Consumption and asset prices and recursive preferences
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References listed on IDEAS
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- Kraft, Holger & Seifried, Frank Thomas, 2013. "Stochastic differential utility as the continuous-time limit of recursive utility," SAFE Working Paper Series 17, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
- Holger Kraft & Frank Seifried & Mogens Steffensen, 2013. "Consumption-portfolio optimization with recursive utility in incomplete markets," Finance and Stochastics, Springer, vol. 17(1), pages 161-196, January.
More about this item
KeywordsConsumption (Economics) ; Prices;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-11-20 (All new papers)
- NEP-CFN-1998-11-20 (Corporate Finance)
- NEP-MIC-1998-11-20 (Microeconomics)
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