Utility maximization under capital growth constraints
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References listed on IDEAS
- Takayama,Akira, 1985. "Mathematical Economics," Cambridge Books, Cambridge University Press, number 9780521314985, Enero-Abr.
- Scott, Maurice, 1984. "Maintaining Capital Intact," Oxford Economic Papers, Oxford University Press, vol. 36(0), pages 59-73, Supplemen.
- Hellwig, Klaus, 1996. "Portfolio Selection under the Condition of Value Preservation," Review of Quantitative Finance and Accounting, Springer, vol. 7(3), pages 299-305, November.
- Daly, Herman E., 1990. "Toward some operational principles of sustainable development," Ecological Economics, Elsevier, vol. 2(1), pages 1-6, April.
- Speckbacher, Gerhard, 1998. "Maintaining capital intact and WARP," Mathematical Social Sciences, Elsevier, vol. 36(2), pages 145-155, September.
- repec:bla:scandj:v:88:y:1986:i:1:p:141-49 is not listed on IDEAS
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- Hellwig, Klaus, 2007. "The creation of wealth," Finance Research Letters, Elsevier, vol. 4(3), pages 172-178, September.
- Klaus Hellwig, 2002. "Value management," Quantitative Finance, Taylor & Francis Journals, vol. 2(2), pages 133-138.
- Klaus Hellwig, 2005. "Portfolio Selection with Little Information about the Future," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 331-335, November.
- Hellwig, Klaus, 2004. "Portfolio selection subject to growth objectives," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 2119-2128, September.
- Speckbacher, Gerhard, 2009. "Comparing financial investments by their state dependent returns: A one-way log utility representation," European Journal of Operational Research, Elsevier, vol. 193(1), pages 323-326, February.
- Hellwig, Klaus, 2005. "Sustainability revisited," Economics Letters, Elsevier, vol. 87(2), pages 193-197, May.
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