Work

On Intertemporal Preferences in Continuous Time: The Case of Certainty

Year: 2011

Type: report

Abstract: "This paper merges results reported in two earlier papers, a paper with the same title by Huang and Kreps and a paper titled 'Optimal Consumption with Intertemporal Substitution I: The Case of Certainty' by Hindy and Huang"--P. 1.

Source: DSpace@MIT (Massachusetts Institute of Technology)

Authors: Ayman Hindy, Chi-fu Huang, David M. Kreps

Institutions: Stanford University, Massachusetts Institute of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1523745222

Cites: 30

Cited by: 68

Related to: 10