Optimal consumption choice with intertemporal substitution
By Peter Bank, Frank Riedel. 2001
84 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/61f0ebfe6419459c1468d968d73634e7b8437a1e
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Nicole El Karoui
- Hans Föllmer
- Peter Bank
- Alexander Schied
- Martin Schweizer
- Nizar Touzi
- Shige Peng
- Andrzej Ruszczynski
In Finance
- Nicole El Karoui
- Hans Föllmer
- Peter Bank
- Alexander Schied
- Huyen Pham
- Nizar Touzi
- Jocelyne Bion-Nadal
- Martin Schweizer
In Management Science and Operations Research
- Nicole El Karoui
- Hans Föllmer
- Peter Bank
- Alexander Schied
- Jocelyne Bion-Nadal
- Isaac M. Sonin
- Andrzej Ruszczynski
- Shige Peng
Citations in the corpus
- American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View (2003, methodology): “For a more detailed study of optimal consumption behavior, including a discussion of the corresponding investment strategies, we refer to Bank (2000) and Bank and Riedel (2001).”
- A stochastic representation theorem with applications to optimization and obstacle problems (2004, background): “In a general semimartingale setting, Bank and Riedel (2001) show how to reduce this optimization problem to a representation problem of the above type.”