Optimal Consumption Choice under Uncertainty with Intertemporal Substitution
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- Bank, Peter & Riedel, Frank, 1999. "Optimal consumption choice under uncertainty with intertemporal substitution," SFB 373 Discussion Papers 1999,71, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
References listed on IDEAS
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- BÃ¶rner, Stefan & Ragg, Hermann, 2010. "Functional diversification of a protease inhibitor gene in the genus Drosophila and its molecular basis," Center for Mathematical Economics Working Papers 415, Center for Mathematical Economics, Bielefeld University.
- Jan-Henrik Steg, 2012. "Irreversible investment in oligopoly," Finance and Stochastics, Springer, vol. 16(2), pages 207-224, April.
- Frank Riedel & Xia Su, 2011. "On irreversible investment," Finance and Stochastics, Springer, vol. 15(4), pages 607-633, December.
More about this item
KeywordsHindy-Huang-Kreps preferences; non-time additive utility optimization; intertemporal utility; intertemporal substitution;
- D91 - Microeconomics - - Micro-Based Behavioral Economics - - - Role and Effects of Psychological, Emotional, Social, and Cognitive Factors on Decision Making
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