Rates In An Uncertain Multiperiod World," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(2), pages 161-168, June.
    • Handle: RePEc:bla:jfnres:v:4:y:1981:i:2:p:161-168
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1981.tb00618.x
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    References listed on IDEAS

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    1. Fama, Eugene F, 1976. "Multiperiod Consumption-Investment Decisions: A Correction," American Economic Review, American Economic Association, vol. 66(4), pages 723-724, September.
    2. Vasilev, Aleksandar & Maksumov, Rashid, 2010. "Critical analysis of Chapter 23 of Keynes’s Notes on Mercantilism in The General Theory of Employment, Interest and Money (1936)," EconStor Research Reports 155318, ZBW - Leibniz Information Centre for Economics.
    3. Hayne E. Leland, 1968. "Saving and Uncertainty: The Precautionary Demand for Saving," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 82(3), pages 465-473.
    4. 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.
    5. Paul A. Samuelson, 2011. "Lifetime Portfolio Selection by Dynamic Stochastic Programming," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 31, pages 465-472, World Scientific Publishing Co. Pte. Ltd..
    6. Merton, Robert C, 1969. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case," The Review of Economics and Statistics, MIT Press, vol. 51(3), pages 247-257, August.
    7. MOSSIN, Jan, 1968. "Optimal multiperiod portfolio policies," LIDAM Reprints CORE 19, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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