Ma, Chenghu Market equilibrium with heterogeneous recursive-utility-maximizing agents. (English) Zbl 0808.90026 Econ. Theory 3, No. 2, 243-266 (1993). MSC: 91B50 PDFBibTeX XMLCite \textit{C. Ma}, Econ. Theory 3, No. 2, 243--266 (1993; Zbl 0808.90026) Full Text: DOI
Dardanoni, Valentino Revealed preference and portfolio choice. (English) Zbl 0792.90009 Econ. Lett. 42, No. 4, 353-356 (1993). MSC: 91B28 PDFBibTeX XMLCite \textit{V. Dardanoni}, Econ. Lett. 42, No. 4, 353--356 (1993; Zbl 0792.90009) Full Text: DOI
Finkelshtain, Israel; Chalfant, James A. Portfolio choices in the presence of other risks. (English) Zbl 0785.90010 Manage. Sci. 39, No. 8, 925-936 (1993). MSC: 91G10 PDFBibTeX XMLCite \textit{I. Finkelshtain} and \textit{J. A. Chalfant}, Manage. Sci. 39, No. 8, 925--936 (1993; Zbl 0785.90010) Full Text: DOI Link
McLean, Richard P. Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions. (English) Zbl 0804.90098 Ann. Oper. Res. 44, No. 1-4, 43-61 (1993). Reviewer: E.Bertsch (Ludwigsburg) MSC: 90C15 91B28 PDFBibTeX XMLCite \textit{R. P. McLean}, Ann. Oper. Res. 44, No. 1--4, 43--61 (1993; Zbl 0804.90098) Full Text: DOI
Nielsen, Lars Tyge The expected utility of portfolios of assets. (English) Zbl 0782.90009 J. Math. Econ. 22, No. 5, 439-461 (1993). Reviewer: K.Ehemann (Hamburg) MSC: 91B28 91B16 91B50 PDFBibTeX XMLCite \textit{L. T. Nielsen}, J. Math. Econ. 22, No. 5, 439--461 (1993; Zbl 0782.90009) Full Text: DOI
Luenberger, David G. A preference foundation for log mean-variance criteria in portfolio choice problems. (English) Zbl 0784.90011 J. Econ. Dyn. Control 17, No. 5-6, 887-906 (1993). Reviewer: W.R.Heilmann (Karlsruhe) MSC: 91B28 91B62 91B16 PDFBibTeX XMLCite \textit{D. G. Luenberger}, J. Econ. Dyn. Control 17, No. 5--6, 887--906 (1993; Zbl 0784.90011) Full Text: DOI
Hindy, Ayman; Huang, Chi-Fu Optimal consumption and portfolio rules with durability and local substitution. (English) Zbl 0772.90015 Econometrica 61, No. 1, 85-121 (1993). MSC: 91B62 91B42 91B28 93C95 PDFBibTeX XMLCite \textit{A. Hindy} and \textit{C.-F. Huang}, Econometrica 61, No. 1, 85--121 (1993; Zbl 0772.90015) Full Text: DOI Link
Duffie, Darrell; Zariphopoulou, Thaleia Optimal investment with undiversifiable income risk. (English) Zbl 0884.90062 Math. Finance 3, No. 2, 135-148 (1993). MSC: 91G10 93C95 49L25 PDFBibTeX XMLCite \textit{D. Duffie} and \textit{T. Zariphopoulou}, Math. Finance 3, No. 2, 135--148 (1993; Zbl 0884.90062) Full Text: DOI